Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WFMI (Whole Foods Market, Inc.) | NA | 48.37% | 20.99% | -2.80% | 18.73% | 18.10% | NA | … | … |
Data as of 05/05/2011, Common starting date is 01/23/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WFMI (Whole Foods Market, Inc.) | 01/23/1992 | 05/05/2011 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.99 | 48.37 | 20.99 | -2.80 | 18.73 | 18.10 | NA | … | … | 18.69 | 84.30 | 190.78 | -76.39 | -11.67 | -37.21 | 63.74 | 43.11 | 27.32 | 21.04 | 42.47 | 31.80 | -4.15 | -5.38 | 127.13 | 62.26 | 35.32 | -54.46 | 54.03 | 19.22 |
| Sharpe Ratio | NA | 1.38 | 0.38 | -0.08 | 0.39 | NA | NA | … | … | 1.99 | 2.32 | 2.96 | -1.23 | -0.41 | -0.97 | 2.23 | 1.84 | 0.87 | 0.55 | 0.97 | 0.57 | -0.13 | -0.15 | 1.45 | 1.08 | 0.69 | -0.93 | 1.35 | 0.26 |
| Standard Deviation(%) | NA | 35.01 | 54.97 | 51.24 | 43.71 | NA | NA | … | … | 32.76 | 36.26 | 64.43 | 62.52 | 35.56 | 42.04 | 27.57 | 22.97 | 30.68 | 36.43 | 42.24 | 48.76 | 54.80 | 57.96 | 49.34 | 53.68 | 45.63 | 61.80 | 38.31 | 68.78 |
| Draw Down(%) | NA | 19.55 | 75.84 | 88.21 | 88.88 | NA | NA | … | … | 10.48 | 19.55 | 29.41 | 80.09 | 30.31 | 38.99 | 9.77 | 23.03 | 25.19 | 28.66 | 35.62 | 27.70 | 40.16 | 52.32 | 25.88 | 41.45 | 31.98 | 61.49 | 19.78 | 55.56 |
| Yield(%) | 0.00 | 0.49 | 0.39 | 0.50 | 1.04 | 1.51 | 1.00 | … | … | 0.39 | 0.00 | 0.00 | 1.51 | 1.58 | 3.37 | 0.50 | 0.45 | 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 05/05/2011, Common starting date is 01/23/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WFMI (Whole Foods Market, Inc.) |
-49.22%
Dec 2005 – Dec 2008 |
-21.04%
Dec 2003 – Dec 2008 |
-1.60%
Dec 1998 – Dec 2008 |
4.11%
Dec 1993 – Dec 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WFMI (Whole Foods Market, Inc.) |
81.79%
Mar 1995 – Mar 1998 |
47.28%
May 2000 – May 2005 |
37.35%
Oct 1995 – Oct 2005 |
23.32%
Sep 1992 – Sep 2007 |
Annualized Rolling Returns Comparison Chart