Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/04/2019.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| ARRS (ARRIS International Limited) | 1.01% | NA | 17.74% | 10.63% | 2.48% | 14.46% | 8.00% | 1.04% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARRS (ARRIS International Limited) | 09/17/1993 | 04/04/2019 |
The return data shown below all have the same latest date: 04/04/2019.
AR inception is since 09/17/1993.
AR inception is since 09/17/1993.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.29 | 17.74 | 10.63 | 2.48 | 14.46 | 8.00 | 1.04 | 1.01 | 3.57 | 16.07 | -14.74 | -1.44 | 1.26 | 24.03 | 62.92 | 38.08 | -3.57 | -1.84 | 43.77 | -20.34 | -20.22 | 32.10 | 34.52 | -2.76 | 102.80 | -63.42 | 23.45 | -78.34 | 81.37 | 28.80 | 73.61 | -50.00 | -2.04 | -26.50 | 4.17 |
| Sharpe Ratio | NA | 0.66 | 0.35 | 0.06 | 0.43 | NA | NA | -0.04 | 3.16 | 0.52 | -0.54 | -0.05 | 0.04 | 0.63 | 2.35 | 1.58 | -0.10 | -0.05 | 0.90 | -0.26 | -0.55 | 0.56 | 0.70 | -0.06 | 1.31 | -0.56 | 0.20 | -0.75 | 0.93 | 0.33 | 0.33 | -1.02 | -0.09 | -0.48 | 0.22 |
| Standard Deviation(%) | NA | 24.53 | 27.73 | 31.67 | 32.47 | NA | NA | 62.73 | 4.08 | 28.21 | 28.71 | 35.58 | 33.36 | 38.29 | 26.78 | 24.27 | 37.43 | 35.21 | 48.36 | 81.61 | 42.16 | 51.41 | 46.34 | 65.89 | 77.78 | 115.18 | 108.53 | 110.09 | 83.62 | 77.87 | 55.85 | 52.09 | 67.34 | 61.06 | 60.56 |
| Draw Down(%) | NA | 18.51 | 29.85 | 45.58 | 45.58 | NA | NA | 97.36 | 1.01 | 19.15 | 20.23 | 33.60 | 33.00 | 31.17 | 20.75 | 12.10 | 29.40 | 36.88 | 29.21 | 55.36 | 45.34 | 31.25 | 36.90 | 66.49 | 36.17 | 85.04 | 79.63 | 86.93 | 50.00 | 50.38 | 31.52 | 54.69 | 56.40 | 55.96 | 20.68 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARRS (ARRIS International Limited) |
-67.02%
Oct 1999 - Oct 2002 |
-37.43%
Oct 1999 - Oct 2004 |
-19.05%
Aug 1994 - Aug 2004 |
-8.74%
Oct 1993 - Oct 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARRS (ARRIS International Limited) |
83.98%
Feb 1997 - Feb 2000 |
45.89%
Oct 2002 - Oct 2007 |
22.95%
Oct 2002 - Oct 2012 |
20.49%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart