Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TXI (Texas Industries Inc) | NA | 38.12% | 29.67% | 24.24% | 12.06% | 8.86% | 11.49% | … | … |
Data as of 07/01/2014, Common starting date is 01/05/1982
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TXI (Texas Industries Inc) | 01/05/1982 | 07/01/2014 |
| 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 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.27 | 38.12 | 29.67 | 24.24 | 12.06 | 8.86 | 11.49 | … | … | 33.91 | 34.84 | 65.72 | -32.38 | 31.95 | 2.37 | -50.47 | 9.57 | 29.57 | 6.69 | 69.88 | 54.22 | -33.51 | 24.18 | -28.67 | 61.06 | -39.26 | 81.16 | -3.50 | 52.68 | 10.27 | 45.19 | 13.47 | 30.91 | -25.51 | -28.92 | 13.12 | 36.04 | -18.59 | 14.30 | -17.45 | -5.52 | 55.96 |
| Sharpe Ratio | NA | 1.06 | 0.68 | 0.56 | 0.22 | NA | NA | … | … | 2.58 | 0.89 | 1.70 | -0.64 | 0.76 | 0.03 | -0.59 | 0.17 | 0.81 | 0.11 | 1.95 | 1.75 | -0.85 | 0.49 | -0.76 | 1.38 | -0.93 | 0.81 | -0.30 | 2.05 | 0.24 | 1.72 | 0.47 | 0.89 | -0.79 | -1.44 | 0.33 | 1.10 | -0.73 | 0.36 | -0.83 | -0.42 | 1.51 |
| Standard Deviation(%) | NA | 36.02 | 43.43 | 42.98 | 51.27 | NA | NA | … | … | 31.00 | 39.29 | 38.96 | 50.47 | 41.76 | 72.97 | 86.35 | 38.99 | 32.67 | 42.02 | 35.26 | 30.53 | 40.81 | 45.42 | 43.05 | 41.77 | 45.78 | 31.77 | 23.40 | 23.88 | 29.99 | 24.91 | 23.15 | 30.53 | 38.59 | 24.11 | 25.27 | 29.09 | 30.93 | 25.45 | 28.86 | 27.43 | 32.25 |
| Draw Down(%) | NA | 24.02 | 46.76 | 51.74 | 85.61 | NA | NA | … | … | 9.13 | 28.09 | 19.79 | 51.43 | 30.38 | 62.85 | 73.16 | 27.65 | 33.52 | 37.57 | 18.13 | 30.31 | 50.61 | 34.51 | 49.68 | 21.59 | 70.87 | 25.77 | 26.23 | 14.52 | 24.35 | 25.61 | 21.97 | 27.39 | 52.53 | 37.83 | 31.58 | 28.99 | 30.38 | 22.71 | 34.38 | 32.84 | 29.16 |
| Yield(%) | 0.00 | 0.00 | 0.06 | 0.43 | 5.01 | 3.90 | 3.67 | … | … | 0.00 | 0.00 | 0.00 | 0.48 | 0.83 | 0.85 | 0.43 | 0.46 | 0.60 | 30.36 | 0.82 | 1.18 | 0.83 | 1.03 | 0.73 | 1.10 | 0.65 | 0.62 | 0.39 | 0.64 | 0.34 | 0.48 | 0.53 | 0.69 | 2.68 | 1.39 | 1.56 | 2.07 | 1.70 | 1.92 | 1.53 | 1.43 | 2.17 |
Data as of 07/01/2014, Common starting date is 01/05/1982
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TXI (Texas Industries Inc) |
-35.36%
Feb 2006 – Feb 2009 |
-20.07%
Apr 1998 – Apr 2003 |
-3.18%
Apr 1983 – Apr 1993 |
2.14%
Oct 1997 – Oct 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TXI (Texas Industries Inc) |
62.34%
Mar 2003 – Mar 2006 |
45.45%
Apr 1993 – Apr 1998 |
18.26%
May 1997 – May 2007 |
18.62%
Oct 1990 – Oct 2005 |
Annualized Rolling Returns Comparison Chart