Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VSEA (Varian Semiconductor Equipment Associates Inc) | NA | 90.99% | 50.10% | 19.48% | 15.73% | NA | NA | … | … |
Data as of 11/10/2011, Common starting date is 03/25/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VSEA (Varian Semiconductor Equipment Associates Inc) | 03/25/1999 | 11/10/2011 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.24 | 90.99 | 50.10 | 19.48 | 15.73 | NA | NA | … | … | 70.22 | 3.04 | 98.01 | -51.03 | 21.92 | 55.43 | 19.21 | -15.87 | 84.34 | -31.31 | 45.64 | -30.15 | 160.34 |
| Sharpe Ratio | NA | 2.25 | 1.10 | 0.38 | 0.29 | NA | NA | … | … | 1.62 | 0.08 | 1.90 | -0.87 | 0.36 | 1.30 | 0.48 | -0.36 | 1.63 | -0.44 | 0.54 | -0.28 | 3.49 |
| Standard Deviation(%) | NA | 40.35 | 45.40 | 48.58 | 50.42 | NA | NA | … | … | 52.45 | 37.58 | 51.52 | 59.28 | 52.51 | 40.42 | 35.74 | 46.09 | 51.37 | 74.46 | 82.34 | 120.58 | 68.98 |
| Draw Down(%) | NA | 18.66 | 32.88 | 74.32 | 74.32 | NA | NA | … | … | 18.66 | 32.88 | 24.95 | 63.87 | 39.83 | 26.16 | 20.33 | 47.97 | 34.22 | 71.05 | 51.10 | 74.83 | 27.26 |
| 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 |
Data as of 11/10/2011, Common starting date is 03/25/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSEA (Varian Semiconductor Equipment Associates Inc) |
-31.63%
Mar 2000 – Mar 2003 |
-11.12%
Apr 2000 – Apr 2005 |
-0.23%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSEA (Varian Semiconductor Equipment Associates Inc) |
64.73%
Aug 2004 – Aug 2007 |
48.92%
Sep 2002 – Sep 2007 |
18.20%
Sep 2001 – Sep 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart