Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ACAS (American Capital Ltd) | NA | 25.98% | 4.80% | 20.40% | -7.29% | 1.38% | NA | … | … |
Data as of 01/03/2017, Common starting date is 09/02/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACAS (American Capital Ltd) | 09/02/1997 | 01/03/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.58 | 25.98 | 4.80 | 20.40 | -7.29 | 1.38 | NA | … | … | 30.46 | 29.95 | -5.61 | -6.59 | 30.12 | 78.60 | -10.98 | 209.84 | -24.69 | -89.05 | -22.09 | 39.34 | 18.27 | 23.48 | 52.97 | -15.40 | 22.29 | 21.60 | 44.78 | 3.94 | -8.23 |
| Sharpe Ratio | NA | 1.97 | 0.22 | 0.92 | -0.12 | NA | NA | … | … | 1.95 | 1.92 | -0.23 | -0.29 | 1.25 | 3.39 | -0.26 | 3.77 | -0.16 | -0.85 | -0.75 | 2.39 | 0.93 | 1.00 | 1.85 | -0.40 | 0.65 | 0.42 | 1.31 | 0.01 | -0.77 |
| Standard Deviation(%) | NA | 15.38 | 21.11 | 22.08 | 66.24 | NA | NA | … | … | 15.38 | 15.41 | 24.02 | 22.91 | 23.99 | 23.41 | 42.77 | 55.71 | 155.30 | 105.15 | 33.54 | 15.13 | 17.31 | 22.54 | 28.22 | 41.70 | 31.34 | 41.73 | 31.75 | 51.26 | 34.13 |
| Draw Down(%) | NA | 13.87 | 25.98 | 25.98 | 98.56 | NA | NA | … | … | 13.87 | 13.87 | 21.04 | 16.22 | 21.61 | 12.36 | 40.38 | 32.71 | 91.93 | 91.52 | 27.64 | 10.85 | 11.12 | 24.75 | 18.95 | 46.87 | 14.25 | 19.77 | 20.54 | 58.25 | 17.90 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 1.46 | 4.98 | 7.42 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 9.52 | 7.97 | 9.10 | 9.34 | 9.90 | 12.68 | 8.98 | 10.00 | 9.43 | 10.24 | 8.95 | 0.00 |
Data as of 01/03/2017, Common starting date is 09/02/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACAS (American Capital Ltd) |
-63.34%
Feb 2006 – Feb 2009 |
-42.38%
Feb 2004 – Feb 2009 |
-14.86%
Feb 1999 – Feb 2009 |
0.83%
Sep 2000 – Sep 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACAS (American Capital Ltd) |
87.58%
Feb 2009 – Feb 2012 |
63.06%
Feb 2009 – Feb 2014 |
19.48%
Oct 1997 – Oct 2007 |
7.32%
Aug 1998 – Aug 2013 |
Annualized Rolling Returns Comparison Chart