Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VALCX (Value Line Convertible ) | NA | -9.88% | 12.28% | 0.29% | 3.34% | 4.01% | 6.16% | … | … |
Data as of 02/24/2012, Common starting date is 01/02/1986
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VALCX (Value Line Convertible ) | 01/02/1986 | 02/24/2012 |
| 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 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.88 | 12.28 | 0.29 | 3.34 | 4.01 | 6.16 | … | … | 0.00 | -7.48 | 16.45 | 28.06 | -32.26 | 12.74 | 9.89 | 3.46 | 6.21 | 17.82 | -7.80 | -6.73 | -8.19 | 33.36 | 0.55 | 17.02 | 20.24 | 22.75 | -5.27 | 14.85 | 13.81 | 28.74 | -3.69 | 10.73 | 15.97 | -6.07 | 16.38 |
| Sharpe Ratio | NA | -0.76 | 0.99 | -0.03 | 0.19 | NA | NA | … | … | 0.00 | -0.55 | 1.42 | 2.10 | -1.63 | 0.90 | 0.87 | 0.16 | 0.71 | 2.56 | -0.88 | -0.66 | -0.41 | 2.60 | -0.31 | 2.14 | 2.83 | 5.06 | -1.80 | 3.03 | 1.72 | 3.06 | -1.11 | 0.83 | 1.33 | -0.46 | 1.44 |
| Standard Deviation(%) | NA | 12.95 | 12.29 | 14.29 | 11.55 | NA | NA | … | … | NA | 13.68 | 11.52 | 13.32 | 20.32 | 10.75 | 7.51 | 7.46 | 7.38 | 6.67 | 10.13 | 14.04 | 30.11 | 11.53 | 9.51 | 6.20 | 5.82 | 3.71 | 4.64 | 4.18 | 6.53 | 8.08 | 8.22 | 5.73 | 8.31 | 22.13 | 8.36 |
| Draw Down(%) | NA | 16.93 | 16.93 | 39.88 | 39.88 | NA | NA | … | … | 0.00 | 16.93 | 9.57 | 9.70 | 38.91 | 7.87 | 7.46 | 6.74 | 7.13 | 4.13 | 16.83 | 14.78 | 26.02 | 7.23 | 21.04 | 5.05 | 5.82 | 2.23 | 9.03 | 2.47 | 5.26 | 5.06 | 16.77 | 6.49 | 5.80 | 31.06 | 8.25 |
| Yield(%) | 0.00 | 1.47 | 2.08 | 3.95 | 3.58 | 5.00 | 6.82 | … | … | 0.00 | 1.50 | 2.11 | 1.18 | 2.18 | 14.53 | 2.29 | 1.39 | 2.16 | 2.98 | 2.79 | 5.60 | 14.45 | 3.36 | 9.32 | 10.87 | 17.43 | 6.13 | 9.20 | 17.65 | 5.25 | 6.05 | 5.94 | 6.73 | 4.97 | 11.31 | 11.15 |
Data as of 02/24/2012, Common starting date is 01/02/1986
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VALCX (Value Line Convertible ) |
-11.02%
Feb 2000 – Feb 2003 |
-2.81%
Feb 2000 – Feb 2005 |
-0.24%
Feb 2000 – Feb 2010 |
3.90%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VALCX (Value Line Convertible ) |
21.91%
Oct 1990 – Oct 1993 |
20.04%
Feb 1995 – Feb 2000 |
15.03%
Feb 1990 – Feb 2000 |
9.76%
Feb 1986 – Feb 2001 |
Annualized Rolling Returns Comparison Chart