Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TQNT (TriQuint Semiconductor) | NA | 230.34% | 76.04% | 35.64% | 20.00% | -0.06% | 17.56% | 13.30% |
Data as of 12/31/2014, AR inception is 12/15/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TQNT (TriQuint Semiconductor) | 12/15/1993 | 12/31/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.61 | 230.34 | 76.04 | 35.64 | 20.00 | -0.06 | 17.56 | 13.30 | 230.34 | 72.67 | -0.82 | -58.34 | 94.83 | 74.42 | -48.11 | 47.33 | 1.12 | 0.00 | -37.06 | 66.75 | -65.42 | -71.94 | 57.09 | 766.88 | -4.94 | -23.21 | 95.33 | 107.69 | -46.94 | 2.08 |
| Sharpe Ratio | NA | 5.22 | 1.76 | 0.68 | 0.31 | NA | NA | 0.13 | 4.97 | 1.75 | -0.02 | -0.80 | 2.21 | 0.89 | -0.57 | 1.04 | -0.04 | -0.05 | -0.64 | 0.93 | -0.70 | -0.65 | 0.43 | 10.05 | -0.13 | -1.00 | 1.21 | 1.34 | -0.49 | 1.06 |
| Standard Deviation(%) | NA | 44.09 | 44.33 | 52.72 | 61.11 | NA | NA | 75.08 | 46.34 | 41.59 | 46.88 | 73.20 | 42.89 | 83.44 | 85.35 | 42.76 | 54.47 | 44.33 | 59.52 | 70.84 | 94.67 | 115.82 | 124.09 | 75.96 | 62.62 | 78.29 | 74.95 | 77.24 | 102.86 | 55.03 |
| Draw Down(%) | NA | 28.10 | 37.35 | 73.17 | 75.99 | NA | NA | 97.41 | 28.10 | 21.31 | 36.62 | 73.17 | 28.50 | 45.06 | 75.58 | 30.49 | 35.91 | 34.61 | 66.94 | 39.48 | 79.28 | 78.23 | 63.57 | 38.18 | 58.24 | 58.35 | 34.60 | 60.88 | 73.24 | 5.88 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/31/2014, AR inception is 12/15/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TQNT (TriQuint Semiconductor) |
-62.95%
Feb 2000 - Feb 2003 |
-43.50%
Apr 2000 - Apr 2005 |
-19.03%
Feb 2000 - Feb 2010 |
-1.73%
Jan 1994 - Jan 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TQNT (TriQuint Semiconductor) |
134.80%
Dec 1997 - Dec 2000 |
111.74%
Feb 1995 - Feb 2000 |
19.82%
Jun 1994 - Jun 2004 |
14.89%
Jul 1994 - Jul 2009 |
Annualized Rolling Returns Comparison Chart