Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BWS (Brown Shoe Company Inc) | NA | 9.13% | 40.45% | 15.63% | 9.37% | 14.36% | 9.60% | 10.82% |
Data as of 05/28/2015, AR inception is 09/07/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BWS (Brown Shoe Company Inc) | 09/07/1984 | 05/28/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.02 | 9.13 | 40.45 | 15.63 | 9.37 | 14.36 | 9.60 | 10.82 | -1.28 | 15.38 | 55.21 | 110.92 | -34.07 | 42.74 | 22.74 | -42.73 | -51.77 | 69.68 | 42.92 | -20.92 | 60.12 | 47.95 | 27.60 | -4.73 | -16.68 | 38.05 | -15.98 | 44.49 | -49.00 | 3.29 | 37.94 | 28.31 | 32.42 | -5.47 | -1.76 | 8.40 | 6.69 | 14.56 | 41.53 | 10.56 |
| Sharpe Ratio | NA | 0.29 | 1.18 | 0.35 | 0.15 | NA | NA | 0.15 | -0.11 | 0.46 | 1.55 | 2.52 | -0.55 | 0.86 | 0.26 | -0.44 | -1.15 | 2.04 | 1.43 | -0.58 | 1.58 | 0.96 | 0.55 | -0.16 | -0.53 | 0.90 | -2.15 | 1.08 | -1.34 | 0.02 | 1.85 | 0.98 | 1.05 | -0.37 | -0.38 | 0.15 | 0.07 | 0.39 | 1.41 | 1.27 |
| Standard Deviation(%) | NA | 31.58 | 33.85 | 45.08 | 57.25 | NA | NA | 42.99 | 29.25 | 33.29 | 35.56 | 44.49 | 61.46 | 49.66 | 87.64 | 98.45 | 47.76 | 32.71 | 28.54 | 37.61 | 37.59 | 48.98 | 47.01 | 54.50 | 37.72 | 38.78 | 32.95 | 37.66 | 39.51 | 17.56 | 19.32 | 26.14 | 27.12 | 29.13 | 19.69 | 25.32 | 38.44 | 26.23 | 25.78 | 24.86 |
| Draw Down(%) | NA | 18.07 | 20.12 | 64.66 | 94.09 | NA | NA | 94.09 | 11.70 | 18.87 | 15.88 | 23.15 | 59.45 | 45.79 | 75.77 | 74.42 | 58.95 | 24.13 | 24.63 | 41.58 | 19.61 | 48.68 | 48.61 | 42.11 | 39.76 | 34.47 | 31.23 | 29.99 | 57.66 | 15.73 | 9.46 | 19.24 | 18.55 | 30.94 | 19.87 | 15.91 | 37.62 | 23.87 | 12.21 | 5.61 |
| Yield(%) | 0.00 | 0.96 | 2.35 | 1.68 | 0.76 | 1.93 | 1.45 | 3.53 | 0.22 | 1.01 | 1.52 | 3.19 | 2.02 | 2.76 | 3.19 | 1.98 | 0.57 | 0.50 | 0.60 | 0.47 | 0.68 | 1.11 | 1.30 | 1.29 | 1.04 | 1.36 | 3.11 | 3.54 | 2.31 | 2.73 | 3.47 | 3.94 | 5.03 | 4.31 | 3.95 | 3.86 | 3.69 | 3.98 | 4.80 | 0.00 |
Data as of 05/28/2015, 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 |
|---|---|---|---|---|
| BWS (Brown Shoe Company Inc) |
-44.38%
Mar 2006 - Mar 2009 |
-26.47%
Feb 2004 - Feb 2009 |
-4.95%
Feb 1999 - Feb 2009 |
-4.96%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BWS (Brown Shoe Company Inc) |
60.13%
Nov 2011 - Nov 2014 |
51.06%
Mar 2009 - Mar 2014 |
20.90%
Jan 1997 - Jan 2007 |
15.23%
Apr 2000 - Apr 2015 |
Annualized Rolling Returns Comparison Chart