Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FTUSQ (Factory 2 U Stores Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | NA | NA | -100.00% |
Data as of 09/08/2004, AR inception is 01/17/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FTUSQ (Factory 2 U Stores Inc) | 01/17/1991 | 09/08/2004 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | -100.00 | -100.00 | -59.82 | -82.98 | -39.49 | 16.70 | 244.00 | 127.27 | -51.41 | 61.69 | -44.40 | 746.77 | -15.92 | -55.77 | -5.20 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | NA | NA | -0.56 | -0.61 | -0.60 | 0.18 | 3.46 | 1.37 | -0.59 | 0.51 | -0.35 | 2.98 | -0.19 | -0.55 | -0.09 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | NA | NA | 107.93 | 137.71 | 71.10 | 70.38 | 69.59 | 90.18 | 92.73 | 112.21 | 138.56 | 249.33 | 94.43 | 104.32 | 102.01 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | 100.00 | 100.00 | 88.44 | 94.26 | 70.33 | 35.77 | 45.72 | 47.52 | 65.70 | 59.21 | 76.09 | 59.09 | 51.12 | 68.52 | 58.21 |
| 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 |
Data as of 09/08/2004, AR inception is 01/17/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTUSQ (Factory 2 U Stores Inc) |
-90.36%
Aug 2001 - Aug 2004 |
-76.61%
Aug 1999 - Aug 2004 |
-38.30%
Aug 1994 - Aug 2004 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTUSQ (Factory 2 U Stores Inc) |
136.48%
Feb 1994 - Feb 1997 |
94.16%
Apr 1994 - Apr 1999 |
34.45%
Apr 1991 - Apr 2001 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart