Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CJR (Corus Entertainment Inc. (USA)) | NA | 40.62% | -74.59% | -59.45% | -26.44% | NA | NA | -27.52% |
Data as of 09/24/2012, AR inception is 05/11/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CJR (Corus Entertainment Inc. (USA)) | 05/11/2000 | 09/24/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 40.62 | -74.59 | -59.45 | -26.44 | NA | NA | -27.52 | 40.62 | 33.00 | 2.72 | 70.53 | -51.72 | 37.86 | 35.38 | 29.27 | -1.95 | 77.43 | -40.13 | -23.05 | 0.74 |
| Sharpe Ratio | NA | 1.85 | -0.20 | -0.23 | -0.16 | NA | NA | -0.18 | 1.52 | 0.36 | 0.15 | 1.66 | -1.14 | 1.41 | 1.11 | 1.24 | -0.12 | 3.16 | -1.16 | -0.71 | -0.09 |
| Standard Deviation(%) | NA | 47.14 | 379.84 | 260.99 | 172.10 | NA | NA | 153.66 | 39.15 | 80.03 | 30.03 | 42.32 | 46.22 | 24.88 | 28.99 | 21.85 | 24.18 | 24.25 | 35.50 | 36.13 | 32.35 |
| Draw Down(%) | NA | 0.00 | 99.37 | 99.47 | 99.47 | NA | NA | 99.47 | 0.00 | 0.00 | 15.49 | 20.42 | 62.71 | 15.01 | 12.21 | 16.82 | 26.97 | 15.58 | 52.67 | 48.28 | 26.88 |
| Yield(%) | 0.00 | 34.62 | 1.17 | 0.66 | 1.95 | 0.59 | 0.44 | 0.73 | 34.62 | 0.00 | 1.74 | 4.40 | 1.15 | 1.26 | 1.03 | 0.20 | 0.12 | 0.10 | 0.00 | 0.00 | 0.00 |
Data as of 09/24/2012, AR inception is 05/11/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CJR (Corus Entertainment Inc. (USA)) |
-80.74%
Dec 2008 - Dec 2011 |
-58.60%
Apr 2007 - Apr 2012 |
-35.01%
Nov 2001 - Nov 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CJR (Corus Entertainment Inc. (USA)) |
40.88%
Oct 2004 - Oct 2007 |
33.23%
Dec 2002 - Dec 2007 |
4.65%
Jul 2000 - Jul 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart