Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LUFK (Lufkin Industries Inc) | NA | 68.72% | 33.16% | 17.23% | 32.18% | 18.84% | 18.58% | 15.28% |
Data as of 07/01/2013, AR inception is 02/26/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LUFK (Lufkin Industries Inc) | 02/26/1992 | 07/01/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.01 | 68.72 | 33.16 | 17.23 | 32.18 | 18.84 | 18.58 | 15.28 | 52.74 | -12.91 | 8.64 | 71.26 | 117.17 | -38.83 | 0.17 | 17.67 | 154.16 | 39.32 | 24.45 | -11.27 | 51.48 | 24.68 | -15.28 | -47.53 | 43.37 | 13.34 | 24.19 | 6.02 | -7.61 | -21.20 |
| Sharpe Ratio | NA | 1.29 | 0.67 | 0.29 | 0.57 | NA | NA | 0.23 | 2.68 | -0.30 | 0.16 | 1.80 | 1.99 | -0.57 | -0.08 | 0.34 | 2.65 | 1.25 | 0.61 | -0.36 | 0.96 | 0.41 | -0.38 | -1.09 | -0.33 | 0.25 | 0.54 | 0.07 | -0.18 | -0.45 |
| Standard Deviation(%) | NA | 49.74 | 49.34 | 59.27 | 54.15 | NA | NA | 47.36 | 50.28 | 43.47 | 54.35 | 39.46 | 58.71 | 69.68 | 34.49 | 42.60 | 57.46 | 30.71 | 39.14 | 34.34 | 51.96 | 49.75 | 49.23 | 46.85 | 35.42 | 38.55 | 37.70 | 41.67 | 54.19 | 59.24 |
| Draw Down(%) | NA | 23.02 | 51.19 | 70.16 | 70.16 | NA | NA | 70.16 | 8.17 | 46.32 | 49.88 | 18.50 | 28.91 | 65.83 | 29.19 | 30.43 | 32.25 | 12.65 | 25.21 | 19.58 | 33.57 | 35.62 | 35.24 | 54.82 | 19.91 | 23.42 | 21.28 | 24.07 | 26.58 | 51.01 |
| Yield(%) | 0.00 | 0.95 | 1.31 | 0.78 | 2.55 | 1.58 | 2.98 | 1.86 | 0.43 | 0.70 | 0.80 | 0.76 | 2.81 | 1.74 | 1.53 | 1.21 | 0.97 | 1.22 | 1.54 | 1.34 | 2.18 | 2.35 | 1.88 | 1.04 | 1.37 | 1.33 | 1.71 | 1.76 | 1.52 | 2.26 |
Data as of 07/01/2013, AR inception is 02/26/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LUFK (Lufkin Industries Inc) |
-18.94%
Nov 1997 - Nov 2000 |
-7.70%
Mar 1998 - Mar 2003 |
1.27%
May 1992 - May 2002 |
10.39%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LUFK (Lufkin Industries Inc) |
83.68%
Jan 2003 - Jan 2006 |
50.29%
Aug 2003 - Aug 2008 |
35.81%
Mar 2001 - Mar 2011 |
24.42%
Mar 1996 - Mar 2011 |
Annualized Rolling Returns Comparison Chart