Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TIBX (Tibco Software Inc) | NA | 1.91% | -3.33% | 23.48% | 7.42% | -4.73% | NA | … | … |
Data as of 12/12/2014, Common starting date is 07/15/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TIBX (Tibco Software Inc) | 07/15/1999 | 12/12/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.91 | -3.33 | 23.48 | 7.42 | -4.73 | NA | … | … | 6.90 | 2.27 | -8.07 | 21.31 | 104.67 | 85.55 | -35.69 | -14.51 | 26.37 | -44.00 | 97.05 | 9.55 | -58.61 | -68.86 | -6.00 | 325.71 |
| Sharpe Ratio | NA | 0.06 | -0.09 | 0.58 | 0.16 | NA | NA | … | … | 0.22 | 0.07 | -0.19 | 0.45 | 3.00 | 1.90 | -0.60 | -0.49 | 0.70 | -1.04 | 1.91 | 0.16 | -0.70 | -0.60 | -0.07 | 16.80 |
| Standard Deviation(%) | NA | 33.08 | 37.75 | 39.71 | 43.56 | NA | NA | … | … | 32.98 | 31.43 | 42.57 | 47.46 | 34.90 | 44.97 | 60.78 | 35.87 | 33.15 | 44.39 | 50.41 | 56.09 | 84.71 | 118.89 | 135.51 | 125.11 |
| Draw Down(%) | NA | 23.04 | 46.17 | 46.17 | 73.31 | NA | NA | … | … | 19.73 | 24.39 | 41.52 | 40.74 | 12.20 | 23.24 | 58.89 | 31.75 | 27.29 | 52.55 | 37.87 | 47.02 | 79.52 | 88.08 | 74.95 | 48.73 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/12/2014, Common starting date is 07/15/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIBX (Tibco Software Inc) |
-66.95%
Feb 2000 – Feb 2003 |
-42.85%
Jun 2000 – Jun 2005 |
-23.35%
Feb 2000 – Feb 2010 |
-1.96%
Nov 1999 – Nov 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIBX (Tibco Software Inc) |
81.69%
Feb 2009 – Feb 2012 |
37.94%
Nov 2008 – Nov 2013 |
23.21%
Sep 2002 – Sep 2012 |
5.88%
Sep 1999 – Sep 2014 |
Annualized Rolling Returns Comparison Chart