Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BMC (Bmc Software Inc) | NA | 8.43% | 5.96% | 7.95% | 12.01% | -0.67% | NA | … | … |
Data as of 09/10/2013, Common starting date is 12/31/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BMC (Bmc Software Inc) | 12/31/1997 | 09/10/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.37 | 8.43 | 5.96 | 7.95 | 12.01 | -0.67 | NA | … | … | 16.86 | 20.87 | -30.46 | 17.56 | 49.02 | -24.49 | 10.68 | 57.15 | 10.16 | -0.27 | 9.00 | 4.52 | 16.93 | -82.49 | 79.38 | 35.81 | 0.00 |
| Sharpe Ratio | NA | 0.52 | 0.22 | 0.25 | 0.34 | NA | NA | … | … | 1.72 | 0.86 | -0.85 | 0.70 | 1.70 | -0.54 | 0.24 | 1.99 | 0.27 | -0.03 | 0.21 | 0.06 | 0.18 | -0.88 | 1.07 | 0.51 | NA |
| Standard Deviation(%) | NA | 16.08 | 27.03 | 31.30 | 31.65 | NA | NA | … | … | 14.74 | 24.47 | 35.97 | 25.12 | 28.82 | 46.91 | 31.73 | 27.15 | 29.54 | 36.72 | 39.85 | 56.74 | 81.80 | 98.63 | 71.01 | 63.29 | 0.00 |
| Draw Down(%) | NA | 10.92 | 43.98 | 43.98 | 45.54 | NA | NA | … | … | 10.04 | 15.73 | 42.83 | 15.82 | 10.93 | 45.54 | 27.11 | 12.66 | 21.51 | 36.16 | 32.61 | 48.15 | 62.96 | 84.01 | 36.45 | 33.82 | 0.00 |
| Yield(%) | 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 09/10/2013, Common starting date is 12/31/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BMC (Bmc Software Inc) |
-43.26%
Sep 1999 – Sep 2002 |
-26.07%
Sep 1999 – Sep 2004 |
-7.14%
Sep 1998 – Sep 2008 |
-0.93%
Jun 1998 – Jun 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BMC (Bmc Software Inc) |
33.06%
May 2005 – May 2008 |
22.61%
May 2006 – May 2011 |
12.91%
Dec 2000 – Dec 2010 |
1.37%
Jan 1998 – Jan 2013 |
Annualized Rolling Returns Comparison Chart