Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IMN (Imation Corp) | NA | -7.23% | -48.23% | -34.32% | -32.93% | -19.67% | -15.93% | -16.30% |
Data as of 02/21/2017, AR inception is 06/26/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMN (Imation Corp) | 06/26/1996 | 02/21/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 16.28 | -7.23 | -48.23 | -34.32 | -32.93 | -19.67 | -15.93 | -16.30 | -6.10 | -40.15 | -63.85 | -19.02 | 0.21 | -18.50 | -44.42 | 18.23 | -35.74 | -33.57 | -53.82 | 2.09 | 46.41 | -8.48 | 0.90 | 62.56 | 39.23 | -53.82 | 91.79 | 9.37 | -43.11 | -4.98 |
| Sharpe Ratio | NA | -0.05 | -0.72 | -0.60 | -0.59 | NA | NA | -0.40 | -0.56 | -0.45 | -0.93 | -0.46 | 0.01 | -0.62 | -0.98 | 0.45 | -0.65 | -0.48 | -1.68 | -0.04 | 1.91 | -0.26 | 0.01 | 1.38 | 0.85 | -0.89 | 2.16 | 0.14 | -2.76 | -0.27 |
| Standard Deviation(%) | NA | 79.24 | 67.20 | 57.79 | 56.70 | NA | NA | 47.96 | 67.58 | 88.87 | 68.70 | 41.10 | 36.04 | 30.38 | 45.27 | 40.62 | 55.22 | 71.63 | 33.84 | 29.50 | 23.22 | 35.72 | 26.45 | 44.55 | 44.08 | 64.66 | 41.07 | 43.23 | 35.56 | 47.48 |
| Draw Down(%) | NA | 71.75 | 92.31 | 92.31 | 98.82 | NA | NA | 98.92 | 26.71 | 71.75 | 72.67 | 56.62 | 26.98 | 38.47 | 54.89 | 31.27 | 51.77 | 60.93 | 59.48 | 22.96 | 9.00 | 31.47 | 19.79 | 18.32 | 29.13 | 57.73 | 16.60 | 26.03 | 48.77 | 32.64 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.27 | 0.83 | 0.52 | 0.43 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.67 | 1.32 | 1.20 | 1.46 | 1.08 | 0.64 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/21/2017, AR inception is 06/26/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMN (Imation Corp) |
-51.51%
Oct 2013 - Oct 2016 |
-40.31%
Feb 2011 - Feb 2016 |
-35.64%
Oct 2006 - Oct 2016 |
-21.27%
Oct 2001 - Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMN (Imation Corp) |
31.68%
Dec 2000 - Dec 2003 |
25.06%
Dec 2000 - Dec 2005 |
7.08%
Jan 1998 - Jan 2008 |
-5.16%
Feb 1999 - Feb 2014 |
Annualized Rolling Returns Comparison Chart