Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WIND (Wind River Systems Inc) | NA | -2.70% | 11.43% | 4.81% | -2.41% | 13.11% | NA | … | … |
Data as of 07/24/2009, Common starting date is 04/16/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WIND (Wind River Systems Inc) | 04/16/1993 | 07/24/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.70 | 11.43 | 4.81 | -2.41 | 13.11 | NA | … | … | 27.46 | 1.12 | -12.88 | -30.60 | 9.00 | 54.68 | 113.66 | -77.11 | -47.51 | -6.83 | 16.87 | 18.42 | 25.65 | 143.98 | 237.54 | 35.27 | -33.51 |
| Sharpe Ratio | NA | -0.04 | 0.19 | 0.04 | -0.07 | NA | NA | … | … | 0.75 | 0.00 | -0.48 | -0.90 | 0.15 | 1.00 | 1.50 | -0.77 | -0.70 | -0.13 | 0.17 | 0.28 | -0.44 | 2.49 | 4.14 | 0.47 | -0.48 |
| Standard Deviation(%) | NA | 69.51 | 49.92 | 49.62 | 68.22 | NA | NA | … | … | 72.20 | 61.74 | 33.15 | 37.98 | 46.54 | 53.66 | 75.34 | 101.40 | 72.41 | 85.75 | 81.36 | 54.67 | 66.54 | 55.64 | 56.48 | 69.38 | 94.17 |
| Draw Down(%) | NA | 55.30 | 55.30 | 67.33 | 96.55 | NA | NA | … | … | 38.19 | 49.53 | 33.01 | 50.16 | 35.35 | 35.35 | 44.38 | 89.40 | 73.86 | 53.52 | 64.00 | 28.72 | 43.67 | 29.17 | 28.90 | 32.85 | 61.48 |
| 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 | 0.00 | 0.00 |
Data as of 07/24/2009, Common starting date is 04/16/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WIND (Wind River Systems Inc) |
-60.90%
Feb 2000 – Feb 2003 |
-35.41%
Mar 1998 – Mar 2003 |
-12.33%
Nov 1998 – Nov 2008 |
7.23%
Oct 1993 – Oct 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WIND (Wind River Systems Inc) |
152.00%
Jul 1994 – Jul 1997 |
75.34%
Dec 1993 – Dec 1998 |
21.57%
Jun 1994 – Jun 2004 |
13.71%
Jun 1994 – Jun 2009 |
Annualized Rolling Returns Comparison Chart