Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DGIT (Digital Generation Inc) | NA | 20.58% | -25.69% | -3.10% | -5.07% | -9.88% | NA | … | … |
Data as of 02/10/2014, Common starting date is 02/07/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DGIT (Digital Generation Inc) | 02/07/1996 | 02/10/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.29 | 20.58 | -25.69 | -3.10 | -5.07 | -9.88 | NA | … | … | -5.26 | 16.77 | -8.47 | -58.73 | 3.40 | 123.80 | -51.33 | 90.21 | 149.63 | -56.80 | -44.20 | 109.35 | -3.60 | -47.89 | -70.13 | 28.24 | 122.40 | -70.17 | -8.81 |
| Sharpe Ratio | NA | 0.33 | -0.34 | -0.03 | -0.08 | NA | NA | … | … | -1.18 | 0.28 | -0.13 | -0.92 | 0.05 | 2.33 | -0.94 | 1.76 | 2.45 | -0.92 | -0.76 | 1.51 | -0.06 | -0.47 | -0.66 | 0.25 | 1.02 | -1.75 | -0.21 |
| Standard Deviation(%) | NA | 69.72 | 76.34 | 97.57 | 80.32 | NA | NA | … | … | 33.59 | 60.43 | 67.53 | 63.73 | 72.71 | 53.12 | 55.49 | 49.78 | 60.11 | 63.76 | 59.54 | 71.97 | 79.19 | 108.65 | 111.83 | 100.05 | 116.39 | 71.34 | 63.27 |
| Draw Down(%) | NA | 41.46 | 84.17 | 86.62 | 86.62 | NA | NA | … | … | 12.85 | 48.60 | 49.19 | 69.60 | 65.50 | 28.66 | 53.71 | 31.91 | 40.38 | 70.25 | 54.78 | 57.18 | 46.98 | 74.70 | 83.50 | 63.89 | 53.52 | 71.60 | 40.53 |
| 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 02/10/2014, Common starting date is 02/07/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DGIT (Digital Generation Inc) |
-47.83%
Apr 1999 – Apr 2002 |
-36.01%
Aug 2000 – Aug 2005 |
-27.15%
May 1996 – May 2006 |
-12.43%
Nov 1996 – Nov 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DGIT (Digital Generation Inc) |
57.25%
Apr 2006 – Apr 2009 |
44.69%
May 2006 – May 2011 |
10.75%
Mar 2001 – Mar 2011 |
-4.84%
Oct 1998 – Oct 2013 |
Annualized Rolling Returns Comparison Chart