Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ASEI (American Science & Engineering Inc) | NA | -1.74% | -9.66% | -6.39% | 0.51% | 15.15% | 5.62% | … | … |
Data as of 09/09/2016, Common starting date is 09/07/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ASEI (American Science & Engineering Inc) | 09/07/1984 | 09/09/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.22 | -1.74 | -9.66 | -6.39 | 0.51 | 15.15 | 5.62 | … | … | -6.97 | -16.56 | -25.34 | 13.82 | -1.00 | -18.62 | 14.17 | 3.79 | 32.13 | -3.63 | -4.59 | 51.35 | 241.99 | -7.94 | -35.36 | 337.84 | -36.21 | -36.96 | -17.49 | 3.24 | 77.05 | 24.49 | 48.48 | -31.25 | 45.45 | -26.67 | -26.23 | 48.78 | 95.24 | -40.00 | -7.89 | 40.74 | -6.90 |
| Sharpe Ratio | NA | -0.04 | -0.24 | -0.17 | 0.01 | NA | NA | … | … | -0.18 | -0.41 | -0.74 | 0.65 | -0.03 | -0.54 | 0.54 | 0.10 | 0.80 | -0.19 | -0.14 | 0.94 | 4.06 | -0.19 | -0.44 | 3.31 | -0.65 | -0.74 | -0.46 | -1.33 | 1.04 | 0.42 | 0.75 | -0.48 | 0.88 | -0.45 | -0.47 | 0.76 | 1.30 | -0.49 | -0.17 | 0.45 | -0.44 |
| Standard Deviation(%) | NA | 50.48 | 40.75 | 38.06 | 36.52 | NA | NA | … | … | 54.92 | 40.45 | 34.09 | 21.29 | 39.07 | 34.71 | 25.98 | 37.13 | 38.79 | 35.15 | 57.03 | 52.23 | 59.33 | 44.85 | 81.99 | 104.42 | 62.31 | 54.28 | 45.01 | 39.01 | 70.22 | 48.86 | 60.83 | 69.70 | 48.59 | 67.72 | 66.75 | 56.86 | 69.34 | 88.92 | 71.34 | 78.20 | 61.13 |
| Draw Down(%) | NA | 48.28 | 66.68 | 66.68 | 71.65 | NA | NA | … | … | 44.71 | 39.52 | 38.99 | 18.78 | 38.10 | 41.59 | 19.16 | 39.12 | 26.00 | 35.59 | 61.17 | 24.93 | 25.25 | 46.91 | 60.13 | 37.96 | 42.86 | 48.15 | 39.69 | 34.78 | 42.75 | 26.98 | 31.94 | 60.81 | 35.71 | 52.94 | 43.48 | 25.93 | 37.50 | 67.92 | 68.57 | 39.13 | 31.43 |
| Yield(%) | 0.00 | 3.79 | 3.22 | 3.05 | 3.04 | 16.00 | 4.31 | … | … | 2.45 | 3.95 | 2.83 | 3.04 | 2.89 | 1.61 | 1.50 | 1.09 | 1.45 | 1.04 | 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 09/09/2016, Common starting date is 09/07/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASEI (American Science & Engineering Inc) |
-30.77%
Dec 1997 – Dec 2000 |
-21.28%
Feb 2011 – Feb 2016 |
-9.33%
Mar 2006 – Mar 2016 |
-3.54%
Apr 1986 – Apr 2001 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASEI (American Science & Engineering Inc) |
126.86%
Mar 2003 – Mar 2006 |
72.37%
Feb 2001 – Feb 2006 |
34.84%
Feb 2001 – Feb 2011 |
23.18%
Jun 1994 – Jun 2009 |
Annualized Rolling Returns Comparison Chart