Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
GNET (Global Traffic Network Inc) | NA | 188.45% | 16.67% | 23.96% | NA | NA | NA | 18.69% |
Data as of 09/28/2011, AR inception is 03/30/2006
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
GNET (Global Traffic Network Inc) | 03/30/2006 | 09/28/2011 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.07 | 188.45 | 16.67 | 23.96 | NA | NA | NA | 18.69 | 50.43 | 124.10 | -28.94 | -10.43 | 26.85 | -13.47 |
Sharpe Ratio | NA | 4.74 | 0.20 | 0.33 | NA | NA | NA | 0.24 | 1.83 | 2.98 | -0.32 | -0.14 | 0.45 | -0.33 |
Standard Deviation(%) | NA | 39.77 | 74.45 | 69.81 | NA | NA | NA | 66.20 | 40.15 | 41.64 | 91.15 | 80.88 | 53.48 | 63.59 |
Draw Down(%) | NA | 24.54 | 67.35 | 70.75 | NA | NA | NA | 70.75 | 24.54 | 22.08 | 48.90 | 54.34 | 26.93 | 40.29 |
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 |
Data as of 09/28/2011, AR inception is 03/30/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GNET (Global Traffic Network Inc) |
-17.96%
May 2006 - May 2009 |
14.15%
May 2006 - May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GNET (Global Traffic Network Inc) |
25.30%
Feb 2008 - Feb 2011 |
22.87%
Aug 2006 - Aug 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart