Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BEZ (Baldor Electric Co) | NA | 147.66% | 35.34% | 20.56% | 14.05% | 13.01% | 17.23% | 14.26% |
Data as of 01/27/2011, AR inception is 09/07/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BEZ (Baldor Electric Co) | 09/07/1984 | 01/27/2011 |
| 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 (%) | 0.13 | 147.66 | 35.34 | 20.56 | 14.05 | 13.01 | 17.23 | 14.26 | 0.73 | 127.48 | 62.97 | -45.53 | 2.45 | 33.17 | -4.58 | 23.37 | 18.52 | -3.20 | 0.73 | 20.70 | -6.03 | -3.16 | 20.92 | 26.46 | 14.86 | 16.31 | 33.41 | 46.46 | 47.29 | -16.74 | 42.94 | 13.33 | 8.87 | -3.46 | -2.42 | -5.04 |
| Sharpe Ratio | NA | 3.28 | 0.62 | 0.38 | 0.30 | NA | NA | 0.30 | 4.85 | 2.49 | 1.12 | -0.66 | -0.02 | 1.06 | -0.28 | 0.86 | 0.65 | -0.11 | -0.05 | 0.59 | -0.36 | -0.23 | -1.93 | 0.83 | 0.59 | 0.59 | 1.33 | 2.00 | 1.78 | -1.18 | 2.06 | 0.54 | 0.17 | -0.31 | -0.34 | -0.90 |
| Standard Deviation(%) | NA | 44.94 | 58.91 | 50.78 | 42.67 | NA | NA | 31.42 | 2.19 | 51.08 | 56.34 | 70.17 | 33.72 | 28.37 | 23.80 | 25.99 | 27.43 | 39.31 | 33.98 | 28.32 | 25.87 | 28.16 | 17.71 | 27.34 | 18.83 | 22.79 | 23.53 | 21.82 | 24.29 | 18.55 | 18.07 | 16.00 | 28.38 | 24.27 | 22.31 | 23.77 |
| Draw Down(%) | NA | 18.16 | 73.12 | 78.80 | 78.80 | NA | NA | 78.80 | 0.16 | 18.16 | 47.29 | 71.78 | 36.02 | 21.12 | 15.76 | 11.94 | 14.44 | 30.70 | 27.03 | 20.49 | 17.34 | 27.44 | 9.02 | 21.25 | 21.49 | 20.44 | 12.73 | 10.34 | 18.74 | 23.41 | 18.89 | 15.78 | 37.39 | 29.41 | 20.83 | 17.23 |
| Yield(%) | 0.00 | 2.62 | 2.46 | 2.43 | 2.81 | 2.86 | 3.19 | 2.11 | 0.00 | 2.36 | 3.68 | 2.09 | 2.05 | 2.57 | 2.28 | 2.46 | 2.63 | 2.52 | 1.97 | 2.70 | 2.32 | 1.92 | 1.57 | 1.61 | 1.04 | 0.83 | 0.95 | 0.72 | 0.99 | 0.75 | 0.63 | 0.28 | 0.14 | 0.00 | 0.00 | 0.00 |
Data as of 01/27/2011, AR inception is 09/07/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BEZ (Baldor Electric Co) |
-26.06%
Feb 2006 - Feb 2009 |
-10.07%
Feb 2004 - Feb 2009 |
-1.84%
Feb 1999 - Feb 2009 |
2.16%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BEZ (Baldor Electric Co) |
45.39%
Jan 1991 - Jan 1994 |
36.23%
Sep 1990 - Sep 1995 |
24.69%
Oct 1987 - Oct 1997 |
17.34%
Jun 1992 - Jun 2007 |
Annualized Rolling Returns Comparison Chart