Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SHS (Sauer-Danfoss Inc) | NA | 33.56% | 63.33% | 23.02% | 24.71% | NA | NA | 11.92% |
Data as of 04/12/2013, AR inception is 05/13/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SHS (Sauer-Danfoss Inc) | 05/13/1998 | 04/12/2013 |
| 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 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.03 | 33.56 | 63.33 | 23.02 | 24.71 | NA | NA | 11.92 | 10.25 | 52.37 | 28.18 | 135.22 | 37.26 | -63.59 | -20.32 | 75.67 | -11.61 | 37.44 | 109.97 | 1.68 | -11.93 | 6.70 | 27.17 | -55.91 |
| Sharpe Ratio | NA | 0.86 | 1.22 | 0.30 | 0.32 | NA | NA | 0.16 | 2.30 | 1.09 | 0.42 | 2.90 | 0.38 | -0.83 | -0.53 | 2.05 | -0.36 | 1.20 | 2.95 | 0.01 | -0.30 | 0.04 | 0.29 | -1.26 |
| Standard Deviation(%) | NA | 38.80 | 51.80 | 75.65 | 74.33 | NA | NA | 58.16 | 18.31 | 48.43 | 66.30 | 46.64 | 99.02 | 77.53 | 44.31 | 35.41 | 38.41 | 30.39 | 37.02 | 48.07 | 47.62 | 61.43 | 83.83 | 59.99 |
| Draw Down(%) | NA | 25.66 | 54.82 | 93.41 | 93.67 | NA | NA | 93.67 | 3.93 | 38.66 | 54.82 | 35.90 | 75.66 | 84.43 | 44.83 | 15.09 | 27.93 | 24.34 | 19.57 | 41.17 | 31.84 | 40.05 | 44.00 | 65.91 |
| Yield(%) | 0.00 | 3.10 | 4.18 | 2.05 | 6.20 | 2.43 | 1.82 | 2.60 | 0.66 | 3.74 | 0.00 | 0.00 | 0.00 | 2.89 | 2.19 | 3.11 | 2.32 | 2.10 | 3.44 | 3.37 | 3.18 | 3.01 | 3.66 | 1.23 |
Data as of 04/12/2013, AR inception is 05/13/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHS (Sauer-Danfoss Inc) |
-51.27%
Mar 2006 - Mar 2009 |
-27.27%
Mar 2004 - Mar 2009 |
-10.90%
Mar 1999 - Mar 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHS (Sauer-Danfoss Inc) |
168.74%
Mar 2009 - Mar 2012 |
36.38%
Jan 2002 - Jan 2007 |
24.44%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart