Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COSN (Cosine Communications Inc) | NA | 78.78% | 29.65% | 16.06% | 6.61% | -17.98% | NA | … | … |
Data as of 03/08/2016, Common starting date is 09/28/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COSN (Cosine Communications Inc) | 09/28/2000 | 03/08/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 78.78 | 29.65 | 16.06 | 6.61 | -17.98 | NA | … | … | 0.00 | 119.00 | -3.38 | 3.50 | 2.56 | 2.63 | -1.04 | 9.71 | -36.36 | -17.17 | 38.33 | -14.29 | -62.06 | 22.19 | -61.03 | -88.83 | -76.13 |
| Sharpe Ratio | NA | 1.99 | 0.45 | -0.11 | -0.34 | NA | NA | … | … | 0.00 | 3.17 | -0.86 | -1.02 | -0.56 | -0.26 | -0.65 | -0.20 | -0.90 | -0.85 | 0.50 | -0.75 | -1.44 | 0.05 | -0.70 | -0.72 | -0.71 |
| Standard Deviation(%) | NA | 30.29 | 24.57 | 32.21 | 38.67 | NA | NA | … | … | NA | 31.65 | 25.52 | 14.71 | 28.70 | 60.28 | 30.31 | 45.40 | 61.60 | 46.30 | 31.93 | 47.06 | 56.84 | 54.06 | 114.77 | 154.03 | 173.53 |
| Draw Down(%) | NA | 17.42 | 20.00 | 31.20 | 60.00 | NA | NA | … | … | 0.00 | 17.42 | 20.00 | 11.90 | 15.91 | 26.00 | 14.00 | 16.67 | 45.61 | 35.47 | 15.09 | 30.63 | 74.83 | 30.30 | 88.75 | 98.12 | 82.80 |
| 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 03/08/2016, Common starting date is 09/28/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COSN (Cosine Communications Inc) |
-72.79%
Oct 2000 – Oct 2003 |
-62.20%
Oct 2000 – Oct 2005 |
-40.40%
Oct 2000 – Oct 2010 |
-25.51%
Oct 2000 – Oct 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COSN (Cosine Communications Inc) |
33.59%
Aug 2012 – Aug 2015 |
19.36%
Aug 2010 – Aug 2015 |
6.61%
Feb 2006 – Feb 2016 |
-18.29%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison Chart