Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UTR (Unitrin Inc) | NA | 14.62% | 7.46% | -5.79% | 0.25% | 5.92% | NA | … | … |
Data as of 08/24/2011, Common starting date is 09/19/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UTR (Unitrin Inc) | 09/19/1991 | 08/24/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.93 | 14.62 | 7.46 | -5.79 | 0.25 | 5.92 | NA | … | … | 7.19 | 12.38 | 48.23 | -64.37 | -0.32 | 15.63 | 2.75 | 14.12 | 50.09 | -22.46 | 1.42 | 14.37 | 14.09 | 20.16 | 27.44 | 29.79 | 24.29 | 6.72 | 10.20 | 28.36 | -4.11 |
| Sharpe Ratio | NA | 0.46 | 0.11 | -0.14 | -0.03 | NA | NA | … | … | 0.33 | 0.36 | 0.80 | -0.93 | -0.13 | 0.65 | 0.03 | 0.51 | 1.98 | -0.86 | -0.03 | 0.27 | 0.36 | 0.58 | -1.36 | 1.51 | 1.11 | 0.13 | 0.34 | 1.24 | -0.72 |
| Standard Deviation(%) | NA | 31.61 | 56.86 | 49.24 | 39.87 | NA | NA | … | … | 34.58 | 34.36 | 60.26 | 69.96 | 26.29 | 19.10 | 18.54 | 25.82 | 24.97 | 27.48 | 31.35 | 38.39 | 29.83 | 28.79 | 20.30 | 17.27 | 18.39 | 28.14 | 23.55 | 20.83 | 23.55 |
| Draw Down(%) | NA | 24.92 | 70.85 | 82.48 | 82.48 | NA | NA | … | … | 24.92 | 26.10 | 49.48 | 69.34 | 20.71 | 18.89 | 17.56 | 16.49 | 25.85 | 32.41 | 14.04 | 29.25 | 18.43 | 21.75 | 11.59 | 9.84 | 9.05 | 16.71 | 10.04 | 9.23 | 16.63 |
| Yield(%) | 0.00 | 4.10 | 4.45 | 3.15 | 3.91 | 3.46 | 4.74 | … | … | 2.83 | 3.86 | 6.58 | 4.04 | 3.51 | 3.82 | 3.84 | 3.91 | 5.57 | 4.22 | 4.00 | 4.10 | 1.99 | 2.24 | 2.50 | 2.78 | 2.82 | 2.24 | 2.03 | 2.09 | 0.46 |
Data as of 08/24/2011, Common starting date is 09/19/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UTR (Unitrin Inc) |
-35.73%
Feb 2006 – Feb 2009 |
-20.42%
Feb 2004 – Feb 2009 |
-6.88%
Jun 1999 – Jun 2009 |
2.39%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UTR (Unitrin Inc) |
31.91%
Jun 1996 – Jun 1999 |
27.23%
Jun 1994 – Jun 1999 |
18.51%
Apr 1992 – Apr 2002 |
14.87%
Jun 1992 – Jun 2007 |
Annualized Rolling Returns Comparison Chart