Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SNDK (SanDisk Corp) | NA | 7.83% | 4.95% | 11.11% | 6.81% | 11.54% | 9.80% | 7.65% |
Data as of 02/01/2017, AR inception is 11/08/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SNDK (SanDisk Corp) | 11/08/1995 | 02/01/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.83 | 4.95 | 11.11 | 6.81 | 11.54 | 9.80 | 7.65 | 0.00 | 0.25 | -21.41 | 40.64 | 63.32 | -11.60 | -1.30 | 71.99 | 201.98 | -71.06 | -22.91 | -31.50 | 151.58 | -59.20 | 201.48 | 40.97 | -48.11 | -71.17 | 581.42 | -30.46 | 108.33 | -35.00 | -10.45 |
| Sharpe Ratio | NA | -2.97 | -0.60 | -0.32 | -0.26 | NA | NA | -0.13 | 0.00 | -1.94 | -0.89 | 0.73 | 1.67 | -0.79 | -0.46 | 1.08 | 2.40 | -0.90 | -1.14 | -1.03 | 2.65 | -0.84 | 3.11 | 0.25 | -0.71 | -0.68 | 5.57 | -0.44 | 1.34 | -0.59 | -0.39 |
| Standard Deviation(%) | NA | 8.78 | 32.54 | 32.37 | 52.17 | NA | NA | 72.47 | NA | 17.40 | 45.09 | 30.28 | 26.89 | 38.31 | 43.10 | 49.45 | 76.53 | 100.45 | 39.51 | 52.71 | 49.25 | 93.40 | 58.66 | 86.32 | 99.20 | 138.91 | 103.77 | 77.22 | 77.75 | 65.27 | 151.92 |
| Draw Down(%) | NA | 5.82 | 56.38 | 56.38 | 90.84 | NA | NA | 96.72 | 0.00 | 18.86 | 52.31 | 22.96 | 14.52 | 40.72 | 39.20 | 33.34 | 40.88 | 83.96 | 42.91 | 51.42 | 28.09 | 72.93 | 35.81 | 57.68 | 80.49 | 82.87 | 50.86 | 76.90 | 56.62 | 54.65 | 46.43 |
| Yield(%) | 0.00 | 0.00 | 0.85 | 1.03 | 0.59 | 1.05 | 0.99 | 0.68 | 0.00 | 0.00 | 0.92 | 1.51 | 1.01 | 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 02/01/2017, AR inception is 11/08/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SNDK (SanDisk Corp) |
-51.52%
Jan 2000 - Jan 2003 |
-37.03%
Nov 2003 - Nov 2008 |
-15.31%
Jan 2000 - Jan 2010 |
-4.12%
Mar 2000 - Mar 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SNDK (SanDisk Corp) |
131.49%
Mar 1997 - Mar 2000 |
53.71%
Nov 2008 - Nov 2013 |
17.61%
Aug 1996 - Aug 2006 |
14.85%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart