Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CPWM (Cost Plus Inc) | NA | 124.26% | 153.53% | 21.01% | -3.19% | 4.32% | NA | 6.44% |
Data as of 06/29/2012, AR inception is 04/04/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPWM (Cost Plus Inc) | 04/04/1996 | 06/29/2012 |
| 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 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.05 | 124.26 | 153.53 | 21.01 | -3.19 | 4.32 | NA | 6.44 | 125.64 | 0.52 | 850.98 | 8.51 | -78.34 | -57.86 | -39.94 | -46.62 | -21.63 | 43.01 | 8.19 | -9.80 | -17.52 | 155.52 | 8.15 | 51.65 | 4.81 |
| Sharpe Ratio | NA | 2.09 | 1.82 | 0.19 | -0.05 | NA | NA | 0.02 | 8.39 | 0.01 | 8.51 | 0.06 | -0.68 | -0.78 | -0.92 | -1.19 | -0.66 | 1.19 | 0.14 | -0.15 | -0.23 | 2.75 | 0.09 | -0.06 | 0.05 |
| Standard Deviation(%) | NA | 59.30 | 84.53 | 105.92 | 85.98 | NA | NA | 74.96 | 49.58 | 61.90 | 99.99 | 135.06 | 116.24 | 78.02 | 47.08 | 41.02 | 34.34 | 35.61 | 50.58 | 81.41 | 94.86 | 55.46 | 53.37 | 58.46 | 61.20 |
| Draw Down(%) | NA | 44.88 | 66.78 | 93.51 | 98.85 | NA | NA | 98.85 | 13.33 | 50.92 | 47.56 | 65.42 | 80.77 | 74.20 | 53.62 | 55.43 | 32.97 | 27.89 | 42.48 | 49.34 | 55.25 | 22.08 | 32.13 | 23.04 | 46.76 |
| 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 | 0.00 |
Data as of 06/29/2012, AR inception is 04/04/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPWM (Cost Plus Inc) |
-66.06%
Feb 2006 - Feb 2009 |
-54.57%
Feb 2004 - Feb 2009 |
-29.90%
Dec 1999 - Dec 2009 |
-3.21%
Sep 1996 - Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPWM (Cost Plus Inc) |
165.17%
Mar 2009 - Mar 2012 |
32.07%
Apr 1997 - Apr 2002 |
4.88%
Feb 1997 - Feb 2007 |
6.69%
Apr 1997 - Apr 2012 |
Annualized Rolling Returns Comparison Chart