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JAS: JO-ANN STORES INC (STOCK)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 11/05/2003 |
Last Dividend Date: | - |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 03/18/2011)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 11/05/2003 |
2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.2 | 49.9 | 60.4 | 37.3 | 12.0 | 1.3 | 66.2 | 134.0 | 18.4 | -46.8 | 108.5 | -57.2 | 35.0 | -23.0 |
Sharpe Ratio | NA | 1.16 | 1.09 | 0.67 | 0.21 | 3.19 | 1.39 | 2.66 | 0.23 | -0.96 | 3.02 | -1.52 | 0.93 | -1.25 |
Draw Down(%) | NA | 22.7 | 57.9 | 72.9 | 72.9 | 0.3 | 22.7 | 28.1 | 57.9 | 62.5 | 24.8 | 62.9 | 21.5 | 29.1 |
Standard Deviation(%) | NA | 42.8 | 55.1 | 53.6 | 49.6 | 2.0 | 47.7 | 50.4 | 75.5 | 51.9 | 35.0 | 39.1 | 36.5 | 66.6 |
Treynor Ratio | NA | 0.42 | 0.52 | 0.3 | 0.09 | 0.85 | 0.5 | 1.08 | 0.15 | -0.38 | 0.92 | -0.42 | 0.27 | -0.45 |
Alpha | NA | 0.06 | 0.09 | 0.0 | 0.01 | 0.02 | 0.17 | 0.26 | 0.35 | -0.23 | 0.25 | -0.33 | 0.09 | -0.89 |
Beta | NA | 1.2 | 1.15 | 1.2 | 1.19 | 0.07 | 1.31 | 1.23 | 1.14 | 1.32 | 1.15 | 1.41 | 1.28 | 1.85 |
RSquared | NA | 0.23 | 0.39 | 0.32 | 0.27 | 0.27 | 0.22 | 0.43 | 0.38 | 0.17 | 0.1 | 0.14 | 0.15 | 0.1 |
Yield(%) | N/A | 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 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/05/2003
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