Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GPRO (GoPro, Inc.) | NA | 101.85% | 5.17% | 10.82% | 5.94% | NA | NA | 21.00% |
Data as of 12/05/2014, AR inception is 09/10/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GPRO (GoPro, Inc.) | 09/10/2002 | 12/05/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -7.43 | 101.85 | 5.17 | 10.82 | 5.94 | NA | NA | 21.00 | 39.87 | 1.32 | 35.95 | 0.19 | -31.92 | 20.16 | 7.34 | 7.92 | 23.96 | 206.47 | 62.35 |
| Sharpe Ratio | NA | 1.15 | 1.10 | 0.18 | NA | NA | NA | 0.70 | 2.85 | 0.03 | 1.67 | 0.00 | -0.75 | 0.71 | 0.14 | 0.15 | 0.52 | 3.60 | 6.11 |
| Standard Deviation(%) | NA | 32.91 | 27.88 | 33.54 | NA | NA | NA | 38.26 | 27.30 | 36.92 | 21.47 | 32.84 | 43.66 | 24.37 | 29.59 | 37.80 | 44.12 | 57.16 | 61.80 |
| Draw Down(%) | NA | 13.19 | 37.60 | 55.00 | NA | NA | NA | 55.00 | 8.05 | 37.60 | 16.74 | 22.92 | 50.19 | 13.32 | 24.52 | 30.89 | 35.57 | 31.51 | 14.81 |
| 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 |
Data as of 12/05/2014, AR inception is 09/10/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GPRO (GoPro, Inc.) |
-11.61%
Oct 2007 - Oct 2010 |
-9.44%
Jun 2009 - Jun 2014 |
16.42%
Aug 2004 - Aug 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GPRO (GoPro, Inc.) |
69.49%
Mar 2003 - Mar 2006 |
46.59%
Oct 2002 - Oct 2007 |
22.92%
Sep 2004 - Sep 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart