Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ACXM (Acxiom Holdings Inc) | NA | 95.96% | 35.06% | 11.01% | 14.52% | 7.94% | 4.04% | … | … |
Data as of 10/01/2018, Common starting date is 09/12/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACXM (Acxiom Holdings Inc) | 09/12/1984 | 10/01/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.03 | 95.96 | 35.06 | 11.01 | 14.52 | 7.94 | 4.04 | … | … | 75.91 | 2.84 | 28.11 | 3.21 | -45.19 | 111.80 | 43.00 | -28.80 | 27.70 | 65.60 | -29.96 | -53.93 | 12.49 | -11.68 | 42.18 | 21.13 | -11.96 | -55.13 | 62.24 | -22.58 | 61.04 | -19.79 | 75.34 | 97.30 | 29.07 | 17.81 | 143.33 | 15.38 | -38.10 | 75.00 | 2.13 | -20.34 | 26.88 | 20.78 | 2.67 |
| Sharpe Ratio | NA | 2.35 | 1.04 | 0.31 | 0.34 | NA | NA | … | … | 2.48 | 0.09 | 0.88 | 0.11 | -1.07 | 4.56 | 1.54 | -0.50 | 0.67 | 1.24 | -0.49 | -1.40 | 0.42 | -0.44 | 1.77 | 0.53 | -0.25 | -0.59 | 0.89 | -0.37 | 1.02 | -1.33 | 1.59 | 2.18 | 0.77 | 0.33 | 3.08 | 0.18 | -1.00 | 1.83 | -0.07 | -0.41 | 0.52 | 0.41 | 0.39 |
| Standard Deviation(%) | NA | 40.66 | 33.16 | 34.70 | 41.62 | NA | NA | … | … | 44.78 | 25.10 | 31.68 | 29.65 | 42.32 | 24.50 | 28.13 | 57.57 | 40.98 | 52.98 | 62.42 | 40.69 | 21.73 | 31.30 | 23.25 | 38.89 | 51.38 | 98.99 | 65.14 | 68.89 | 56.64 | 56.18 | 44.60 | 42.79 | 34.13 | 46.84 | 45.15 | 66.01 | 43.30 | 37.80 | 38.40 | 59.12 | 43.81 | 37.64 | 7.45 |
| Draw Down(%) | NA | 33.09 | 33.09 | 58.77 | 58.77 | NA | NA | … | … | 33.09 | 26.33 | 17.43 | 21.37 | 58.66 | 8.99 | 13.36 | 50.70 | 37.88 | 35.04 | 55.88 | 61.73 | 16.60 | 36.17 | 14.42 | 23.63 | 36.79 | 80.00 | 42.93 | 52.42 | 40.89 | 49.48 | 19.64 | 18.11 | 23.71 | 32.43 | 19.44 | 53.41 | 54.17 | 18.29 | 28.79 | 54.22 | 29.76 | 27.93 | 2.53 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.36 | 0.19 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.61 | 0.47 | 0.89 | 0.78 | 0.85 | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/01/2018, Common starting date is 09/12/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACXM (Acxiom Holdings Inc) |
-33.49%
Mar 2006 – Mar 2009 |
-18.84%
Mar 2004 – Mar 2009 |
-12.15%
Dec 1998 – Dec 2008 |
-4.11%
Dec 1996 – Dec 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACXM (Acxiom Holdings Inc) |
85.34%
Jun 1992 – Jun 1995 |
66.51%
Dec 1991 – Dec 1996 |
37.39%
Dec 1990 – Dec 2000 |
24.97%
Oct 1985 – Oct 2000 |
Annualized Rolling Returns Comparison Chart