Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| KYO (Kyocera Corporation) | NA | -7.33% | 0.90% | 1.92% | 1.00% | 4.79% | 4.97% | 4.63% |
Data as of 06/25/2018, AR inception is 11/05/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KYO (Kyocera Corporation) | 11/05/1987 | 06/25/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.21 | -7.33 | 0.90 | 1.92 | 1.00 | 4.79 | 4.97 | 4.63 | -15.81 | 31.60 | 7.96 | 0.63 | -8.62 | 9.78 | 14.47 | -21.90 | 15.71 | 22.03 | -17.03 | -7.06 | 30.96 | -3.70 | 15.72 | 18.32 | -13.74 | -36.76 | -59.32 | 408.63 | 16.05 | -25.21 | -17.66 | 0.88 | 41.67 | 51.43 | 11.81 | -24.57 | 13.70 | -9.50 | -0.65 | 27.44 |
| Sharpe Ratio | NA | -0.33 | 0.02 | 0.07 | 0.03 | NA | NA | 0.03 | -1.03 | 1.76 | 0.30 | 0.02 | -0.44 | 0.36 | 0.64 | -0.76 | 0.56 | 0.67 | -0.35 | -0.43 | 1.02 | -0.28 | 0.50 | 0.53 | -0.36 | -0.71 | -1.11 | 8.18 | 0.29 | -2.61 | -1.15 | -0.12 | 2.06 | 1.59 | 0.29 | -1.03 | 0.23 | -0.64 | -0.21 | 9.58 |
| Standard Deviation(%) | NA | 25.01 | 24.96 | 23.89 | 29.37 | NA | NA | 32.73 | 30.41 | 17.65 | 25.93 | 26.20 | 19.67 | 26.94 | 22.83 | 28.98 | 27.91 | 32.69 | 50.63 | 23.29 | 27.27 | 21.27 | 29.62 | 33.15 | 41.37 | 55.48 | 56.98 | 49.54 | 44.33 | 30.74 | 18.29 | 25.10 | 18.77 | 30.81 | 31.81 | 27.27 | 36.73 | 23.90 | 25.01 | 41.29 |
| Draw Down(%) | NA | 24.90 | 28.22 | 35.32 | 54.20 | NA | NA | 81.50 | 22.89 | 8.66 | 16.44 | 24.61 | 16.39 | 15.31 | 20.41 | 28.70 | 23.07 | 28.58 | 54.47 | 25.07 | 25.61 | 18.88 | 24.93 | 20.24 | 29.36 | 48.12 | 59.32 | 19.55 | 29.36 | 48.82 | 19.28 | 21.12 | 9.56 | 23.69 | 30.45 | 40.97 | 34.82 | 25.71 | 25.13 | 8.81 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.42 | 0.34 | 0.70 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.10 | 1.14 | 1.21 | 0.81 | 0.88 | 0.71 | 0.47 | 0.23 | 1.01 | 0.84 | 0.79 | 0.67 | 0.73 | 0.39 | 0.94 | 1.19 | 0.69 | 0.75 | 0.66 | 0.83 | 0.00 |
Data as of 06/25/2018, AR inception is 11/05/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KYO (Kyocera Corporation) |
-39.46%
Dec 1999 - Dec 2002 |
-21.20%
Dec 1999 - Dec 2004 |
-9.70%
Dec 1999 - Dec 2009 |
-6.34%
Dec 1999 - Dec 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KYO (Kyocera Corporation) |
64.04%
Dec 1996 - Dec 1999 |
29.68%
Dec 1994 - Dec 1999 |
22.39%
Dec 1989 - Dec 1999 |
9.36%
Jul 1992 - Jul 2007 |
Annualized Rolling Returns Comparison Chart