Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BEAV (B/E Aerospace Inc) | NA | 35.79% | 4.25% | 15.81% | 10.69% | 14.08% | 7.77% | … | … |
Data as of 04/13/2017, Common starting date is 04/25/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BEAV (B/E Aerospace Inc) | 04/25/1990 | 04/13/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.94 | 35.79 | 4.25 | 15.81 | 10.69 | 14.08 | 7.77 | … | … | 7.46 | 44.49 | -25.93 | -8.00 | 76.17 | 27.62 | 4.54 | 57.57 | 205.59 | -85.46 | 106.00 | 16.73 | 89.00 | 115.56 | 48.35 | -60.31 | -42.69 | 89.63 | -59.82 | -21.50 | -1.38 | 155.29 | 44.07 | -27.16 | -15.63 | -16.52 | 91.67 | 11.11 |
| Sharpe Ratio | NA | 1.51 | 0.15 | 0.62 | 0.22 | NA | NA | … | … | 4.63 | 1.53 | -0.95 | -0.30 | 3.70 | 1.17 | 0.10 | 1.43 | 2.81 | -0.92 | 2.79 | 0.30 | 2.12 | 2.07 | 0.56 | -0.65 | -0.38 | 1.32 | -0.88 | -0.39 | -0.08 | 2.68 | 0.81 | -0.56 | -0.30 | -0.41 | 1.37 | 0.16 |
| Standard Deviation(%) | NA | 23.56 | 26.66 | 25.22 | 47.07 | NA | NA | … | … | 6.20 | 29.04 | 27.23 | 27.17 | 20.57 | 23.84 | 42.98 | 40.28 | 73.17 | 93.97 | 37.14 | 45.16 | 40.88 | 55.32 | 84.65 | 94.64 | 119.20 | 64.79 | 71.82 | 64.32 | 57.49 | 56.03 | 49.60 | 54.01 | 58.74 | 46.24 | 63.83 | 72.30 |
| Draw Down(%) | NA | 14.71 | 46.70 | 46.70 | 88.35 | NA | NA | … | … | 1.13 | 14.71 | 35.41 | 27.46 | 8.05 | 22.52 | 30.98 | 23.59 | 41.61 | 88.13 | 21.15 | 37.28 | 19.07 | 27.59 | 67.87 | 79.25 | 83.60 | 39.35 | 71.73 | 61.90 | 47.72 | 25.00 | 30.65 | 40.43 | 40.98 | 33.87 | 40.63 | 52.38 |
| Yield(%) | 0.00 | 1.74 | 0.74 | 0.82 | 0.54 | 0.95 | 0.44 | … | … | 0.35 | 1.93 | 1.32 | 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 04/13/2017, Common starting date is 04/25/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BEAV (B/E Aerospace Inc) |
-39.87%
Jun 1997 – Jun 2000 |
-43.47%
Apr 1998 – Apr 2003 |
-16.37%
Apr 1993 – Apr 2003 |
-2.84%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BEAV (B/E Aerospace Inc) |
143.63%
Apr 2003 – Apr 2006 |
86.27%
Apr 2003 – Apr 2008 |
42.64%
Apr 2003 – Apr 2013 |
19.78%
Mar 2000 – Mar 2015 |
Annualized Rolling Returns Comparison Chart