Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| KEI (KEITHLEY INSTRUMENTS INC) | NA | 409.62% | 33.17% | 8.48% | -6.34% | 8.21% | NA | 11.56% |
Data as of 12/08/2010, AR inception is 03/17/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KEI (KEITHLEY INSTRUMENTS INC) | 03/17/1992 | 12/08/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.14 | 409.62 | 33.17 | 8.48 | -6.34 | 8.21 | NA | 11.56 | 368.71 | 30.41 | -61.42 | -25.42 | -4.79 | -28.34 | 8.51 | 48.06 | -25.55 | -60.41 | 323.57 | 124.56 | 5.98 | -5.48 | -44.49 | 236.13 | 6.21 | -12.05 | -24.14 |
| Sharpe Ratio | NA | 6.57 | 0.38 | 0.10 | -0.11 | NA | NA | 0.11 | 5.50 | 0.30 | -0.83 | -0.69 | -0.28 | -0.90 | 0.17 | 1.08 | -0.45 | -0.63 | 2.64 | 2.22 | 0.06 | -1.70 | -0.97 | 4.65 | 0.15 | -0.49 | -0.92 |
| Standard Deviation(%) | NA | 62.29 | 83.92 | 72.23 | 73.46 | NA | NA | 61.10 | 76.42 | 100.54 | 74.63 | 41.15 | 29.34 | 33.93 | 44.45 | 43.99 | 59.43 | 99.99 | 121.08 | 54.59 | 47.15 | 35.66 | 49.31 | 50.00 | 22.13 | 28.80 | 34.37 |
| Draw Down(%) | NA | 26.99 | 83.96 | 88.21 | 96.93 | NA | NA | 97.94 | 26.99 | 51.94 | 82.33 | 45.47 | 31.10 | 33.39 | 36.80 | 27.39 | 64.13 | 80.90 | 67.86 | 32.79 | 57.12 | 31.70 | 60.00 | 17.70 | 15.81 | 29.33 | 41.54 |
| Yield(%) | 0.00 | 2.38 | 1.22 | 0.85 | 0.29 | 0.37 | 0.64 | 0.71 | 1.85 | 2.18 | 1.60 | 1.18 | 1.07 | 0.80 | 0.82 | 1.15 | 0.66 | 0.42 | 0.54 | 0.83 | 0.69 | 0.65 | 0.37 | 0.56 | 0.51 | 0.44 | 0.25 |
Data as of 12/08/2010, AR inception is 03/17/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KEI (KEITHLEY INSTRUMENTS INC) |
-47.56%
Nov 2005 - Nov 2008 |
-33.42%
Nov 2003 - Nov 2008 |
-19.48%
Jun 2000 - Jun 2010 |
-0.01%
Nov 1993 - Nov 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KEI (KEITHLEY INSTRUMENTS INC) |
158.77%
Jun 1997 - Jun 2000 |
74.77%
Jun 1995 - Jun 2000 |
26.42%
Jan 1994 - Jan 2004 |
12.26%
Jun 1992 - Jun 2007 |
Annualized Rolling Returns Comparison Chart