Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SONS (Sonus Networks Inc) | NA | 28.78% | -24.92% | 0.21% | -13.17% | 0.56% | NA | … | … |
Data as of 11/28/2017, Common starting date is 05/26/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SONS (Sonus Networks Inc) | 05/26/2000 | 11/28/2017 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.40 | 28.78 | -24.92 | 0.21 | -13.17 | 0.56 | NA | … | … | 24.29 | -11.64 | -64.08 | 26.03 | 85.29 | -29.17 | -10.11 | 26.54 | 33.54 | -72.90 | -11.53 | 77.15 | -35.08 | -24.01 | 654.00 | -78.35 | -81.70 | 56.19 |
| Sharpe Ratio | NA | 0.24 | -0.94 | -0.43 | -0.57 | NA | NA | … | … | 0.29 | -0.88 | -1.35 | 0.18 | 1.29 | -1.08 | -0.43 | 0.15 | 0.21 | -1.08 | -0.72 | 1.13 | -0.99 | -0.52 | 7.66 | -0.67 | -0.64 | 0.62 |
| Standard Deviation(%) | NA | 40.02 | 51.61 | 50.14 | 58.35 | NA | NA | … | … | 39.50 | 52.01 | 61.02 | 42.94 | 51.86 | 44.56 | 66.20 | 51.57 | 71.84 | 85.61 | 46.80 | 48.63 | 56.79 | 84.16 | 82.82 | 146.72 | 162.14 | 132.55 |
| Draw Down(%) | NA | 22.50 | 74.40 | 75.01 | 84.01 | NA | NA | … | … | 22.50 | 42.80 | 72.31 | 31.12 | 29.29 | 54.87 | 49.50 | 30.60 | 40.43 | 79.42 | 39.73 | 31.03 | 45.82 | 67.71 | 23.91 | 96.70 | 94.51 | 74.44 |
| 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 |
Data as of 11/28/2017, Common starting date is 05/26/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SONS (Sonus Networks Inc) |
-54.86%
Jun 2000 – Jun 2003 |
-39.98%
Jul 2000 – Jul 2005 |
-26.45%
Jul 2000 – Jul 2010 |
-21.72%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SONS (Sonus Networks Inc) |
202.10%
Sep 2002 – Sep 2005 |
96.17%
Sep 2002 – Sep 2007 |
24.57%
Sep 2002 – Sep 2012 |
14.16%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart