Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SCMR (Sycamore Networks) | NA | -57.46% | -6.83% | -13.71% | -7.34% | -7.33% | NA | … | … |
Data as of 11/21/2016, Common starting date is 10/25/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCMR (Sycamore Networks) | 10/25/1999 | 11/21/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.49 | -57.46 | -6.83 | -13.71 | -7.34 | -7.33 | NA | … | … | -55.79 | 37.84 | 27.29 | -7.42 | -30.52 | -13.06 | 29.21 | 14.57 | -29.95 | 2.13 | -12.96 | 6.40 | -22.22 | 80.62 | -46.08 | -85.61 | -63.72 | 73.95 |
| Sharpe Ratio | NA | -0.53 | -0.29 | -0.40 | -0.40 | NA | NA | … | … | -0.51 | 0.34 | 0.25 | -0.48 | -1.30 | -0.76 | 0.29 | -0.08 | -0.83 | -0.76 | -0.98 | -0.52 | -0.92 | 1.10 | -1.03 | -0.94 | -0.66 | 24.31 |
| Standard Deviation(%) | NA | 171.74 | 106.41 | 87.62 | 69.29 | NA | NA | … | … | 181.06 | 57.60 | 35.79 | 54.45 | 37.90 | 41.65 | 36.44 | 49.28 | 59.64 | 26.16 | 36.13 | 28.17 | 45.48 | 55.68 | 64.09 | 114.00 | 131.31 | 75.77 |
| Draw Down(%) | NA | 85.45 | 87.69 | 87.69 | 87.74 | NA | NA | … | … | 85.45 | 29.23 | 16.67 | 38.07 | 39.58 | 36.82 | 26.03 | 23.61 | 36.20 | 14.88 | 30.84 | 20.69 | 46.26 | 27.81 | 61.51 | 93.60 | 84.67 | 21.65 |
| Yield(%) | 0.00 | 0.00 | 17.02 | 15.59 | 59.59 | 27.17 | 0.62 | … | … | 0.00 | 0.00 | 48.98 | 73.58 | 65.86 | 0.00 | 30.63 | 37.17 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/21/2016, Common starting date is 10/25/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCMR (Sycamore Networks) |
-72.55%
Feb 2000 – Feb 2003 |
-52.44%
Feb 2000 – Feb 2005 |
-32.66%
Feb 2000 – Feb 2010 |
-22.78%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCMR (Sycamore Networks) |
21.12%
Mar 2013 – Mar 2016 |
11.61%
Sep 2002 – Sep 2007 |
2.70%
Oct 2002 – Oct 2012 |
-6.72%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart