Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMLJ (Aml Communications Inc) | NA | 0.00% | 29.13% | 30.48% | 15.15% | 7.06% | NA | … | … |
Data as of 10/14/2013, Common starting date is 12/13/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMLJ (Aml Communications Inc) | 12/13/1995 | 10/14/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 29.13 | 30.48 | 15.15 | 7.06 | NA | … | … | 0.00 | 0.00 | 120.15 | -6.94 | 144.07 | -45.37 | 20.00 | -30.77 | 3.17 | 0.00 | 404.00 | -64.29 | -49.28 | -72.06 | 277.10 | -69.18 | -68.21 | 91.00 | 6.38 |
| Sharpe Ratio | NA | 0.00 | 1.14 | 0.34 | 0.17 | NA | NA | … | … | 0.00 | 0.00 | 2.47 | -0.15 | 1.51 | -0.38 | 0.24 | -0.55 | 0.01 | -0.01 | 1.57 | -0.20 | -0.32 | -0.52 | 1.62 | -0.67 | -1.16 | 0.96 | 9.99 |
| Standard Deviation(%) | NA | NA | 25.59 | 89.58 | 83.25 | NA | NA | … | … | NA | NA | 48.57 | 47.67 | 95.32 | 121.44 | 70.60 | 62.70 | 75.99 | 77.93 | 256.83 | 325.57 | 162.83 | 146.08 | 168.63 | 108.30 | 106.07 | 89.82 | 30.96 |
| Draw Down(%) | NA | 0.00 | 11.27 | 65.26 | 81.67 | NA | NA | … | … | 0.00 | 0.00 | 7.75 | 23.90 | 48.44 | 77.44 | 50.91 | 49.63 | 40.69 | 50.00 | 57.14 | 93.33 | 79.76 | 88.09 | 53.19 | 83.04 | 80.36 | 53.76 | 2.44 |
| 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 | 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 10/14/2013, Common starting date is 12/13/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMLJ (Aml Communications Inc) |
-76.65%
Feb 2000 – Feb 2003 |
-57.10%
Oct 1997 – Oct 2002 |
-25.55%
Sep 1996 – Sep 2006 |
-12.74%
May 1996 – May 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMLJ (Aml Communications Inc) |
130.21%
Oct 2002 – Oct 2005 |
61.83%
Oct 2002 – Oct 2007 |
40.28%
Oct 2002 – Oct 2012 |
3.78%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison Chart