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ERTS: ERTS (STOCK)
Basic Info
| Asset Class: | US EQUITY |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 03/26/1990 |
| Last Dividend Date: | - |
| 12-Mo. Yield | 0.00% |
| Expenses | - |
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Performance Analytics (As of 12/19/2011)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 03/26/1990 |
2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -8.5 | 24.7 | 4.5 | -17.7 | -4.4 | 6.3 | 11.5 | 18.1 | 21.2 | -7.7 | 10.7 | -72.5 | 16.0 | -3.7 | -15.2 | 29.4 | 91.6 | -17.0 | 40.7 | 1.5 | 49.7 | 48.4 | 26.3 | 14.6 | 35.7 | -35.8 | 45.5 | 115.7 | 299.1 | 12.1 |
| Sharpe Ratio | NA | 0.62 | 0.11 | -0.41 | -0.14 | NA | NA | 0.26 | 0.53 | -0.24 | 0.22 | -1.18 | 0.44 | -0.22 | -0.47 | 1.04 | 2.86 | -0.41 | 0.65 | -0.03 | 0.76 | 0.75 | -0.5 | 0.18 | 0.56 | -0.65 | 0.79 | 2.0 | 5.18 | 0.14 |
| Draw Down(%) | NA | 29.7 | 38.9 | 76.7 | 79.4 | NA | NA | 79.4 | 29.7 | 28.2 | 31.3 | 74.1 | 14.2 | 29.7 | 28.8 | 20.5 | 21.1 | 31.0 | 32.1 | 47.9 | 32.6 | 39.0 | 44.5 | 28.4 | 44.8 | 60.6 | 32.2 | 23.4 | 30.5 | 61.6 |
| Standard Deviation(%) | NA | 39.9 | 41.3 | 45.2 | 41.1 | NA | NA | 54.0 | 41.2 | 33.1 | 48.6 | 62.1 | 29.4 | 31.4 | 36.8 | 27.4 | 31.7 | 44.1 | 60.5 | 90.3 | 61.2 | 59.8 | 57.5 | 60.6 | 56.7 | 60.1 | 54.7 | 56.0 | 56.6 | 80.2 |
| Treynor Ratio | NA | 0.2 | 0.04 | -0.18 | -0.05 | NA | NA | 0.11 | 0.18 | -0.07 | 0.1 | -0.75 | 0.13 | -0.07 | -0.13 | 0.26 | 0.89 | -0.18 | 0.34 | -0.01 | 0.43 | 0.25 | -0.17 | 0.06 | 0.13 | -0.23 | 0.16 | 0.48 | 0.0 | 0.0 |
| Alpha | NA | 0.05 | -0.1 | -0.16 | -0.11 | NA | NA | 0.03 | 0.12 | -0.08 | -0.04 | -0.29 | 0.05 | -0.06 | -0.07 | 0.06 | 0.16 | 0.05 | 0.25 | 0.24 | 0.14 | 0.07 | 0.11 | -0.01 | -0.1 | -0.1 | 0.11 | 0.28 | NA | NA |
| Beta | NA | 1.21 | 1.13 | 1.05 | 1.06 | NA | NA | 1.24 | 1.2 | 1.07 | 1.09 | 0.97 | 1.01 | 1.06 | 1.38 | 1.11 | 1.02 | 1.01 | 1.16 | 1.8 | 1.08 | 1.8 | 1.66 | 1.9 | 2.54 | 1.71 | 2.7 | 2.34 | NA | NA |
| RSquared | NA | 0.53 | 0.44 | 0.4 | 0.33 | NA | NA | 0.18 | 0.5 | 0.37 | 0.39 | 0.42 | 0.3 | 0.13 | 0.16 | 0.21 | 0.28 | 0.33 | 0.18 | 0.23 | 0.1 | 0.35 | 0.22 | 0.12 | 0.11 | 0.07 | 0.17 | 0.09 | 0.0 | 0.0 |
| Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/26/1990
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