Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DBRN (Dress Barn) | NA | 12.52% | 31.01% | 5.67% | 14.94% | 17.12% | 14.04% | … | … |
Data as of 01/03/2011, Common starting date is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DBRN (Dress Barn) | 03/26/1990 | 01/03/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.15 | 12.52 | 31.01 | 5.67 | 14.94 | 17.12 | 14.04 | … | … | 14.42 | 14.42 | 114.99 | -14.15 | -46.38 | 20.85 | 119.38 | 17.41 | 12.71 | 6.36 | -13.76 | 74.49 | 9.41 | -46.48 | 89.20 | 51.82 | -8.09 | -18.06 | -27.59 | 95.89 | 21.23 | -39.63 |
| Sharpe Ratio | NA | 0.44 | 0.61 | 0.09 | 0.30 | NA | NA | … | … | 0.44 | 0.44 | 2.39 | -0.24 | -1.49 | 0.37 | 3.32 | 0.49 | 0.40 | 0.09 | -0.31 | 1.29 | 0.13 | -0.88 | 1.94 | 1.19 | -0.40 | -0.50 | -0.57 | 1.84 | 0.32 | -0.74 |
| Standard Deviation(%) | NA | 32.37 | 49.89 | 46.41 | 44.72 | NA | NA | … | … | 32.37 | 32.43 | 48.15 | 64.06 | 33.30 | 46.70 | 35.31 | 33.35 | 29.74 | 57.16 | 52.80 | 54.42 | 46.51 | 56.78 | 43.84 | 40.13 | 30.13 | 42.27 | 51.59 | 50.28 | 54.25 | 71.88 |
| Draw Down(%) | NA | 31.07 | 63.32 | 76.00 | 76.00 | NA | NA | … | … | 31.07 | 31.07 | 20.51 | 63.32 | 48.85 | 37.38 | 18.38 | 17.63 | 18.31 | 33.73 | 36.88 | 25.91 | 21.54 | 64.30 | 24.97 | 29.06 | 20.45 | 40.56 | 53.58 | 32.96 | 42.62 | 60.42 |
| 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 | 0.00 | 0.00 | 0.00 |
Data as of 01/03/2011, Common starting date is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DBRN (Dress Barn) |
-27.97%
Jan 2006 – Jan 2009 |
-7.09%
Jul 1991 – Jul 1996 |
3.26%
Feb 1993 – Feb 2003 |
5.27%
Nov 1993 – Nov 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DBRN (Dress Barn) |
59.39%
Jun 2003 – Jun 2006 |
34.84%
Jun 2001 – Jun 2006 |
25.69%
Jan 1996 – Jan 2006 |
18.39%
Nov 1990 – Nov 2005 |
Annualized Rolling Returns Comparison Chart