Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JOY (Joy Global Inc) | NA | 84.17% | -20.74% | -16.76% | -3.26% | 11.06% | NA | … | … |
Data as of 04/05/2017, Common starting date is 06/15/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JOY (Joy Global Inc) | 06/15/2001 | 04/05/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.11 | 84.17 | -20.74 | -16.76 | -3.26 | 11.06 | NA | … | … | 1.11 | 122.44 | -72.36 | -19.36 | -7.12 | -13.94 | -12.90 | 70.19 | 130.76 | -64.66 | 37.82 | 22.11 | 109.27 | 67.83 | 132.69 | -32.98 | 3.38 |
| Sharpe Ratio | NA | 1.07 | -0.95 | -0.91 | -0.45 | NA | NA | … | … | -8.77 | 1.41 | -1.93 | -1.43 | -0.92 | -0.81 | -0.65 | 1.16 | 1.66 | -0.93 | 0.36 | 0.00 | 2.06 | 1.34 | 3.11 | -1.04 | -0.34 |
| Standard Deviation(%) | NA | 47.09 | 47.25 | 42.14 | 52.70 | NA | NA | … | … | 1.60 | 62.17 | 47.02 | 26.46 | 27.82 | 40.60 | 48.70 | 44.38 | 67.47 | 90.25 | 43.75 | 55.84 | 42.92 | 36.04 | 36.52 | 50.63 | 38.91 |
| Draw Down(%) | NA | 27.18 | 86.05 | 87.85 | 90.81 | NA | NA | … | … | 0.32 | 29.98 | 75.74 | 28.87 | 29.56 | 48.78 | 40.67 | 28.16 | 42.12 | 82.69 | 33.32 | 54.02 | 20.92 | 19.01 | 20.80 | 56.46 | 28.05 |
| Yield(%) | 0.00 | 0.26 | 0.72 | 0.71 | 1.35 | 3.21 | 2.30 | … | … | 0.04 | 0.32 | 1.30 | 1.38 | 1.06 | 0.92 | 0.79 | 1.25 | 2.79 | 1.01 | 1.32 | 1.12 | 0.98 | 1.29 | 0.42 | 0.00 | 0.00 |
Data as of 04/05/2017, Common starting date is 06/15/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JOY (Joy Global Inc) |
-45.13%
Jan 2013 – Jan 2016 |
-34.34%
Jan 2011 – Jan 2016 |
-14.37%
Jan 2006 – Jan 2016 |
9.73%
Aug 2001 – Aug 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JOY (Joy Global Inc) |
133.45%
Mar 2003 – Mar 2006 |
72.62%
Feb 2003 – Feb 2008 |
32.76%
Sep 2002 – Sep 2012 |
11.76%
Feb 2002 – Feb 2017 |
Annualized Rolling Returns Comparison Chart