Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WPI | NA | 49.85% | 29.59% | 27.21% | 11.08% | 6.12% | NA | … | … |
Data as of 01/23/2013, Common starting date is 02/18/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WPI | 02/18/1993 | 01/23/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.41 | 49.85 | 29.59 | 27.21 | 11.08 | 6.12 | NA | … | … | -0.31 | 42.53 | 16.82 | 30.40 | 49.08 | -2.10 | 4.26 | -19.93 | -0.91 | -28.67 | 62.72 | -9.94 | -38.68 | 42.95 | -43.04 | 93.80 | 44.37 | -8.29 | 86.67 | 3.96 | 85.39 |
| Sharpe Ratio | NA | 2.21 | 1.25 | 0.97 | 0.36 | NA | NA | … | … | -0.19 | 1.78 | 0.67 | 1.42 | 1.70 | -0.08 | 0.05 | -1.04 | -0.15 | -0.92 | 1.79 | -0.30 | -0.65 | 0.65 | -0.93 | 2.15 | 1.10 | -0.23 | 1.94 | 0.02 | 1.76 |
| Standard Deviation(%) | NA | 22.56 | 23.56 | 27.90 | 27.53 | NA | NA | … | … | 27.12 | 24.05 | 25.09 | 21.36 | 28.87 | 37.33 | 24.09 | 22.61 | 21.88 | 32.25 | 34.57 | 37.55 | 63.93 | 59.14 | 49.77 | 42.06 | 36.66 | 50.86 | 42.55 | 51.94 | 57.26 |
| Draw Down(%) | NA | 10.82 | 22.48 | 33.33 | 57.73 | NA | NA | … | … | 4.86 | 13.46 | 17.27 | 11.30 | 15.13 | 33.33 | 19.62 | 38.38 | 14.32 | 49.70 | 14.62 | 43.25 | 57.66 | 37.97 | 56.56 | 19.61 | 28.89 | 47.21 | 20.00 | 53.57 | 35.33 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/23/2013, Common starting date is 02/18/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WPI (WPI) |
-27.39%
Jul 2001 – Jul 2004 |
-19.41%
Jul 2001 – Jul 2006 |
-8.25%
Dec 1998 – Dec 2008 |
3.29%
Nov 1993 – Nov 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WPI (WPI) |
46.85%
Apr 1993 – Apr 1996 |
42.29%
May 1993 – May 1998 |
18.83%
Mar 1994 – Mar 2004 |
10.76%
Aug 1996 – Aug 2011 |
Annualized Rolling Returns Comparison Chart