Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CYMI (Cymer Inc) | NA | 114.33% | 57.14% | 31.19% | 13.53% | 13.47% | NA | 19.39% |
Data as of 05/31/2013, AR inception is 09/19/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CYMI (Cymer Inc) | 09/19/1996 | 05/31/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.46 | 114.33 | 57.14 | 31.19 | 13.53 | 13.47 | NA | 19.39 | 28.39 | 81.73 | 10.41 | 17.43 | 75.17 | -43.72 | -11.42 | 23.77 | 20.21 | -36.05 | 43.22 | 20.65 | 3.89 | -44.07 | 214.64 | -2.53 | -37.66 | 253.30 |
| Sharpe Ratio | NA | 2.84 | 1.48 | 0.71 | 0.28 | NA | NA | 0.23 | 3.77 | 1.67 | 0.22 | 0.49 | 1.80 | -0.74 | -0.41 | 0.49 | 0.45 | -0.84 | 0.84 | 0.25 | 0.02 | -0.49 | 2.93 | -0.07 | -1.15 | 106.78 |
| Standard Deviation(%) | NA | 40.27 | 38.25 | 42.26 | 43.15 | NA | NA | 60.71 | 22.06 | 49.30 | 46.16 | 35.41 | 41.70 | 60.43 | 35.14 | 41.56 | 40.32 | 44.19 | 50.90 | 77.68 | 73.36 | 98.04 | 72.04 | 82.87 | 80.28 | 81.64 |
| Draw Down(%) | NA | 24.82 | 36.74 | 47.35 | 69.80 | NA | NA | 86.67 | 10.95 | 24.82 | 36.74 | 27.11 | 27.32 | 51.45 | 21.72 | 34.44 | 22.65 | 51.33 | 39.10 | 68.21 | 56.81 | 72.03 | 44.28 | 76.36 | 69.35 | 17.29 |
| 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 | 0.00 |
Data as of 05/31/2013, AR inception is 09/19/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CYMI (Cymer Inc) |
-25.67%
Feb 2006 - Feb 2009 |
-14.08%
Jan 2004 - Jan 2009 |
-5.48%
Jan 2000 - Jan 2010 |
1.49%
Aug 1997 - Aug 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CYMI (Cymer Inc) |
48.62%
Jan 2010 - Jan 2013 |
35.15%
Sep 1998 - Sep 2003 |
15.05%
Mar 2003 - Mar 2013 |
12.96%
Jan 1998 - Jan 2013 |
Annualized Rolling Returns Comparison Chart