Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TRW (TRW Automotive Holdings Corp) | NA | 32.35% | 38.39% | 27.10% | 18.32% | NA | NA | … | … |
Data as of 05/15/2015, Common starting date is 02/04/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRW (TRW Automotive Holdings Corp) | 02/04/2004 | 05/15/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.05 | 32.35 | 38.39 | 27.10 | 18.32 | NA | NA | … | … | 2.54 | 38.26 | 38.76 | 64.45 | -38.14 | 120.69 | 563.33 | -82.78 | -19.21 | -1.82 | 27.29 | -20.42 |
| Sharpe Ratio | NA | 2.56 | 1.60 | 0.77 | 0.29 | NA | NA | … | … | 2.94 | 1.92 | 1.69 | 1.71 | -0.80 | 2.58 | 4.77 | -0.79 | -0.73 | -0.17 | 0.89 | -0.84 |
| Standard Deviation(%) | NA | 12.64 | 23.92 | 34.54 | 59.37 | NA | NA | … | … | 2.39 | 19.91 | 22.91 | 38.14 | 47.65 | 46.67 | 118.00 | 105.64 | 30.52 | 29.89 | 28.12 | 27.50 |
| Draw Down(%) | NA | 10.12 | 16.85 | 53.76 | 96.37 | NA | NA | … | … | 0.68 | 10.12 | 14.15 | 31.22 | 53.76 | 22.75 | 67.66 | 92.26 | 50.12 | 20.22 | 18.46 | 37.03 |
| 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 |
Data as of 05/15/2015, Common starting date is 02/04/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRW (TRW Automotive Holdings Corp) |
-53.89%
Feb 2006 – Feb 2009 |
-31.77%
Mar 2004 – Mar 2009 |
14.13%
Mar 2004 – Mar 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRW (TRW Automotive Holdings Corp) |
163.15%
Feb 2009 – Feb 2012 |
100.99%
Feb 2009 – Feb 2014 |
19.42%
Apr 2005 – Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart