Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ZIGO (Zygo Corp) | NA | 27.15% | 20.33% | 30.48% | 5.62% | 4.91% | 11.54% | … | … |
Data as of 06/20/2014, Common starting date is 03/04/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ZIGO (Zygo Corp) | 03/04/1992 | 06/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.05 | 27.15 | 20.33 | 30.48 | 5.62 | 4.91 | 11.54 | … | … | 30.24 | -5.86 | -11.05 | 44.08 | 82.02 | -2.60 | -44.54 | -24.26 | 11.98 | 24.60 | -28.50 | 135.91 | -56.04 | -43.78 | 40.56 | 133.41 | -54.03 | -27.88 | 107.01 | 438.29 | -9.68 | 40.91 | -27.82 |
| Sharpe Ratio | NA | 0.77 | 0.42 | 0.54 | 0.08 | NA | NA | … | … | 1.55 | -0.17 | -0.29 | 0.59 | 1.32 | -0.04 | -0.64 | -0.82 | 0.19 | 0.46 | -0.56 | 2.01 | -0.74 | -0.44 | 0.27 | 1.90 | -0.61 | -1.31 | 1.46 | 7.34 | -0.21 | 0.52 | -0.38 |
| Standard Deviation(%) | NA | 35.01 | 48.08 | 53.27 | 55.10 | NA | NA | … | … | 48.89 | 35.57 | 37.98 | 74.43 | 62.16 | 74.87 | 70.41 | 33.44 | 46.85 | 49.04 | 52.77 | 67.18 | 77.33 | 106.02 | 135.62 | 68.58 | 94.54 | 62.97 | 70.25 | 59.17 | 61.42 | 74.63 | 91.58 |
| Draw Down(%) | NA | 18.83 | 33.90 | 41.11 | 84.16 | NA | NA | … | … | 16.50 | 20.07 | 33.90 | 41.11 | 39.71 | 60.87 | 60.74 | 36.53 | 37.06 | 33.90 | 57.86 | 39.80 | 78.47 | 81.09 | 76.64 | 51.63 | 76.27 | 61.69 | 58.85 | 26.66 | 28.73 | 25.81 | 29.03 |
| 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 | 0.00 | 0.00 |
Data as of 06/20/2014, Common starting date is 03/04/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZIGO (Zygo Corp) |
-55.37%
Jun 2000 – Jun 2003 |
-35.94%
Jun 2000 – Jun 2005 |
-21.46%
Jun 2000 – Jun 2010 |
-4.68%
May 1996 – May 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZIGO (Zygo Corp) |
160.24%
Jul 1994 – Jul 1997 |
79.03%
Jul 1992 – Jul 1997 |
23.44%
Apr 1992 – Apr 2002 |
14.56%
Apr 1992 – Apr 2007 |
Annualized Rolling Returns Comparison Chart