Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VCLK (ValueClick, Inc.) | NA | 5.90% | 13.69% | 26.09% | 7.82% | NA | NA | … | … |
Data as of 02/04/2014, Common starting date is 06/26/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VCLK (ValueClick, Inc.) | 06/26/2000 | 02/04/2014 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.67 | 5.90 | 13.69 | 26.09 | 7.82 | NA | NA | … | … | -10.14 | 20.40 | 19.15 | 1.62 | 58.40 | 47.95 | -68.77 | -7.32 | 30.48 | 35.86 | 46.97 | 225.09 | -2.45 | -42.11 | -52.09 |
| Sharpe Ratio | NA | 0.13 | 0.31 | 0.54 | 0.12 | NA | NA | … | … | -1.92 | 0.49 | 0.48 | 0.04 | 1.52 | 0.83 | -0.93 | -0.19 | 0.66 | 0.86 | 0.71 | 3.79 | -0.08 | -0.69 | -0.70 |
| Standard Deviation(%) | NA | 44.80 | 44.56 | 48.08 | 55.84 | NA | NA | … | … | 35.97 | 41.79 | 40.04 | 41.47 | 38.35 | 58.00 | 74.58 | 55.71 | 41.18 | 39.11 | 64.39 | 59.15 | 44.49 | 65.52 | 113.67 |
| Draw Down(%) | NA | 40.38 | 40.38 | 40.38 | 86.34 | NA | NA | … | … | 13.39 | 40.38 | 34.72 | 28.91 | 18.74 | 32.97 | 79.48 | 45.89 | 35.42 | 30.21 | 48.08 | 31.63 | 38.27 | 66.43 | 70.19 |
| 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 | 0.00 | 0.00 | 0.00 |
Data as of 02/04/2014, Common starting date is 06/26/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VCLK (ValueClick, Inc.) |
-31.12%
Nov 2005 – Nov 2008 |
-11.07%
Jun 2007 – Jun 2012 |
-0.55%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VCLK (ValueClick, Inc.) |
98.65%
Sep 2002 – Sep 2005 |
60.60%
Feb 2002 – Feb 2007 |
25.58%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart