Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALOG (Analogic Corporation) | NA | 15.40% | 2.58% | 2.59% | 3.58% | 4.38% | 3.95% | … | … |
Data as of 06/29/2018, Common starting date is 09/06/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALOG (Analogic Corporation) | 09/06/1984 | 06/29/2018 |
| 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 (%) | 0.00 | 15.40 | 2.58 | 2.59 | 3.58 | 4.38 | 3.95 | … | … | 0.35 | 1.49 | 0.90 | -1.91 | -3.95 | 19.79 | 30.38 | 16.70 | 29.69 | 42.76 | -59.37 | 21.37 | 18.20 | 7.61 | 9.94 | -17.76 | 31.46 | -12.97 | 36.31 | -11.51 | -0.38 | 14.12 | 82.23 | -1.79 | 20.63 | 10.53 | 18.75 | 47.69 | -15.58 | 13.24 | 44.68 | -45.35 | -28.33 | 33.33 | -10.00 |
| Sharpe Ratio | NA | 0.55 | 0.08 | 0.11 | 0.10 | NA | NA | … | … | -0.02 | 0.03 | 0.03 | -0.08 | -0.12 | 0.87 | 0.99 | 0.56 | 1.13 | 1.06 | -0.94 | 0.50 | 0.44 | 0.21 | 0.27 | -0.64 | 0.78 | -0.30 | 0.60 | -0.35 | -0.09 | 0.32 | 1.82 | -0.14 | 0.48 | 0.24 | 0.47 | 0.90 | -0.72 | 0.22 | 1.08 | -1.10 | -0.91 | 0.78 | -0.63 |
| Standard Deviation(%) | NA | 26.18 | 26.75 | 27.21 | 33.85 | NA | NA | … | … | 29.74 | 25.95 | 24.95 | 25.40 | 32.46 | 22.78 | 30.92 | 29.75 | 26.09 | 40.37 | 64.24 | 36.95 | 34.18 | 26.49 | 33.18 | 28.88 | 38.94 | 51.10 | 53.83 | 41.61 | 42.40 | 32.73 | 42.77 | 40.65 | 37.10 | 35.27 | 34.52 | 48.60 | 28.95 | 34.05 | 36.78 | 44.75 | 35.67 | 36.01 | 54.54 |
| Draw Down(%) | NA | 13.48 | 29.04 | 35.08 | 66.41 | NA | NA | … | … | 13.48 | 19.88 | 15.11 | 17.30 | 35.08 | 15.65 | 19.07 | 23.94 | 17.81 | 15.90 | 64.45 | 35.41 | 33.86 | 11.62 | 24.89 | 27.60 | 30.11 | 31.19 | 35.38 | 40.43 | 33.59 | 18.24 | 22.41 | 20.56 | 19.31 | 18.46 | 21.15 | 30.51 | 20.00 | 17.98 | 22.95 | 57.69 | 35.48 | 26.02 | 24.00 |
| Yield(%) | 0.00 | 0.41 | 0.47 | 0.50 | 0.62 | 0.78 | 0.81 | … | … | 0.12 | 0.48 | 0.50 | 0.48 | 0.46 | 0.53 | 0.69 | 0.79 | 1.03 | 1.42 | 0.58 | 0.72 | 0.83 | 0.79 | 0.77 | 0.62 | 0.76 | 0.68 | 1.06 | 0.78 | 0.62 | 0.60 | 0.86 | 0.86 | 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 06/29/2018, Common starting date is 09/06/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALOG (Analogic Corporation) |
-22.78%
Jan 2006 – Jan 2009 |
-11.54%
Dec 1985 – Dec 1990 |
-3.83%
Jan 1999 – Jan 2009 |
3.18%
Apr 2002 – Apr 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALOG (Analogic Corporation) |
39.74%
Jun 1995 – Jun 1998 |
31.80%
Jan 2009 – Jan 2014 |
21.78%
May 1988 – May 1998 |
15.85%
Dec 1987 – Dec 2002 |
Annualized Rolling Returns Comparison Chart