Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TLVT (Telvent Git S.A.) | NA | 55.88% | 36.46% | 26.55% | NA | NA | NA | 29.36% |
Data as of 10/20/2011, AR inception is 10/22/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TLVT (Telvent Git S.A.) | 10/22/2004 | 10/20/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.23 | 55.88 | 36.46 | 26.55 | NA | NA | NA | 29.36 | 49.39 | -32.22 | 175.67 | -47.46 | 101.75 | 28.96 | -10.60 | 37.33 |
| Sharpe Ratio | NA | 2.44 | 0.70 | 0.48 | NA | NA | NA | 0.48 | 2.61 | -0.85 | 3.38 | -0.60 | 2.30 | 0.62 | -0.33 | 7.87 |
| Standard Deviation(%) | NA | 22.85 | 52.23 | 53.21 | NA | NA | NA | 49.06 | 24.73 | 37.87 | 51.90 | 80.20 | 43.19 | 41.61 | 38.34 | 54.31 |
| Draw Down(%) | NA | 12.33 | 58.90 | 74.23 | NA | NA | NA | 74.23 | 11.54 | 58.90 | 32.32 | 73.64 | 24.10 | 32.82 | 43.19 | 11.00 |
| Yield(%) | 0.00 | 0.00 | 1.02 | 2.05 | 1.48 | 0.99 | 0.74 | 2.46 | 0.00 | 0.00 | 3.38 | 1.93 | 2.07 | 0.00 | 0.00 | 0.00 |
Data as of 10/20/2011, AR inception is 10/22/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TLVT (Telvent Git S.A.) |
-12.44%
Jun 2007 - Jun 2010 |
11.61%
Jun 2005 - Jun 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TLVT (Telvent Git S.A.) |
47.13%
Apr 2005 - Apr 2008 |
30.04%
Jan 2005 - Jan 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart