Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NWS-A (News Corporation) | NA | 53.27% | 29.88% | 3.95% | 9.78% | 9.00% | NA | 6.43% |
Data as of 08/22/2012, AR inception is 03/11/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NWS-A (News Corporation) | 03/11/1996 | 08/22/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.56 | 53.27 | 29.88 | 3.95 | 9.78 | 9.00 | NA | 6.43 | 32.47 | 23.80 | 7.52 | 53.19 | -55.29 | -4.08 | 39.08 | -16.07 | 23.82 | 34.06 | -14.06 | -8.69 | -12.93 | 36.43 | 25.84 | 14.64 | -10.23 |
| Sharpe Ratio | NA | 1.85 | 0.87 | 0.08 | 0.23 | NA | NA | 0.12 | 2.22 | 0.60 | 0.22 | 0.96 | -0.85 | -0.29 | 2.18 | -0.98 | 0.98 | 1.28 | -0.36 | -0.27 | -0.36 | 1.03 | 0.54 | 0.44 | -0.57 |
| Standard Deviation(%) | NA | 28.76 | 33.77 | 46.42 | 36.74 | NA | NA | 37.11 | 24.65 | 39.50 | 33.59 | 55.37 | 65.64 | 24.56 | 16.49 | 18.55 | 23.26 | 26.06 | 42.05 | 40.96 | 47.89 | 32.38 | 42.07 | 24.89 | 27.80 |
| Draw Down(%) | NA | 12.88 | 27.22 | 77.92 | 78.67 | NA | NA | 81.30 | 8.71 | 25.74 | 27.22 | 48.76 | 73.10 | 17.29 | 6.81 | 24.15 | 19.11 | 22.97 | 43.48 | 43.77 | 52.02 | 26.71 | 36.83 | 22.61 | 25.61 |
| Yield(%) | 0.00 | 1.16 | 1.40 | 0.69 | 0.62 | 0.77 | 0.44 | 0.56 | 0.46 | 1.15 | 1.08 | 1.24 | 0.60 | 0.56 | 0.78 | 0.64 | 0.36 | 0.41 | 0.30 | 0.26 | 0.27 | 0.28 | 0.48 | 0.47 | 0.00 |
Data as of 08/22/2012, AR inception is 03/11/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NWS-A (News Corporation) |
-29.63%
Feb 2006 - Feb 2009 |
-18.92%
Feb 2004 - Feb 2009 |
-7.76%
Feb 1999 - Feb 2009 |
4.58%
Apr 1996 - Apr 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NWS-A (News Corporation) |
54.85%
Feb 2009 - Feb 2012 |
22.17%
Sep 2002 - Sep 2007 |
12.79%
Mar 1997 - Mar 2007 |
8.35%
Jul 1997 - Jul 2012 |
Annualized Rolling Returns Comparison Chart