Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ACLI (AMERICAN COMMERCIAL LINES INC.) | NA | 82.06% | -20.56% | -11.71% | NA | NA | NA | … | … |
Data as of 12/21/2010, Common starting date is 10/12/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACLI (AMERICAN COMMERCIAL LINES INC.) | 10/12/2005 | 12/21/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.06 | 82.06 | -20.56 | -11.71 | NA | NA | NA | … | … | 79.98 | -6.48 | -69.83 | -50.42 | 116.06 | 10.66 |
| Sharpe Ratio | NA | 1.64 | -0.26 | -0.18 | NA | NA | NA | … | … | 1.58 | -0.07 | -0.77 | -0.94 | 2.65 | 2.67 |
| Standard Deviation(%) | NA | 49.91 | 81.89 | 75.07 | NA | NA | NA | … | … | 52.36 | 88.93 | 91.89 | 57.10 | 42.85 | 21.13 |
| Draw Down(%) | NA | 31.42 | 89.29 | 94.46 | NA | NA | NA | … | … | 31.42 | 63.95 | 82.68 | 66.38 | 27.18 | 5.05 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/21/2010, Common starting date is 10/12/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACLI (AMERICAN COMMERCIAL LINES INC.) |
-52.25%
Jan 2007 – Jan 2010 |
-10.82%
Nov 2005 – Nov 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACLI (AMERICAN COMMERCIAL LINES INC.) |
-17.78%
Oct 2007 – Oct 2010 |
-10.82%
Nov 2005 – Nov 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart