Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BJS (BJ SERVICES CO) | NA | 60.95% | -5.88% | -0.17% | 3.35% | 15.02% | NA | … | … |
Data as of 04/29/2010, Common starting date is 07/20/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BJS (BJ SERVICES CO) | 07/20/1990 | 04/29/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.60 | 60.95 | -5.88 | -0.17 | 3.35 | 15.02 | NA | … | … | 24.62 | 61.63 | -51.39 | -16.63 | -19.55 | 58.29 | 29.85 | 11.11 | -0.43 | -5.78 | 64.75 | 167.67 | -56.57 | 41.06 | 75.86 | 71.80 | -12.31 | 18.46 | 9.96 | -28.63 | 2.50 |
| Sharpe Ratio | NA | 1.45 | -0.13 | -0.04 | NA | NA | NA | … | … | 2.98 | 1.11 | -0.69 | -0.65 | -0.58 | 1.95 | 0.93 | 0.30 | -0.03 | -0.05 | 0.99 | 2.58 | -0.85 | -0.39 | 2.08 | 2.33 | -0.42 | 0.37 | 0.18 | -0.91 | 0.02 |
| Standard Deviation(%) | NA | 42.05 | 58.98 | 52.11 | NA | NA | NA | … | … | 32.99 | 55.20 | 75.93 | 30.30 | 39.63 | 28.74 | 31.18 | 34.34 | 49.50 | 152.25 | 61.54 | 63.70 | 70.34 | 36.33 | 34.46 | 29.20 | 36.59 | 44.68 | 42.58 | 35.59 | 37.28 |
| Draw Down(%) | NA | 25.22 | 73.78 | 79.10 | 79.10 | NA | NA | … | … | 12.35 | 32.44 | 73.78 | 24.19 | 34.88 | 12.83 | 16.76 | 26.34 | 39.72 | 64.87 | 34.21 | 29.33 | 68.89 | 30.22 | 19.23 | 23.85 | 26.97 | 42.18 | 32.04 | 54.46 | 30.63 |
| Yield(%) | 0.00 | 1.38 | 0.70 | 0.41 | 0.16 | 0.31 | 0.28 | … | … | 0.26 | 1.61 | 0.82 | 0.71 | 0.51 | 0.40 | 0.22 | 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 04/29/2010, Common starting date is 07/20/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BJS (BJ SERVICES CO) |
-34.71%
Jan 2006 – Jan 2009 |
-14.37%
Feb 2004 – Feb 2009 |
1.93%
Mar 2000 – Mar 2010 |
9.94%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BJS (BJ SERVICES CO) |
67.69%
Feb 1999 – Feb 2002 |
48.44%
Mar 1995 – Mar 2000 |
29.02%
Apr 1992 – Apr 2002 |
22.19%
Apr 1992 – Apr 2007 |
Annualized Rolling Returns Comparison Chart