Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SHLM (A. Schulman Inc) | NA | -27.48% | -12.83% | -2.69% | 1.52% | 4.16% | 4.17% | 0.07% |
Data as of 08/21/2018, AR inception is 07/09/1986
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SHLM (A. Schulman Inc) | 07/09/1986 | 08/21/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -52.35 | -27.48 | -12.83 | -2.69 | 1.52 | 4.16 | 4.17 | 0.07 | 19.86 | 14.21 | 12.61 | -22.76 | 17.51 | 24.40 | 41.98 | -4.74 | 16.59 | 23.06 | -18.64 | -0.60 | 5.95 | 3.78 | 3.23 | 18.30 | 40.58 | 24.14 | -26.46 | -25.92 | -7.63 | 4.57 | 10.77 | -17.17 | -17.61 | 18.72 | -31.72 | 38.46 | -11.64 | -14.81 | 16.39 | -10.01 | -4.36 |
| Sharpe Ratio | NA | 2.35 | 0.26 | 0.33 | 0.23 | NA | NA | 0.01 | 1.46 | 0.41 | 0.20 | -0.74 | 0.56 | 0.86 | 1.31 | -0.12 | 0.43 | 0.45 | -0.39 | -0.10 | 0.10 | 0.07 | 0.08 | 0.51 | 0.77 | 0.47 | -0.69 | -0.67 | -0.32 | 0.03 | 0.19 | -0.51 | -0.54 | 0.54 | -0.68 | 1.12 | -0.32 | -0.44 | 0.53 | -0.24 | -0.43 |
| Standard Deviation(%) | NA | 22.02 | 43.61 | 38.51 | 40.55 | NA | NA | 39.94 | 21.57 | 33.40 | 62.86 | 30.73 | 31.07 | 28.29 | 32.39 | 39.46 | 38.25 | 50.77 | 50.47 | 37.11 | 26.64 | 23.62 | 29.06 | 34.25 | 51.13 | 47.29 | 43.96 | 43.64 | 34.25 | 37.06 | 38.30 | 41.19 | 38.19 | 30.75 | 50.20 | 30.96 | 51.91 | 46.70 | 22.15 | 58.32 | 28.97 |
| Draw Down(%) | NA | 11.90 | 43.87 | 54.91 | 54.91 | NA | NA | 75.34 | 11.90 | 28.40 | 29.86 | 39.78 | 29.87 | 24.27 | 34.99 | 36.04 | 36.10 | 32.87 | 50.10 | 24.30 | 17.94 | 23.30 | 18.25 | 31.15 | 40.81 | 35.97 | 37.14 | 41.46 | 46.74 | 24.85 | 23.25 | 41.49 | 39.75 | 16.07 | 38.04 | 16.67 | 52.03 | 41.53 | 16.86 | 48.27 | 25.00 |
| Yield(%) | 0.00 | 2.79 | 2.41 | 3.02 | 3.13 | 3.99 | 3.87 | 1.25 | 1.65 | 2.42 | 2.76 | 2.07 | 2.35 | 1.99 | 4.27 | 2.78 | 2.89 | 3.50 | 2.83 | 2.66 | 2.67 | 2.76 | 2.58 | 2.82 | 3.96 | 4.88 | 3.48 | 2.31 | 1.87 | 1.76 | 1.69 | 1.28 | 0.97 | 1.10 | 0.66 | 1.17 | 1.15 | 1.05 | 1.32 | 0.59 | 0.00 |
Data as of 08/21/2018, AR inception is 07/09/1986
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHLM (A. Schulman Inc) |
-20.46%
Dec 1997 - Dec 2000 |
-15.09%
May 1995 - May 2000 |
-10.47%
Sep 1991 - Sep 2001 |
-5.72%
Sep 1986 - Sep 2001 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHLM (A. Schulman Inc) |
33.47%
Jun 2012 - Jun 2015 |
25.43%
Mar 2009 - Mar 2014 |
13.92%
Mar 2005 - Mar 2015 |
12.40%
Mar 2000 - Mar 2015 |
Annualized Rolling Returns Comparison Chart