Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PMI (Premark International Inc) | NA | -17.88% | 18.08% | -5.67% | -21.35% | -11.81% | NA | -6.32% |
Data as of 03/30/2015, AR inception is 04/11/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMI (Premark International Inc) | 04/11/1995 | 03/30/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -17.88 | 18.08 | -5.67 | -21.35 | -11.81 | NA | -6.32 | -7.82 | 12.66 | -3.60 | 99.00 | 27.27 | -46.92 | 29.23 | -85.19 | -71.63 | 15.39 | -1.14 | 12.61 | 24.43 | -10.10 | -0.88 | 38.89 | 49.07 | -31.40 | 31.18 | 23.08 | 21.18 |
| Sharpe Ratio | NA | -0.33 | 0.23 | -0.01 | -0.07 | NA | NA | -0.04 | -0.61 | 0.20 | -0.05 | 0.96 | 0.03 | -0.11 | 0.18 | -0.52 | -1.01 | 0.87 | -0.18 | 0.53 | 0.80 | -0.30 | -0.09 | 0.82 | 1.41 | -0.90 | -1.13 | 0.86 | 1.05 |
| Standard Deviation(%) | NA | 54.57 | 77.26 | 437.77 | 320.87 | NA | NA | 228.98 | 47.51 | 62.72 | 75.56 | 103.98 | 872.49 | 427.19 | 159.74 | 164.01 | 74.23 | 13.97 | 18.29 | 22.07 | 29.70 | 37.70 | 35.66 | 42.53 | 32.43 | 38.63 | 21.20 | 22.45 | 25.35 |
| Draw Down(%) | NA | 33.40 | 43.60 | 97.49 | 99.63 | NA | NA | 99.63 | 21.88 | 39.29 | 30.20 | 30.67 | 94.38 | 85.14 | 88.89 | 90.14 | 79.62 | 10.76 | 16.64 | 17.60 | 24.30 | 43.09 | 27.79 | 31.37 | 23.22 | 58.71 | 15.75 | 19.98 | 21.52 |
| Yield(%) | 0.00 | 6.51 | 10.19 | 4.14 | 0.40 | 0.30 | 0.33 | 0.35 | 0.00 | 7.65 | 11.39 | 0.00 | 30.00 | 10.59 | 0.00 | 0.25 | 0.44 | 0.51 | 0.48 | 0.45 | 0.41 | 0.14 | 0.12 | 0.17 | 0.15 | 0.09 | 0.12 | 0.15 | 0.14 |
Data as of 03/30/2015, AR inception is 04/11/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMI (Premark International Inc) |
-77.09%
Feb 2006 - Feb 2009 |
-63.91%
Aug 2006 - Aug 2011 |
-38.08%
Aug 2001 - Aug 2011 |
-23.82%
Aug 1996 - Aug 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMI (Premark International Inc) |
143.33%
Aug 2011 - Aug 2014 |
52.22%
Feb 2009 - Feb 2014 |
12.97%
Apr 1996 - Apr 2006 |
-6.46%
May 1995 - May 2010 |
Annualized Rolling Returns Comparison Chart