Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CYLU (Cyalume Technologies Holdings Inc) | NA | 200.00% | 44.22% | -36.29% | -29.92% | NA | NA | -29.89% |
Data as of 09/22/2017, AR inception is 09/05/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CYLU (Cyalume Technologies Holdings Inc) | 09/05/2007 | 09/22/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 200.00 | 44.22 | -36.29 | -29.92 | NA | NA | -29.89 | 31.25 | 33.33 | 140.00 | -92.75 | -67.14 | -44.00 | -7.41 | 20.90 | -48.46 | -12.40 | 1.37 |
| Sharpe Ratio | NA | 0.85 | 0.09 | -0.26 | -0.30 | NA | NA | -0.31 | 0.15 | 0.00 | 0.46 | -0.56 | -0.62 | -0.33 | -0.27 | 0.04 | -0.52 | -1.45 | -9.82 |
| Standard Deviation(%) | NA | 211.78 | 227.13 | 218.68 | 165.29 | NA | NA | 164.90 | 166.65 | 245.41 | 263.82 | 199.22 | 137.27 | 189.94 | 97.14 | 52.49 | 129.48 | 22.03 | 2.95 |
| Draw Down(%) | NA | 66.67 | 88.89 | 99.26 | 99.86 | NA | NA | 99.86 | 63.89 | 71.43 | 88.89 | 95.74 | 83.33 | 83.12 | 64.41 | 24.00 | 80.85 | 17.51 | 0.68 |
| 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 |
Data as of 09/22/2017, AR inception is 09/05/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CYLU (Cyalume Technologies Holdings Inc) |
-77.48%
Jan 2012 - Jan 2015 |
-60.19%
Sep 2010 - Sep 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CYLU (Cyalume Technologies Holdings Inc) |
49.83%
Aug 2014 - Aug 2017 |
-20.34%
Jan 2008 - Jan 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart