Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| USTR (United Stationers Inc) | NA | -0.42% | 16.12% | 8.19% | 5.40% | 6.67% | 15.76% | … | … |
Data as of 05/29/2015, Common starting date is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| USTR (United Stationers Inc) | 03/26/1990 | 05/29/2015 |
| 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 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.87 | -0.42 | 16.12 | 8.19 | 5.40 | 6.67 | 15.76 | … | … | -7.54 | -6.86 | 50.26 | -3.00 | 3.54 | 12.18 | 69.84 | -27.53 | -1.03 | -3.73 | 4.98 | 12.90 | 42.08 | -14.41 | 40.21 | -15.97 | 9.85 | 8.06 | 146.77 | -29.73 | 326.65 | -6.41 | -6.21 | 106.92 | 9.45 | -30.01 |
| Sharpe Ratio | NA | -0.02 | 0.70 | 0.24 | 0.13 | NA | NA | … | … | -0.74 | -0.30 | 2.22 | -0.13 | 0.09 | 0.36 | 1.41 | -0.52 | -0.13 | -0.33 | 0.12 | 0.48 | 1.27 | -0.44 | 0.89 | -0.41 | 0.11 | 0.10 | 1.66 | -0.53 | 7.03 | -0.21 | -0.22 | 2.89 | 0.17 | -1.02 |
| Standard Deviation(%) | NA | 23.69 | 22.98 | 29.52 | 34.32 | NA | NA | … | … | 23.84 | 23.08 | 22.67 | 23.60 | 41.22 | 33.40 | 49.31 | 54.13 | 31.39 | 21.70 | 23.19 | 24.79 | 32.53 | 35.31 | 43.18 | 49.37 | 57.79 | 48.46 | 54.84 | 62.28 | 45.89 | 44.41 | 37.81 | 35.73 | 33.14 | 41.44 |
| Draw Down(%) | NA | 13.28 | 19.54 | 33.27 | 73.89 | NA | NA | … | … | 11.98 | 19.16 | 19.54 | 29.68 | 29.46 | 28.78 | 46.03 | 50.32 | 35.34 | 20.07 | 19.02 | 17.78 | 37.50 | 44.34 | 22.63 | 43.14 | 50.00 | 37.50 | 12.64 | 42.15 | 14.52 | 41.90 | 35.81 | 10.91 | 23.85 | 42.19 |
| Yield(%) | 0.00 | 1.42 | 2.13 | 0.83 | 0.47 | 0.49 | 0.65 | … | … | 0.34 | 1.23 | 1.76 | 1.59 | 0.80 | 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 | 0.20 | 0.66 | 0.58 | 1.23 | 1.29 | NA |
Data as of 05/29/2015, Common starting date is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USTR (United Stationers Inc) |
-24.00%
Feb 2006 – Feb 2009 |
-11.36%
Feb 2004 – Feb 2009 |
1.22%
Jul 1998 – Jul 2008 |
5.19%
Apr 1998 – Apr 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USTR (United Stationers Inc) |
104.21%
Nov 1994 – Nov 1997 |
64.57%
Jul 1994 – Jul 1999 |
34.88%
Aug 1990 – Aug 2000 |
25.89%
Sep 1990 – Sep 2005 |
Annualized Rolling Returns Comparison Chart