Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AEPI (AEP Industries) | NA | 38.28% | 32.28% | 30.09% | 9.45% | 9.78% | 3.78% | … | … |
Data as of 01/20/2017, Common starting date is 01/31/1986
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AEPI (AEP Industries) | 01/31/1986 | 01/20/2017 |
| 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 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -7.68 | 38.28 | 32.28 | 30.09 | 9.45 | 9.78 | 3.78 | … | … | -5.30 | 52.35 | 32.67 | 10.07 | -10.81 | 110.41 | 8.48 | -32.21 | 117.75 | -45.08 | -39.95 | 113.24 | 69.49 | 51.44 | -25.48 | -45.45 | -46.38 | 73.54 | 18.39 | -29.55 | -43.86 | 150.00 | 20.16 | 51.70 | 46.62 | -10.71 | 77.78 | -47.06 | 75.00 | 54.55 | 3.12 | -38.46 |
| Sharpe Ratio | NA | 0.72 | 0.70 | 0.74 | 0.18 | NA | NA | … | … | -1.66 | 0.95 | 0.79 | 0.28 | -0.27 | 4.78 | 0.21 | -0.71 | 1.91 | -0.67 | -1.11 | 3.66 | 2.01 | 1.99 | -0.41 | -0.67 | -1.20 | 1.44 | 0.41 | -0.77 | -1.54 | 2.67 | 0.41 | 0.83 | 0.98 | -0.21 | 1.07 | -0.92 | 1.65 | 1.12 | -0.02 | -0.83 |
| Standard Deviation(%) | NA | 53.15 | 44.67 | 40.51 | 46.78 | NA | NA | … | … | 39.48 | 54.56 | 41.26 | 36.28 | 40.28 | 23.36 | 40.93 | 45.52 | 61.67 | 68.38 | 38.85 | 30.22 | 33.58 | 25.34 | 64.03 | 69.83 | 41.14 | 48.35 | 36.60 | 42.55 | 64.17 | 54.26 | 40.23 | 58.76 | 45.35 | 60.78 | 68.90 | 56.95 | 41.92 | 44.41 | 60.24 | 54.61 |
| Draw Down(%) | NA | 31.56 | 37.78 | 65.77 | 77.12 | NA | NA | … | … | 8.22 | 31.56 | 21.74 | 43.97 | 48.06 | 18.62 | 33.95 | 50.19 | 36.97 | 61.83 | 41.68 | 12.34 | 28.95 | 20.37 | 61.66 | 73.76 | 69.49 | 53.33 | 35.16 | 58.44 | 60.00 | 13.45 | 25.23 | 22.70 | 20.40 | 35.71 | 36.21 | 58.09 | 16.47 | 11.36 | 40.91 | 64.38 |
| Yield(%) | 0.00 | 1.24 | 0.69 | 0.67 | 0.22 | 0.24 | 0.09 | … | … | 0.00 | 1.37 | 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 | 0.45 | 0.43 | 0.60 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/20/2017, Common starting date is 01/31/1986
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AEPI (AEP Industries) |
-44.07%
Nov 2000 – Nov 2003 |
-27.52%
Jan 1998 – Jan 2003 |
-6.32%
May 2001 – May 2011 |
-4.68%
Nov 1996 – Nov 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AEPI (AEP Industries) |
92.28%
Nov 2003 – Nov 2006 |
48.89%
Jan 1992 – Jan 1997 |
32.65%
Nov 1986 – Nov 1996 |
17.14%
May 1987 – May 2002 |
Annualized Rolling Returns Comparison Chart