Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ACROX | NA | 2.30% | -6.11% | -0.31% | 0.63% | NA | NA | 3.62% |
Data as of 09/28/2010, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACROX | 06/21/1996 | 09/28/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.30 | -6.11 | -0.31 | 0.63 | NA | NA | 3.62 | -3.92 | 12.40 | -22.96 | 5.46 | 10.81 | 4.51 | 9.90 | 18.89 | -10.26 | -7.50 | -0.77 | 10.38 | 4.13 | 17.10 | 11.82 |
| Sharpe Ratio | NA | 0.16 | -0.33 | -0.12 | -0.07 | NA | NA | -0.12 | -0.38 | 0.58 | -0.99 | 0.23 | 0.99 | 0.33 | 1.12 | 1.81 | -0.79 | -0.87 | -0.33 | 1.00 | 0.07 | -5.55 | 3.88 |
| Standard Deviation(%) | NA | 13.55 | 20.09 | 16.54 | 14.03 | NA | NA | 12.85 | 13.98 | 21.23 | 24.13 | 10.66 | 7.63 | 7.04 | 8.00 | 10.03 | 14.42 | 11.43 | 14.70 | 7.12 | 11.31 | 6.84 | 5.18 |
| Draw Down(%) | NA | 9.73 | 44.84 | 44.84 | 44.84 | NA | NA | 44.84 | 9.73 | 26.84 | 35.47 | 7.43 | 7.14 | 5.02 | 6.47 | 7.69 | 19.32 | 18.05 | 11.61 | 6.22 | 20.10 | 5.20 | 2.33 |
| Yield(%) | 0.00 | 2.46 | 6.64 | 5.86 | 3.68 | 5.30 | 3.97 | 5.67 | 0.00 | 2.59 | 8.39 | 11.64 | 5.53 | 1.67 | 1.72 | 1.32 | 1.25 | 2.10 | 2.29 | 7.22 | 4.77 | 17.83 | 11.33 |
Data as of 09/28/2010, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACROX (ACROX) |
-11.79%
Feb 2006 - Feb 2009 |
-4.73%
Feb 2004 - Feb 2009 |
-1.09%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACROX (ACROX) |
13.00%
Mar 2003 - Mar 2006 |
10.80%
Sep 2002 - Sep 2007 |
5.70%
Jul 1996 - Jul 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart