Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TLB (Talbots Inc) | NA | -27.94% | -18.51% | -31.82% | -18.30% | -7.57% | NA | … | … |
Data as of 08/03/2012, Common starting date is 11/22/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TLB (Talbots Inc) | 11/22/1993 | 08/03/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.36 | -27.94 | -18.51 | -31.82 | -18.30 | -7.57 | NA | … | … | 3.76 | -68.78 | -4.38 | 272.80 | -77.82 | -49.66 | -11.47 | 3.79 | -10.29 | 13.30 | -23.27 | -19.88 | 106.21 | 45.19 | 78.10 | -35.36 | 1.59 | -6.99 | 19.01 | 17.79 |
| Sharpe Ratio | NA | -0.23 | -0.19 | -0.29 | -0.24 | NA | NA | … | … | 0.05 | -0.61 | -0.07 | 2.27 | -0.57 | -1.02 | -0.36 | 0.04 | -0.32 | 0.35 | -0.48 | -0.35 | 1.45 | 0.93 | 1.30 | -0.86 | -0.05 | -0.28 | 0.44 | 9.14 |
| Standard Deviation(%) | NA | 121.19 | 96.63 | 110.34 | 82.69 | NA | NA | … | … | 119.04 | 113.29 | 62.64 | 120.20 | 138.76 | 51.86 | 41.61 | 34.08 | 35.49 | 36.29 | 51.35 | 65.24 | 70.14 | 45.13 | 57.51 | 45.13 | 43.35 | 38.76 | 36.52 | 39.21 |
| Draw Down(%) | NA | 66.32 | 92.64 | 94.69 | 96.48 | NA | NA | … | … | 61.61 | 81.92 | 52.74 | 56.02 | 91.92 | 53.66 | 39.96 | 29.37 | 37.47 | 22.83 | 43.77 | 58.21 | 36.69 | 24.31 | 53.62 | 49.85 | 34.26 | 44.34 | 26.85 | 6.98 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.75 | 1.20 | 1.28 | 1.15 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 4.61 | 2.22 | 1.83 | 1.76 | 1.40 | 1.36 | 0.97 | 0.72 | 0.63 | 0.77 | 1.31 | 0.78 | 0.63 | 0.37 | 0.38 | 0.00 |
Data as of 08/03/2012, Common starting date is 11/22/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TLB (Talbots Inc) |
-56.24%
Jan 2006 – Jan 2009 |
-40.59%
Jan 2004 – Jan 2009 |
-22.96%
Nov 2001 – Nov 2011 |
-10.72%
Nov 1996 – Nov 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TLB (Talbots Inc) |
100.30%
Jan 1998 – Jan 2001 |
33.40%
Jan 1996 – Jan 2001 |
11.75%
Jun 1994 – Jun 2004 |
2.62%
Apr 1995 – Apr 2010 |
Annualized Rolling Returns Comparison Chart