Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
TLGD (Tollgrade Communications Inc) | NA | 58.74% | 28.15% | -0.85% | -10.54% | -1.29% | NA | 1.99% |
Data as of 05/10/2011, AR inception is 12/15/1995
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
TLGD (Tollgrade Communications Inc) | 12/15/1995 | 05/10/2011 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -0.10 | 58.74 | 28.15 | -0.85 | -10.54 | -1.29 | NA | 1.99 | 8.62 | 51.88 | 27.82 | -40.40 | -24.12 | -3.29 | -10.70 | -30.18 | 49.45 | -64.83 | -8.63 | 111.59 | 79.22 | -18.95 | -23.39 | 106.67 | 0.00 |
Sharpe Ratio | NA | 2.43 | 0.57 | -0.04 | -0.20 | NA | NA | -0.04 | 1.90 | 1.68 | 0.46 | -0.56 | -0.61 | -0.13 | -0.32 | -0.64 | 0.85 | -0.87 | -0.11 | 0.77 | 1.43 | -0.29 | -1.46 | 2.06 | -0.09 |
Standard Deviation(%) | NA | 24.16 | 55.24 | 51.77 | 58.15 | NA | NA | 69.81 | 13.83 | 30.90 | 60.32 | 73.15 | 44.88 | 52.07 | 40.28 | 48.80 | 57.08 | 75.96 | 101.70 | 138.97 | 53.11 | 76.03 | 53.68 | 49.41 | 37.42 |
Draw Down(%) | NA | 12.96 | 56.90 | 76.32 | 92.49 | NA | NA | 98.20 | 4.21 | 12.96 | 23.97 | 62.59 | 42.94 | 54.04 | 45.10 | 59.14 | 38.98 | 79.69 | 69.31 | 82.60 | 24.97 | 57.85 | 45.16 | 23.15 | 3.33 |
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 05/10/2011, AR inception is 12/15/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
TLGD (Tollgrade Communications Inc) |
-51.26%
Sep 2000 - Sep 2003 |
-43.69%
Jun 2000 - Jun 2005 |
-26.26%
Jun 2000 - Jun 2010 |
-1.08%
Apr 1996 - Apr 2011 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
TLGD (Tollgrade Communications Inc) |
127.75%
Sep 1997 - Sep 2000 |
35.93%
Jan 1996 - Jan 2001 |
5.60%
Mar 1996 - Mar 2006 |
1.18%
Feb 1996 - Feb 2011 |
Annualized Rolling Returns Comparison Chart