Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LXK (Lexmark International Inc) | NA | 32.93% | 0.03% | 6.85% | -1.51% | -0.74% | 7.53% | … | … |
Data as of 03/20/2017, Common starting date is 11/15/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LXK (Lexmark International Inc) | 11/15/1995 | 03/20/2017 |
| 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 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 32.93 | 0.03 | 6.85 | -1.51 | -0.74 | 7.53 | … | … | 0.00 | 29.92 | -18.19 | 19.87 | 59.45 | -26.67 | -4.30 | 34.03 | -3.42 | -22.83 | -52.38 | 63.28 | -47.26 | 8.09 | 29.98 | 2.54 | 33.15 | -51.04 | 80.10 | 164.47 | 37.56 | 51.37 | -15.61 |
| Sharpe Ratio | NA | 1.86 | 0.00 | 0.18 | -0.04 | NA | NA | … | … | 0.00 | 0.95 | -0.44 | 0.67 | 1.77 | -0.68 | -0.10 | 0.77 | -0.07 | -0.53 | -1.80 | 2.32 | -1.13 | 0.29 | 0.78 | 0.03 | 0.54 | -0.63 | 1.20 | 3.07 | -0.38 | 1.03 | -1.47 |
| Standard Deviation(%) | NA | 17.76 | 35.16 | 38.02 | 42.60 | NA | NA | … | … | NA | 31.12 | 40.96 | 29.45 | 33.63 | 39.64 | 42.82 | 43.88 | 49.67 | 44.87 | 30.82 | 26.01 | 43.72 | 24.81 | 37.71 | 44.44 | 58.35 | 87.44 | 63.86 | 52.47 | 45.94 | 45.81 | 54.20 |
| Draw Down(%) | NA | 9.53 | 49.50 | 52.00 | 76.65 | NA | NA | … | … | 0.00 | 24.65 | 40.45 | 25.22 | 22.02 | 54.94 | 34.37 | 27.54 | 49.97 | 38.30 | 55.12 | 12.66 | 53.90 | 17.57 | 22.95 | 33.81 | 39.75 | 77.44 | 36.20 | 27.75 | 27.35 | 38.71 | 28.65 |
| Yield(%) | 0.00 | 3.45 | 2.94 | 3.62 | 1.19 | 0.82 | 1.48 | … | … | 0.00 | 4.70 | 3.53 | 3.95 | 4.97 | 3.41 | 0.71 | 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 03/20/2017, Common starting date is 11/15/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LXK (Lexmark International Inc) |
-35.53%
Jul 2006 – Jul 2009 |
-30.38%
Jul 2004 – Jul 2009 |
-13.67%
Jul 1999 – Jul 2009 |
-5.80%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LXK (Lexmark International Inc) |
116.52%
Apr 1997 – Apr 2000 |
46.22%
Jun 1996 – Jun 2001 |
21.15%
Jul 1996 – Jul 2006 |
10.09%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart