Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TLAB (Tellabs Inc) | NA | 0.04% | -18.70% | -2.82% | -7.54% | -12.93% | 0.96% | 10.01% |
Data as of 12/03/2013, AR inception is 03/27/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TLAB (Tellabs Inc) | 03/27/1990 | 12/03/2013 |
| 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 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.04 | -18.70 | -2.82 | -7.54 | -12.93 | 0.96 | 10.01 | 7.02 | -20.15 | -39.34 | 20.69 | 37.86 | -37.00 | -36.26 | -5.87 | 26.89 | 2.14 | 15.68 | -51.40 | -73.52 | -11.98 | 87.25 | 29.65 | 40.56 | 103.35 | 32.74 | 135.98 | 186.36 | 14.42 | 44.20 | 57.89 |
| Sharpe Ratio | NA | 0.00 | -0.45 | -0.07 | -0.19 | NA | NA | 0.11 | 0.26 | -0.51 | -0.78 | 0.50 | 0.82 | -0.65 | -1.23 | -0.19 | 0.83 | 0.03 | 0.25 | -0.64 | -0.91 | -0.22 | 1.42 | 0.39 | -0.27 | 2.05 | 0.54 | 2.65 | 3.47 | 0.24 | 0.80 | 1.57 |
| Standard Deviation(%) | NA | 30.59 | 41.54 | 43.90 | 44.86 | NA | NA | 54.25 | 29.21 | 39.61 | 50.46 | 41.31 | 46.29 | 58.54 | 31.95 | 48.53 | 29.73 | 45.16 | 60.27 | 82.20 | 83.92 | 71.33 | 59.25 | 66.76 | 54.96 | 48.19 | 53.06 | 50.21 | 52.81 | 50.19 | 50.29 | 48.76 |
| Draw Down(%) | NA | 27.48 | 62.25 | 70.76 | 83.81 | NA | NA | 96.42 | 17.39 | 36.26 | 48.70 | 32.58 | 27.42 | 51.15 | 47.81 | 47.57 | 27.45 | 32.36 | 41.61 | 76.32 | 86.12 | 45.80 | 25.18 | 62.36 | 26.19 | 21.13 | 39.22 | 23.65 | 27.57 | 34.34 | 27.03 | 34.22 |
| Yield(%) | 0.00 | 29.67 | 5.91 | 6.05 | 1.59 | 0.15 | 0.13 | 0.57 | 0.00 | 26.47 | 1.18 | 1.40 | 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 12/03/2013, AR inception is 03/27/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TLAB (Tellabs Inc) |
-58.50%
Sep 1999 - Sep 2002 |
-35.01%
Mar 2000 - Mar 2005 |
-22.06%
Jan 2001 - Jan 2011 |
-15.47%
Jun 1998 - Jun 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TLAB (Tellabs Inc) |
154.58%
Aug 1992 - Aug 1995 |
111.31%
Aug 1992 - Aug 1997 |
62.56%
Jun 1990 - Jun 2000 |
24.44%
Sep 1990 - Sep 2005 |
Annualized Rolling Returns Comparison Chart