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SHS: Sauer-Danfoss Inc (STOCK)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: |
Not Rated
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Start Date: | 05/13/1998 |
Last Dividend Date: | 03/13/2013 |
12-Mo. Yield | 3.10% |
Expenses | - |
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Performance Analytics (As of 04/12/2013)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 05/13/1998 |
2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 33.6 | 63.3 | 22.5 | 24.7 | 11.2 | 10.3 | 52.4 | 28.2 | 135.2 | 37.3 | -63.6 | -20.3 | 75.7 | -11.6 | 37.4 | 110.0 | 1.7 | -11.9 | 6.7 | 27.2 | -55.9 |
Sharpe Ratio | NA | 0.86 | 1.22 | 0.3 | 0.32 | 0.16 | 2.3 | 1.09 | 0.42 | 2.9 | 0.38 | -0.83 | -0.53 | 2.05 | -0.36 | 1.2 | 2.95 | 0.01 | -0.3 | 0.04 | 0.29 | -1.26 |
Draw Down(%) | NA | 25.7 | 54.8 | 93.4 | 93.7 | 93.7 | 3.9 | 38.7 | 54.8 | 35.9 | 75.7 | 84.4 | 44.8 | 15.1 | 27.9 | 24.3 | 19.6 | 41.2 | 31.8 | 40.1 | 44.0 | 65.9 |
Standard Deviation(%) | NA | 38.8 | 51.8 | 75.6 | 74.3 | 58.2 | 18.3 | 48.4 | 66.3 | 46.6 | 99.0 | 77.5 | 44.3 | 35.4 | 38.4 | 30.4 | 37.0 | 48.1 | 47.6 | 61.4 | 83.8 | 60.0 |
Treynor Ratio | NA | 0.2 | 0.32 | 0.15 | 0.16 | 0.08 | 1.31 | 0.25 | 0.13 | 0.88 | 0.22 | -0.55 | -0.15 | 0.41 | -0.1 | 0.29 | 1.32 | 0.01 | -0.25 | 0.04 | 0.69 | -1.15 |
Alpha | NA | -0.03 | 0.03 | -0.11 | -0.11 | 0.01 | 0.09 | 0.09 | 0.15 | 0.29 | 0.14 | -0.11 | -0.09 | 0.15 | -0.05 | 0.09 | 0.23 | 0.13 | 0.01 | 0.11 | 0.2 | -0.49 |
Beta | NA | 1.68 | 1.95 | 1.48 | 1.47 | 1.18 | 0.32 | 2.08 | 2.19 | 1.53 | 1.65 | 1.18 | 1.57 | 1.78 | 1.45 | 1.27 | 0.83 | 0.93 | 0.58 | 0.62 | 0.34 | 0.65 |
RSquared | NA | 0.28 | 0.46 | 0.3 | 0.25 | 0.19 | 0.03 | 0.27 | 0.56 | 0.33 | 0.21 | 0.41 | 0.32 | 0.25 | 0.15 | 0.21 | 0.15 | 0.25 | 0.07 | 0.05 | 0.01 | 0.06 |
Yield(%) | N/A | 3.1 | 4.2 | 2.1 | 6.2 | N/A | 0.7 | 3.7 | 0.0 | 0.0 | 0.0 | 2.9 | 2.2 | 3.1 | 2.3 | 2.1 | 3.4 | 3.4 | 3.2 | 3.0 | 3.7 | 1.2 |
Dividend Growth(%) | N/A | 300.0 | 38.9 | -9.5 | N/A | N/A | -75.0 | N/A | N/A | N/A | -100.0 | 0.0 | 20.0 | 25.0 | 41.2 | 21.4 | 0.0 | 0.0 | 0.0 | 0.0 | 33.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/13/1998
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