Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OCLR (Oclaro Inc) | NA | 14.25% | 36.05% | 30.65% | NA | NA | NA | … | … |
Data as of 12/10/2018, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OCLR (Oclaro Inc) | 06/18/2012 | 12/10/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.25 | 14.25 | 36.05 | 30.65 | NA | NA | NA | … | … | 22.55 | -24.69 | 157.18 | 95.51 | -28.51 | 58.60 | -38.19 | -78.56 | 78.91 | 226.67 | -81.09 | -41.52 | -28.85 | 18.18 | -80.64 | 150.00 | -59.18 | -81.33 | -78.12 |
| Sharpe Ratio | NA | -0.08 | 0.20 | 0.14 | -0.10 | NA | NA | … | … | 0.02 | -0.73 | 2.13 | 1.29 | -0.73 | 0.58 | -0.85 | -1.18 | 0.74 | 1.48 | -0.90 | -1.32 | -0.71 | -0.03 | -1.24 | 1.61 | -0.93 | -0.93 | -0.95 |
| Standard Deviation(%) | NA | 49.45 | 55.99 | 58.57 | 79.07 | NA | NA | … | … | 49.81 | 60.64 | 57.34 | 59.59 | 64.61 | 69.27 | 90.99 | 82.02 | 81.32 | 140.16 | 112.23 | 48.41 | 72.26 | 96.41 | 80.64 | 80.98 | 84.77 | 111.52 | 124.24 |
| Draw Down(%) | NA | 27.17 | 48.73 | 62.39 | 95.08 | NA | NA | … | … | 27.17 | 45.92 | 20.72 | 25.18 | 62.39 | 53.10 | 64.44 | 85.13 | 50.73 | 62.50 | 88.37 | 52.29 | 75.46 | 67.77 | 87.12 | 35.87 | 73.54 | 94.77 | 84.42 |
| 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 12/10/2018, Common starting date is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OCLR (Oclaro Inc) |
-6.35%
Jul 2012 – Jul 2015 |
26.26%
Sep 2012 – Sep 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OCLR (Oclaro Inc) |
94.56%
Aug 2013 – Aug 2016 |
54.89%
Aug 2013 – Aug 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart