Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
RDK (Ruddick Corp.) | NA | 4.80% | 22.80% | 7.46% | 11.21% | 8.96% | 10.08% | 12.66% |
Data as of 03/30/2012, AR inception is 07/01/1991
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
RDK (Ruddick Corp.) | 07/01/1991 | 03/30/2012 |
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 | 1995 | 1994 | 1993 | 1992 | 1991 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -0.25 | 4.80 | 22.80 | 7.46 | 11.21 | 8.96 | 10.08 | 12.66 | -5.63 | 17.27 | 44.81 | -5.13 | -19.03 | 26.68 | 32.74 | 0.00 | 23.64 | 34.07 | -12.44 | 42.37 | -23.49 | -29.95 | 36.55 | 29.61 | 27.32 | 25.43 | -12.96 | 20.10 | 38.96 | 15.32 |
Sharpe Ratio | NA | 0.16 | 0.80 | 0.20 | 0.31 | NA | NA | 0.24 | -0.79 | 0.57 | 1.71 | -0.16 | -0.48 | 0.61 | 1.31 | -0.08 | 0.81 | 1.13 | -0.36 | 0.91 | -0.63 | -0.94 | 0.90 | -0.62 | 0.60 | 0.70 | -0.55 | 0.91 | 1.24 | 0.92 |
Standard Deviation(%) | NA | 30.56 | 28.34 | 34.80 | 32.18 | NA | NA | 33.79 | 26.57 | 30.08 | 26.08 | 33.20 | 41.01 | 38.66 | 22.50 | 28.72 | 28.05 | 29.45 | 37.98 | 44.91 | 43.94 | 35.36 | 36.78 | 41.21 | 39.17 | 30.89 | 28.87 | 19.81 | 29.17 | 31.75 |
Draw Down(%) | NA | 18.35 | 18.35 | 50.96 | 50.96 | NA | NA | 51.07 | 10.70 | 18.35 | 14.95 | 33.05 | 35.30 | 15.53 | 10.08 | 30.27 | 16.44 | 15.66 | 24.13 | 17.39 | 31.34 | 31.65 | 22.75 | 20.65 | 21.42 | 28.64 | 30.09 | 15.01 | 26.31 | 16.09 |
Yield(%) | 0.00 | 1.37 | 2.23 | 1.63 | 2.72 | 2.79 | 2.07 | 3.29 | 0.33 | 1.40 | 1.85 | 1.74 | 1.43 | 1.62 | 2.04 | 2.05 | 2.25 | 2.60 | 2.25 | 2.34 | 2.29 | 1.59 | 1.85 | 2.46 | 2.65 | 1.38 | 1.01 | 1.37 | 1.53 | 1.19 |
Data as of 03/30/2012, AR inception is 07/01/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
RDK (Ruddick Corp.) |
-12.73%
Nov 1997 - Nov 2000 |
-5.10%
Mar 1998 - Mar 2003 |
3.71%
Mar 1999 - Mar 2009 |
8.11%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
RDK (Ruddick Corp.) |
36.62%
Nov 1994 - Nov 1997 |
26.85%
Mar 2003 - Mar 2008 |
15.00%
Jul 2000 - Jul 2010 |
13.52%
Aug 1992 - Aug 2007 |
Annualized Rolling Returns Comparison Chart