Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PERY (Perry Ellis International Inc) | NA | 19.83% | 9.04% | 7.88% | NA | NA | NA | … | … |
Data as of 10/23/2018, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PERY (Perry Ellis International Inc) | 06/18/2012 | 10/23/2018 |
| 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 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.15 | 19.83 | 9.04 | 7.88 | NA | NA | NA | … | … | 9.82 | 0.52 | 35.23 | -28.96 | 64.22 | -20.85 | 0.35 | -48.23 | 82.40 | 137.54 | -58.78 | -43.73 | 115.79 | -6.63 | -21.06 | 60.12 | 69.47 | 72.73 | -52.69 | -3.12 | -4.00 | 29.31 | -9.38 | 64.10 | 2.63 | -17.39 |
| Sharpe Ratio | NA | -0.03 | -0.42 | -0.38 | -0.14 | NA | NA | … | … | -0.26 | -0.50 | 0.03 | -1.36 | 1.24 | -1.04 | -0.37 | -0.97 | 1.05 | 1.34 | -0.74 | -1.43 | 3.37 | -0.91 | -1.17 | 1.21 | 0.78 | 0.80 | -0.92 | -0.11 | -0.13 | 0.58 | -0.25 | 1.14 | -0.01 | -0.47 |
| Standard Deviation(%) | NA | 26.73 | 37.00 | 37.48 | 56.47 | NA | NA | … | … | 27.16 | 37.29 | 40.90 | 34.97 | 36.88 | 37.71 | 45.18 | 69.16 | 61.02 | 89.07 | 105.85 | 46.10 | 27.89 | 30.32 | 34.83 | 33.61 | 63.84 | 65.91 | 82.71 | 58.34 | 58.43 | 44.13 | 50.89 | 53.08 | 61.58 | 62.71 |
| Draw Down(%) | NA | 12.97 | 42.57 | 42.57 | 64.66 | NA | NA | … | … | 12.97 | 35.06 | 17.43 | 36.10 | 21.87 | 34.89 | 22.83 | 60.17 | 37.01 | 46.85 | 87.38 | 56.84 | 10.79 | 27.89 | 38.19 | 19.21 | 47.34 | 43.22 | 62.11 | 45.70 | 57.45 | 27.05 | 37.50 | 33.33 | 27.66 | 25.53 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/23/2018, 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 |
|---|---|---|---|---|
| PERY (Perry Ellis International Inc) |
-2.84%
May 2013 – May 2016 |
0.82%
Jul 2012 – Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PERY (Perry Ellis International Inc) |
18.63%
Feb 2014 – Feb 2017 |
10.46%
Feb 2013 – Feb 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart