Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SPLS (Staples Inc) | NA | 23.68% | -2.53% | 0.98% | -4.66% | 3.27% | 2.74% | … | … |
Data as of 09/28/2017, Common starting date is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPLS (Staples Inc) | 03/26/1990 | 09/28/2017 |
| 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 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 23.68 | -2.53 | 0.98 | -4.66 | 3.27 | 2.74 | … | … | 13.00 | 0.62 | -45.76 | 18.40 | 43.95 | -15.09 | -37.39 | -5.84 | 39.39 | -21.21 | -12.63 | 18.58 | 1.86 | 24.38 | 49.18 | -2.14 | 58.31 | -43.07 | -28.76 | 136.15 | 53.63 | 11.15 | 47.73 | 45.59 | -7.27 | 46.02 | 152.98 | -16.25 |
| Sharpe Ratio | NA | 0.87 | -0.11 | 0.02 | -0.13 | NA | NA | … | … | 0.68 | 0.01 | -1.31 | 0.53 | 1.33 | -0.46 | -1.03 | -0.21 | 1.04 | -0.37 | -0.57 | 0.61 | -0.01 | 0.92 | 1.54 | -0.07 | 1.03 | -0.66 | -0.53 | 2.49 | 1.21 | 0.17 | 0.94 | 0.91 | -0.21 | 0.90 | 2.69 | -0.53 |
| Standard Deviation(%) | NA | 26.54 | 33.56 | 33.48 | 37.35 | NA | NA | … | … | 25.33 | 37.54 | 34.85 | 34.85 | 33.06 | 32.83 | 36.22 | 27.61 | 37.71 | 60.03 | 27.43 | 25.07 | 24.22 | 25.55 | 31.56 | 48.11 | 55.24 | 71.51 | 60.72 | 53.43 | 41.18 | 43.54 | 46.65 | 46.74 | 44.92 | 48.01 | 55.12 | 48.98 |
| Draw Down(%) | NA | 14.85 | 58.66 | 58.66 | 64.91 | NA | NA | … | … | 13.76 | 33.46 | 49.33 | 30.87 | 19.78 | 36.16 | 46.64 | 31.41 | 22.14 | 47.54 | 27.47 | 21.24 | 16.39 | 12.33 | 13.73 | 46.16 | 36.00 | 61.69 | 51.22 | 23.25 | 26.72 | 29.29 | 28.26 | 22.00 | 42.51 | 25.18 | 18.70 | 45.89 |
| Yield(%) | 0.00 | 4.30 | 3.62 | 3.94 | 1.87 | 2.60 | 0.92 | … | … | 2.70 | 5.04 | 2.73 | 3.08 | 4.18 | 3.09 | 1.71 | 1.47 | 1.77 | 1.49 | 1.10 | 0.97 | 0.76 | 0.76 | 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 09/28/2017, Common starting date is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPLS (Staples Inc) |
-20.60%
Dec 2009 – Dec 2012 |
-13.93%
Jan 2011 – Jan 2016 |
-9.37%
Oct 2006 – Oct 2016 |
-3.11%
Mar 1999 – Mar 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPLS (Staples Inc) |
59.17%
Dec 1995 – Dec 1998 |
58.29%
Mar 1994 – Mar 1999 |
32.08%
Sep 1990 – Sep 2000 |
27.34%
Oct 1990 – Oct 2005 |
Annualized Rolling Returns Comparison Chart