Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AYE (ALLEGHENY ENERGY INC) | NA | 9.70% | -21.41% | -6.12% | -5.11% | 1.70% | 5.22% | 7.73% |
Data as of 02/25/2011, AR inception is 07/19/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AYE (ALLEGHENY ENERGY INC) | 07/19/1984 | 02/25/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.08 | 9.70 | -21.41 | -6.12 | -5.11 | 1.70 | 5.22 | 7.73 | 3.09 | 4.01 | -28.89 | -46.01 | 38.90 | 45.06 | 60.58 | 54.47 | 68.78 | -78.07 | -22.55 | 88.69 | -17.52 | 12.32 | 13.55 | 12.36 | 40.75 | -11.64 | 18.49 | 15.97 | 30.54 | -4.53 | 21.31 | 8.94 | -9.39 | 43.62 | 25.08 | 14.93 |
| Sharpe Ratio | NA | 0.45 | -0.56 | -0.22 | NA | NA | NA | 0.08 | 1.14 | 0.16 | -0.82 | -0.90 | 1.53 | 2.47 | 2.45 | 2.06 | 1.12 | -0.77 | -0.83 | 2.72 | -1.02 | 0.45 | -2.86 | 0.57 | 2.28 | -0.74 | 1.61 | 1.53 | 2.42 | -0.79 | 1.68 | 0.34 | -0.47 | 2.23 | 1.25 | 2.34 |
| Standard Deviation(%) | NA | 21.22 | 38.82 | 33.26 | NA | NA | NA | 36.61 | 19.49 | 24.39 | 35.53 | 51.91 | 23.62 | 16.96 | 23.84 | 26.00 | 60.71 | 102.98 | 30.33 | 31.17 | 20.25 | 20.18 | 14.50 | 15.34 | 16.16 | 19.84 | 10.14 | 8.82 | 11.02 | 12.34 | 9.30 | 12.67 | 28.49 | 17.64 | 15.86 | 12.58 |
| Draw Down(%) | NA | 18.04 | 63.39 | 68.81 | 92.56 | NA | NA | 92.56 | 6.96 | 18.04 | 41.12 | 57.92 | 12.69 | 8.39 | 14.62 | 12.25 | 53.20 | 90.93 | 38.03 | 15.78 | 22.26 | 19.49 | 17.83 | 6.40 | 7.60 | 21.33 | 9.06 | 6.11 | 5.05 | 14.54 | 4.01 | 11.22 | 32.08 | 14.28 | 14.74 | 3.65 |
| Yield(%) | 0.00 | 2.61 | 1.11 | 1.08 | 0.94 | 2.99 | 2.71 | 4.53 | 0.00 | 2.55 | 1.75 | 0.95 | 0.33 | 0.00 | 0.00 | 0.00 | 0.00 | 3.57 | 2.83 | 6.63 | 5.01 | 5.32 | 5.73 | 5.85 | 7.59 | 6.22 | 3.42 | 3.61 | 4.31 | 3.76 | 4.16 | 3.95 | 3.27 | 4.33 | 4.72 | 2.54 |
Data as of 02/25/2011, AR inception is 07/19/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AYE (ALLEGHENY ENERGY INC) |
-40.77%
Oct 1999 - Oct 2002 |
-25.27%
Mar 1998 - Mar 2003 |
-8.48%
Feb 1993 - Feb 2003 |
-1.44%
Feb 1988 - Feb 2003 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AYE (ALLEGHENY ENERGY INC) |
81.41%
Feb 2003 - Feb 2006 |
60.47%
Oct 2002 - Oct 2007 |
17.59%
May 1991 - May 2001 |
15.03%
Dec 1985 - Dec 2000 |
Annualized Rolling Returns Comparison Chart