Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ELMG (Ems Technologies Inc) | NA | 118.06% | 11.18% | 14.41% | 7.95% | 5.39% | 5.35% | … | … |
Data as of 08/22/2011, Common starting date is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ELMG (Ems Technologies Inc) | 03/26/1990 | 08/22/2011 |
| 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 (%) | -0.06 | 118.06 | 11.18 | 14.41 | 7.95 | 5.39 | 5.35 | … | … | 66.68 | 36.41 | -43.95 | -14.45 | 50.97 | 13.16 | 6.50 | -19.08 | 31.92 | -3.17 | 38.38 | -1.11 | -16.07 | -30.86 | 5.19 | 75.00 | -9.32 | 44.75 | 4.75 | -41.82 | 107.70 | 1.85 |
| Sharpe Ratio | NA | 2.72 | 0.22 | 0.28 | 0.11 | NA | NA | … | … | 2.51 | 0.88 | -0.90 | -0.28 | 1.18 | 0.24 | 0.12 | -0.35 | 0.59 | -0.06 | 0.64 | -0.06 | -0.26 | -0.57 | -0.83 | 1.53 | -0.27 | 1.07 | 0.06 | -0.96 | 2.20 | -0.05 |
| Standard Deviation(%) | NA | 40.77 | 50.92 | 48.01 | 58.50 | NA | NA | … | … | 48.69 | 41.41 | 48.83 | 55.64 | 40.68 | 41.09 | 37.08 | 56.68 | 52.72 | 73.60 | 57.12 | 82.53 | 74.23 | 60.03 | 59.84 | 46.24 | 49.22 | 39.20 | 43.87 | 45.89 | 46.95 | 53.28 |
| Draw Down(%) | NA | 14.75 | 56.75 | 63.16 | 63.16 | NA | NA | … | … | 11.51 | 21.26 | 53.61 | 44.41 | 16.26 | 29.16 | 33.31 | 46.40 | 40.91 | 58.28 | 21.75 | 66.59 | 56.68 | 48.73 | 40.83 | 32.51 | 43.54 | 13.51 | 33.82 | 60.34 | 21.05 | 44.31 |
| 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 08/22/2011, 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 |
|---|---|---|---|---|
| ELMG (Ems Technologies Inc) |
-21.86%
Feb 2000 – Feb 2003 |
-18.34%
Sep 1997 – Sep 2002 |
-5.63%
Feb 2000 – Feb 2010 |
-0.90%
Aug 1995 – Aug 2010 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELMG (Ems Technologies Inc) |
47.80%
Sep 1994 – Sep 1997 |
32.97%
Aug 1990 – Aug 1995 |
15.70%
Aug 1990 – Aug 2000 |
10.67%
Oct 1992 – Oct 2007 |
Annualized Rolling Returns Comparison Chart