Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LKI (Lazare Kaplan International In) | NA | -8.76% | -31.56% | -24.48% | -11.52% | -6.95% | NA | -5.92% |
Data as of 07/01/2010, AR inception is 03/27/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LKI (Lazare Kaplan International In) | 03/27/1992 | 07/01/2010 |
| 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 (%) | 0.00 | -8.76 | -31.56 | -24.48 | -11.52 | -6.95 | NA | -5.92 | 0.00 | -39.02 | -49.57 | -18.29 | 26.11 | -17.03 | 36.83 | 27.76 | -19.53 | 33.60 | -37.68 | 16.00 | -48.15 | -21.14 | 115.62 | -16.42 | 35.71 | 1.74 | -8.27 |
| Sharpe Ratio | NA | -0.22 | -0.39 | -0.33 | -0.12 | NA | NA | -0.22 | 0.00 | -0.37 | -0.76 | -0.53 | 0.61 | -0.55 | 1.09 | 0.94 | -0.51 | 0.98 | -1.00 | 0.27 | -1.14 | -2.04 | 2.18 | -0.55 | 0.89 | -0.01 | -0.25 |
| Standard Deviation(%) | NA | 39.34 | 82.85 | 78.74 | 109.75 | NA | NA | 48.62 | NA | 105.58 | 66.54 | 40.07 | 37.38 | 35.22 | 32.84 | 28.67 | 40.11 | 32.43 | 41.81 | 46.79 | 45.16 | 37.34 | 50.85 | 37.05 | 36.85 | 46.65 | 51.34 |
| Draw Down(%) | NA | 17.88 | 89.66 | 90.91 | 91.37 | NA | NA | 95.20 | 0.00 | 79.73 | 60.69 | 36.07 | 18.83 | 36.15 | 22.22 | 15.81 | 44.92 | 37.60 | 50.63 | 35.56 | 51.85 | 40.48 | 22.30 | 35.47 | 15.59 | 29.95 | 36.67 |
| 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 | 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 07/01/2010, AR inception is 03/27/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LKI (Lazare Kaplan International In) |
-48.75%
Mar 2006 - Mar 2009 |
-33.02%
Mar 2004 - Mar 2009 |
-17.34%
Apr 1999 - Apr 2009 |
-13.01%
Mar 1994 - Mar 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LKI (Lazare Kaplan International In) |
42.19%
Sep 1993 - Sep 1996 |
27.50%
Jul 1992 - Jul 1997 |
5.03%
Jul 1995 - Jul 2005 |
3.99%
Jan 1993 - Jan 2008 |
Annualized Rolling Returns Comparison Chart