Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CML (COMPELLENT TECHNOLOGIES INC) | NA | -99.72% | -77.87% | -48.10% | NA | NA | NA | -44.18% |
Data as of 03/30/2015, AR inception is 10/11/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CML (COMPELLENT TECHNOLOGIES INC) | 10/11/2007 | 03/30/2015 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 13.04 | -99.72 | -77.87 | -48.10 | NA | NA | NA | -44.18 | 30.00 | -99.74 | 113.64 | 85.16 | 31.35 | 133.46 | 146.78 | 19.65 | -86.29 |
| Sharpe Ratio | NA | -0.17 | -0.09 | -0.07 | NA | NA | NA | -0.08 | 3.26 | -0.17 | 4.49 | 0.07 | 0.07 | 5.33 | 2.86 | 0.22 | -0.28 |
| Standard Deviation(%) | NA | 582.83 | 826.24 | 668.09 | NA | NA | NA | 553.61 | 61.67 | 582.12 | 25.29 | 1,306.38 | 434.55 | 25.04 | 51.37 | 84.58 | 365.41 |
| Draw Down(%) | NA | 99.83 | 99.99 | 99.99 | NA | NA | NA | 99.99 | 12.50 | 99.83 | 10.42 | 99.92 | 95.70 | 11.11 | 27.99 | 33.46 | 87.98 |
| Yield(%) | 0.00 | 5.77 | 13.71 | 30.18 | 16.36 | 10.90 | 8.18 | 23.37 | 0.00 | 7.14 | 10.66 | 7.85 | 9.17 | 14.32 | 10.75 | 0.00 | 0.00 |
Data as of 03/30/2015, AR inception is 10/11/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CML (COMPELLENT TECHNOLOGIES INC) |
-78.49%
Feb 2012 - Feb 2015 |
-49.74%
Dec 2009 - Dec 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CML (COMPELLENT TECHNOLOGIES INC) |
103.49%
Feb 2008 - Feb 2011 |
98.81%
Apr 2009 - Apr 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart