Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WRC (Warnaco Group Inc) | NA | 22.76% | 22.36% | 15.27% | 22.05% | NA | NA | … | … |
Data as of 02/13/2013, Common starting date is 02/07/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WRC (Warnaco Group Inc) | 02/07/2003 | 02/13/2013 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.34 | 22.76 | 22.36 | 15.27 | 22.05 | NA | NA | … | … | 2.72 | 43.03 | -9.13 | 30.53 | 114.93 | -43.59 | 37.12 | -5.01 | 23.70 | 35.42 | 48.51 |
| Sharpe Ratio | NA | 0.62 | 0.61 | 0.26 | 0.39 | NA | NA | … | … | 3.71 | 1.00 | -0.22 | 0.80 | 2.09 | -0.53 | 0.72 | -0.23 | 0.72 | 1.31 | 1.47 |
| Standard Deviation(%) | NA | 36.59 | 38.33 | 57.03 | 53.01 | NA | NA | … | … | 6.82 | 43.54 | 41.17 | 38.25 | 54.92 | 83.08 | 47.56 | 36.15 | 30.10 | 26.38 | 37.19 |
| Draw Down(%) | NA | 33.99 | 38.87 | 75.95 | 75.95 | NA | NA | … | … | 1.28 | 33.99 | 35.30 | 32.97 | 31.39 | 75.95 | 24.53 | 39.76 | 22.33 | 19.06 | 24.48 |
| 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 |
Data as of 02/13/2013, Common starting date is 02/07/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WRC (Warnaco Group Inc) |
-10.02%
Nov 2005 – Nov 2008 |
1.60%
Jun 2007 – Jun 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WRC (Warnaco Group Inc) |
41.48%
Nov 2008 – Nov 2011 |
33.09%
Apr 2003 – Apr 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart