Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JCG (J Crew Group Inc) | NA | -8.21% | 2.35% | NA | NA | NA | NA | 12.16% |
Data as of 03/07/2011, AR inception is 07/06/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JCG (J Crew Group Inc) | 07/06/2006 | 03/07/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.90 | -8.21 | 2.35 | NA | NA | NA | NA | 12.16 | 0.86 | -3.58 | 266.72 | -74.69 | 25.06 | 40.23 |
| Sharpe Ratio | NA | -0.12 | 0.03 | NA | NA | NA | NA | 0.16 | 0.68 | -0.09 | 3.93 | -1.06 | 0.45 | 2.20 |
| Standard Deviation(%) | NA | 39.68 | 62.07 | NA | NA | NA | NA | 56.61 | 7.28 | 41.93 | 67.86 | 71.41 | 49.20 | 43.79 |
| Draw Down(%) | NA | 39.54 | 82.42 | NA | NA | NA | NA | 84.51 | 2.49 | 39.54 | 33.51 | 82.42 | 38.46 | 12.89 |
| 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 03/07/2011, AR inception is 07/06/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCG (J Crew Group Inc) |
-15.09%
Aug 2007 - Aug 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCG (J Crew Group Inc) |
10.41%
Aug 2006 - Aug 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart