Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SCSS (Select Comfort Corp) | NA | 69.36% | 8.15% | 3.15% | 11.02% | 12.22% | NA | … | … |
Data as of 10/31/2017, Common starting date is 12/07/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCSS (Select Comfort Corp) | 12/07/1998 | 10/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.02 | 69.36 | 8.15 | 3.15 | 11.02 | 12.22 | NA | … | … | 43.68 | 5.65 | -20.79 | 28.17 | -19.41 | 20.65 | 137.57 | 40.03 | 2,508.00 | -96.43 | -59.69 | -4.63 | 52.45 | -27.54 | 163.40 | 370.00 | 39.13 | -64.62 | -84.63 | 31.37 |
| Sharpe Ratio | NA | 1.77 | 0.18 | 0.06 | 0.12 | NA | NA | … | … | 1.27 | 0.10 | -0.56 | 0.73 | -0.39 | 0.37 | 2.17 | 0.61 | 17.86 | -0.73 | -1.09 | -0.17 | 1.22 | -0.45 | 3.04 | 4.78 | 0.30 | -0.53 | -0.86 | 67.92 |
| Standard Deviation(%) | NA | 38.82 | 44.72 | 49.31 | 88.95 | NA | NA | … | … | 42.49 | 51.69 | 37.35 | 38.44 | 50.32 | 56.30 | 63.51 | 65.36 | 140.40 | 133.02 | 57.42 | 47.18 | 41.22 | 63.89 | 53.57 | 77.13 | 123.09 | 129.64 | 102.34 | 82.50 |
| Draw Down(%) | NA | 19.97 | 55.00 | 55.00 | 98.35 | NA | NA | … | … | 19.97 | 32.98 | 40.41 | 26.60 | 39.19 | 45.15 | 35.31 | 57.98 | 53.49 | 97.68 | 69.03 | 38.17 | 27.51 | 53.08 | 28.19 | 41.16 | 79.49 | 85.10 | 88.42 | 4.51 |
| 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 |
Data as of 10/31/2017, Common starting date is 12/07/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCSS (Select Comfort Corp) |
-77.43%
Feb 2006 – Feb 2009 |
-56.74%
Dec 2003 – Dec 2008 |
-33.88%
Jan 1999 – Jan 2009 |
-1.13%
Jan 1999 – Jan 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCSS (Select Comfort Corp) |
372.78%
Feb 2009 – Feb 2012 |
142.79%
Dec 2008 – Dec 2013 |
42.70%
May 2001 – May 2011 |
29.45%
May 2001 – May 2016 |
Annualized Rolling Returns Comparison Chart
