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ORB: Orbital Sciences Corp (STOCK)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 03/04/1992 |
Last Dividend Date: | - |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 02/09/2015)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 03/04/1992 |
2015 | 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(%) | 4.5 | 13.4 | 24.6 | 11.6 | 10.6 | 3.3 | 2.5 | 2.1 | 7.3 | 15.4 | 69.2 | -5.2 | -15.2 | 12.3 | -21.9 | -20.4 | 33.0 | 43.6 | 8.5 | -1.6 | 184.8 | 2.2 | 0.2 | -77.8 | -57.8 | 47.9 | 72.5 | 35.3 | -33.8 | -6.1 | 70.8 | -33.3 |
Sharpe Ratio | NA | 0.32 | 0.75 | 0.34 | 0.27 | NA | NA | -0.03 | 2.33 | 0.38 | 2.76 | -0.2 | -0.39 | 0.41 | -0.55 | -0.41 | 0.94 | 1.38 | 0.2 | -0.06 | 4.1 | 0.01 | -0.02 | -1.13 | -0.81 | 0.73 | 0.4 | 0.66 | -0.84 | -0.15 | 1.15 | -0.7 |
Draw Down(%) | NA | 28.0 | 28.3 | 45.2 | 61.6 | NA | NA | 97.4 | 9.0 | 28.0 | 8.8 | 29.1 | 37.5 | 34.2 | 39.3 | 46.0 | 17.1 | 11.6 | 23.2 | 30.5 | 16.3 | 67.1 | 84.1 | 79.7 | 75.6 | 62.5 | 31.6 | 24.0 | 40.5 | 42.5 | 28.3 | 40.8 |
Standard Deviation(%) | NA | 41.2 | 32.7 | 33.6 | 36.3 | NA | NA | 53.3 | 41.9 | 40.0 | 25.0 | 27.0 | 38.9 | 30.0 | 39.9 | 52.1 | 32.0 | 29.3 | 32.5 | 40.0 | 44.9 | 88.2 | 100.8 | 72.7 | 75.8 | 60.9 | 43.0 | 47.8 | 44.7 | 60.6 | 59.3 | 58.4 |
Treynor Ratio | NA | 0.1 | 0.17 | 0.09 | 0.09 | NA | NA | -0.02 | 1.71 | 0.1 | 0.51 | -0.04 | -0.11 | 0.12 | -0.29 | -0.23 | 0.26 | 0.31 | 0.04 | -0.02 | 1.78 | 0.01 | -0.02 | -0.96 | -0.9 | 0.26 | 0.19 | 0.44 | -0.54 | -0.09 | 0.62 | -0.3 |
Alpha | NA | -0.04 | -0.02 | -0.06 | -0.02 | NA | NA | 0.02 | 0.31 | 0.0 | 0.07 | -0.1 | -0.06 | 0.0 | -0.15 | 0.1 | 0.11 | 0.09 | 0.03 | -0.04 | 0.35 | 0.23 | 0.24 | -0.48 | -0.29 | 0.05 | 0.12 | 0.1 | -0.22 | 0.04 | 0.24 | -0.18 |
Beta | NA | 1.37 | 1.44 | 1.33 | 1.06 | NA | NA | 1.02 | 0.57 | 1.59 | 1.37 | 1.52 | 1.4 | 1.05 | 0.76 | 0.93 | 1.16 | 1.3 | 1.51 | 1.51 | 1.04 | 0.81 | 0.85 | 0.86 | 0.68 | 1.7 | 0.91 | 0.71 | 0.7 | 1.01 | 1.1 | 1.34 |
RSquared | NA | 0.15 | 0.29 | 0.41 | 0.36 | NA | NA | 0.12 | 0.05 | 0.21 | 0.36 | 0.51 | 0.7 | 0.4 | 0.27 | 0.53 | 0.33 | 0.2 | 0.23 | 0.17 | 0.15 | 0.06 | 0.03 | 0.07 | 0.03 | 0.31 | 0.15 | 0.03 | 0.01 | 0.03 | 0.02 | 0.05 |
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 | 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 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/04/1992
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1. DEFERRED SALARY and PROFIT SHARING PLAN FOR EMPLOYEES OF ORBITAL SCIENCES CORPORATION | (0%) |