Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MAY (May Department Stores Co) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 12/13/2012, Common starting date is 11/05/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MAY (May Department Stores Co) | 11/05/1987 | 08/17/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | 13.82 | -17.66 | 52.34 | 51.91 | -44.34 | 55.85 | 38.41 | -14.46 | 4.54 | 60.76 | 1.77 | 9.27 | -45.59 | 76.30 | -38.78 | -61.21 | 20.19 | 2.60 | -37.87 | 73.97 | 38.47 | 3.88 | -38.23 | 151.31 | 26.07 | 4.12 |
| Sharpe Ratio | NA | -0.17 | 0.78 | 0.29 | 0.35 | NA | NA | … | … | 1.36 | -0.66 | 2.59 | 1.45 | -1.00 | 1.50 | 1.51 | -0.68 | 0.10 | 1.86 | 0.02 | 0.24 | -1.23 | 1.33 | -0.66 | -3.14 | 0.79 | -0.04 | -1.03 | 2.13 | 1.36 | 0.00 | -0.74 | 3.07 | 0.55 | 0.22 |
| Standard Deviation(%) | NA | 25.15 | 22.12 | 32.36 | 32.00 | NA | NA | … | … | 16.71 | 26.64 | 20.16 | 35.80 | 45.26 | 35.32 | 23.35 | 24.58 | 35.83 | 32.25 | 29.31 | 29.15 | 40.21 | 54.87 | 64.20 | 36.95 | 20.89 | 27.72 | 39.52 | 33.51 | 26.21 | 34.92 | 58.97 | 47.47 | 39.01 | 121.74 |
| Draw Down(%) | NA | 20.15 | 26.99 | 60.14 | 60.14 | NA | NA | … | … | 10.53 | 26.99 | 11.67 | 21.96 | 60.14 | 20.70 | 19.51 | 21.61 | 31.11 | 15.24 | 31.87 | 27.95 | 50.60 | 32.78 | 66.98 | 64.12 | 15.74 | 25.59 | 42.55 | 16.96 | 16.32 | 27.74 | 60.25 | 25.19 | 26.37 | 36.08 |
| Yield(%) | 0.00 | 7.08 | 6.66 | 6.12 | 6.74 | 1.82 | 2.97 | … | … | 8.28 | 2.63 | 2.52 | 2.18 | 9.34 | 2.51 | 1.54 | 2.19 | 1.00 | 4.15 | 3.89 | 4.15 | 1.50 | 0.00 | 0.29 | 2.87 | 16.23 | 4.81 | 0.14 | 0.98 | 0.14 | 0.62 | 1.11 | 1.49 | 0.66 | 0.00 |
Data as of 12/13/2012, Common starting date is 11/05/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAY (May Department Stores Co) |
-39.34%
Aug 1995 – Aug 1998 |
-28.88%
Dec 1993 – Dec 1998 |
-11.44%
Apr 1993 – Apr 2003 |
-7.03%
Dec 1993 – Dec 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAY (May Department Stores Co) |
35.77%
Dec 1990 – Dec 1993 |
31.18%
Dec 1988 – Dec 1993 |
17.75%
May 2001 – May 2011 |
2.37%
Mar 1989 – Mar 2004 |
Annualized Rolling Returns Comparison Chart