Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| 22 Stocks Good Enough For Buffett And Lynch | NA | -4.39% | 3.50% | -0.92% | NA | NA | NA | 9.38% |
Data as of 11/30/2012, AR inception is 02/26/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 22 Stocks Good Enough For Buffett And Lynch | 02/26/2005 | 02/01/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.37 | -4.39 | 3.50 | -0.92 | NA | NA | NA | 9.38 | 1.43 | -2.03 | -4.61 | 16.49 | 43.38 | -39.84 | 51.44 | 21.15 | 11.19 |
| Sharpe Ratio | NA | -0.41 | 0.22 | -0.01 | NA | NA | NA | 0.30 | 0.07 | -0.14 | -0.18 | 0.80 | 1.56 | -0.89 | 2.47 | 1.33 | 0.83 |
| Standard Deviation(%) | NA | 15.56 | 20.64 | 28.65 | NA | NA | NA | 24.80 | 21.41 | 14.69 | 25.32 | 20.46 | 27.72 | 45.90 | 19.64 | 13.38 | 11.17 |
| Draw Down(%) | NA | 13.94 | 24.05 | 59.37 | NA | NA | NA | 59.37 | 5.72 | 14.18 | 24.05 | 20.09 | 20.74 | 59.37 | 10.42 | 10.97 | 8.50 |
| Yield(%) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Data as of 11/30/2012, AR inception is 02/26/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 22 Stocks Good Enough For Buffett And Lynch |
-3.77%
Jun 2008 - Jun 2011 |
-1.80%
Oct 2007 - Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 22 Stocks Good Enough For Buffett And Lynch |
32.33%
May 2005 - May 2008 |
13.99%
Mar 2005 - Mar 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart