Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MATK (Martek Biosciences Corp) | NA | 57.29% | 2.84% | -1.91% | 6.88% | -0.46% | NA | … | … |
Data as of 02/25/2011, Common starting date is 11/24/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MATK (Martek Biosciences Corp) | 11/24/1993 | 02/25/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.13 | 57.29 | 2.84 | -1.91 | 6.88 | -0.46 | NA | … | … | 0.61 | 65.17 | -37.48 | 2.47 | 26.74 | -5.12 | -51.95 | -21.34 | 159.94 | 15.13 | 77.55 | 2.08 | 50.00 | -3.03 | -58.75 | -20.79 | 165.79 | 5.56 | 20.00 |
| Sharpe Ratio | NA | 1.25 | 0.05 | -0.07 | 0.09 | NA | NA | … | … | 1.82 | 1.37 | -0.87 | 0.03 | 0.67 | -0.15 | -0.68 | -0.50 | 3.65 | 0.21 | 1.10 | -0.02 | 0.52 | -0.06 | -0.77 | -0.38 | 2.86 | 0.03 | 9.16 |
| Standard Deviation(%) | NA | 45.68 | 46.48 | 46.18 | 54.89 | NA | NA | … | … | 2.20 | 47.48 | 43.40 | 53.25 | 35.17 | 57.29 | 79.62 | 44.40 | 43.58 | 67.29 | 70.01 | 103.30 | 89.46 | 103.48 | 81.25 | 63.55 | 56.54 | 80.44 | 57.39 |
| Draw Down(%) | NA | 24.75 | 59.82 | 59.82 | 78.02 | NA | NA | … | … | 0.35 | 24.75 | 49.48 | 38.83 | 20.49 | 41.22 | 65.46 | 45.25 | 20.79 | 62.85 | 47.19 | 58.26 | 56.25 | 66.91 | 70.20 | 53.03 | 22.22 | 45.76 | 6.67 |
| 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 |
Data as of 02/25/2011, Common starting date is 11/24/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MATK (Martek Biosciences Corp) |
-46.16%
Mar 1996 – Mar 1999 |
-22.07%
Apr 2004 – Apr 2009 |
-3.45%
May 1996 – May 2006 |
-0.72%
Jan 1996 – Jan 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MATK (Martek Biosciences Corp) |
77.58%
Mar 1999 – Mar 2002 |
58.92%
Mar 1999 – Mar 2004 |
21.88%
Dec 1993 – Dec 2003 |
8.43%
Dec 1993 – Dec 2008 |
Annualized Rolling Returns Comparison Chart