Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GCOM (Globecomm Systems Inc) | NA | 19.90% | 14.68% | 21.66% | 8.76% | 6.48% | NA | 1.04% |
Data as of 12/11/2013, AR inception is 08/11/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GCOM (Globecomm Systems Inc) | 08/11/1997 | 12/11/2013 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.07 | 19.90 | 14.68 | 21.66 | 8.76 | 6.48 | NA | 1.04 | 24.78 | -17.40 | 36.80 | 27.88 | 42.44 | -53.08 | 32.80 | 42.79 | -3.44 | 34.53 | 26.67 | -37.91 | -18.16 | -70.77 | 339.13 | -49.47 | -4.69 |
| Sharpe Ratio | NA | 0.98 | 0.40 | 0.48 | 0.16 | NA | NA | -0.01 | 1.32 | -0.48 | 0.79 | 0.67 | 0.68 | -0.84 | 0.56 | 1.08 | -0.14 | 0.57 | 0.33 | -0.44 | -0.28 | -0.74 | 4.22 | -0.65 | -0.20 |
| Standard Deviation(%) | NA | 20.21 | 37.03 | 44.70 | 48.71 | NA | NA | 64.59 | 19.83 | 36.93 | 46.66 | 41.40 | 62.71 | 63.94 | 53.78 | 36.61 | 39.19 | 59.03 | 78.64 | 88.88 | 73.81 | 100.61 | 79.63 | 81.74 | 74.05 |
| Draw Down(%) | NA | 8.81 | 41.13 | 41.13 | 73.40 | NA | NA | 94.13 | 8.81 | 40.05 | 30.02 | 23.94 | 27.20 | 63.33 | 40.73 | 17.62 | 26.13 | 32.17 | 41.10 | 69.27 | 68.69 | 85.00 | 41.73 | 75.80 | 46.51 |
| 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 |
Data as of 12/11/2013, AR inception is 08/11/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCOM (Globecomm Systems Inc) |
-54.31%
Feb 2000 - Feb 2003 |
-30.25%
Sep 1997 - Sep 2002 |
-13.49%
Feb 2000 - Feb 2010 |
-2.99%
Oct 1997 - Oct 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCOM (Globecomm Systems Inc) |
42.57%
Feb 2009 - Feb 2012 |
35.62%
Sep 2002 - Sep 2007 |
15.10%
May 2003 - May 2013 |
8.44%
Aug 1998 - Aug 2013 |
Annualized Rolling Returns Comparison Chart