Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HWD (Harry Winston Diamond Corp) | NA | 4.70% | 19.37% | -6.61% | -0.02% | 2.65% | 11.59% | 13.05% |
Data as of 03/26/2013, AR inception is 06/23/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HWD (Harry Winston Diamond Corp) | 06/23/1992 | 03/26/2013 |
| 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 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.08 | 4.70 | 19.37 | -6.61 | -0.02 | 2.65 | 11.59 | 13.05 | 17.27 | 32.11 | -8.97 | 23.03 | 109.57 | -85.82 | -9.09 | 2.56 | 7.05 | -3.06 | 87.08 | 54.66 | 35.98 | 48.96 | 10.42 | -44.78 | -24.35 | 114.74 | 7.50 | 106.67 | 19.30 | 51.54 |
| Sharpe Ratio | NA | 0.14 | 0.43 | -0.10 | -0.02 | NA | NA | 0.14 | 4.28 | 0.86 | -0.17 | 0.46 | 1.25 | -0.91 | -0.38 | -0.02 | 0.17 | -0.13 | 2.79 | 1.41 | 0.96 | 0.84 | 0.10 | -0.79 | -1.92 | 2.01 | 0.06 | 1.13 | 0.15 | 1.26 |
| Standard Deviation(%) | NA | 34.03 | 44.99 | 68.13 | 54.21 | NA | NA | 61.11 | 23.31 | 37.65 | 51.64 | 50.08 | 87.34 | 95.31 | 31.71 | 32.38 | 28.26 | 30.51 | 31.00 | 37.98 | 35.69 | 53.53 | 74.94 | 60.53 | 41.36 | 54.72 | 59.71 | 92.13 | 115.98 | 93.20 |
| Draw Down(%) | NA | 30.20 | 46.60 | 94.45 | 96.02 | NA | NA | 96.02 | 5.24 | 30.20 | 46.60 | 31.92 | 65.27 | 90.45 | 25.96 | 29.29 | 27.64 | 32.71 | 14.89 | 25.41 | 21.33 | 20.15 | 51.43 | 66.67 | 59.04 | 34.32 | 30.30 | 57.95 | 66.34 | 27.86 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.17 | 1.66 | 1.65 | 7.40 | 8.71 | 0.00 | 0.00 | 0.00 | 0.00 | 1.02 | 0.46 | 2.34 | 2.72 | 2.65 | 0.41 | 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 03/26/2013, AR inception is 06/23/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HWD (Harry Winston Diamond Corp) |
-58.34%
Feb 2006 - Feb 2009 |
-39.16%
Feb 2004 - Feb 2009 |
-8.61%
Feb 1999 - Feb 2009 |
-2.76%
Sep 1996 - Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HWD (Harry Winston Diamond Corp) |
102.90%
Nov 1993 - Nov 1996 |
56.75%
Jul 1992 - Jul 1997 |
36.08%
Nov 1993 - Nov 2003 |
25.41%
Oct 1992 - Oct 2007 |
Annualized Rolling Returns Comparison Chart