Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CNH (CNH Industrial N.V.) | NA | 7.95% | 0.81% | 10.75% | 9.04% | 0.41% | NA | 0.78% |
Data as of 12/05/2014, AR inception is 11/01/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CNH (CNH Industrial N.V.) | 11/01/1996 | 12/05/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.16 | 7.95 | 0.81 | 10.75 | 9.04 | 0.41 | NA | 0.78 | 5.15 | -22.09 | 40.33 | -24.61 | 91.11 | 60.13 | -76.07 | 142.63 | 48.69 | -2.90 | 18.29 | -10.14 | -31.60 | -22.70 | -14.92 | 23.67 | -39.60 | 46.53 | -1.18 |
| Sharpe Ratio | NA | 0.41 | 0.02 | 0.22 | 0.14 | NA | NA | -0.02 | 0.28 | -0.37 | 1.11 | -0.44 | 1.87 | 0.64 | -0.83 | 3.22 | 1.16 | -0.18 | 0.54 | -0.20 | -0.53 | -0.52 | -0.31 | 0.40 | -0.98 | 1.47 | -0.39 |
| Standard Deviation(%) | NA | 19.51 | 42.81 | 46.64 | 56.99 | NA | NA | 53.59 | 19.93 | 60.34 | 36.51 | 55.57 | 48.68 | 93.75 | 92.57 | 43.62 | 39.40 | 27.88 | 32.42 | 54.30 | 62.10 | 49.21 | 61.18 | 51.71 | 43.92 | 29.09 | 27.05 |
| Draw Down(%) | NA | 11.68 | 45.07 | 56.30 | 91.18 | NA | NA | 91.18 | 11.68 | 44.46 | 26.64 | 56.30 | 32.49 | 68.65 | 83.73 | 22.82 | 38.13 | 27.29 | 23.10 | 68.68 | 52.27 | 44.00 | 38.35 | 36.35 | 59.83 | 19.67 | 9.45 |
| Yield(%) | 0.00 | 3.34 | 9.74 | 9.50 | 7.20 | 8.67 | 6.56 | 7.29 | 3.25 | 1.86 | 26.57 | 0.00 | 0.00 | 0.00 | 0.75 | 0.94 | 1.35 | 1.33 | 1.50 | 6.61 | 8.09 | 5.63 | 21.15 | 20.74 | 10.81 | 14.20 | 0.00 |
Data as of 12/05/2014, AR inception is 11/01/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNH (CNH Industrial N.V.) |
-41.15%
Apr 2000 - Apr 2003 |
-33.12%
Mar 1998 - Mar 2003 |
-11.94%
Jun 1999 - Jun 2009 |
-2.67%
Sep 1997 - Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNH (CNH Industrial N.V.) |
80.47%
Feb 2009 - Feb 2012 |
48.29%
Mar 2003 - Mar 2008 |
21.89%
Mar 2003 - Mar 2013 |
6.16%
Sep 1998 - Sep 2013 |
Annualized Rolling Returns Comparison Chart