Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TSRA (Tessera Technologies Inc) | NA | -40.34% | -2.19% | 14.02% | -3.91% | NA | NA | 3.11% |
Data as of 10/12/2017, AR inception is 11/20/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TSRA (Tessera Technologies Inc) | 11/20/2003 | 10/12/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.22 | -40.34 | -2.19 | 14.02 | -3.91 | NA | NA | 3.11 | -48.57 | 50.99 | -12.67 | 86.87 | 25.92 | 0.18 | -24.38 | -4.81 | 95.88 | -71.44 | 3.12 | 56.05 | -30.53 | 97.82 | 8.48 |
| Sharpe Ratio | NA | 2.49 | 1.26 | 0.86 | 0.02 | NA | NA | 0.15 | 0.33 | 1.91 | -0.39 | 2.85 | 1.01 | 0.00 | -0.47 | -0.13 | 1.55 | -0.60 | 0.00 | 1.30 | -0.67 | 1.79 | 1.86 |
| Standard Deviation(%) | NA | 24.48 | 28.84 | 28.49 | 61.00 | NA | NA | 52.21 | 21.61 | 26.49 | 32.20 | 30.46 | 25.70 | 33.80 | 51.45 | 38.89 | 61.68 | 120.66 | 40.13 | 40.64 | 48.98 | 53.97 | 64.06 |
| Draw Down(%) | NA | 11.29 | 37.91 | 37.91 | 80.75 | NA | NA | 80.75 | 4.94 | 11.46 | 28.99 | 14.44 | 18.57 | 36.59 | 51.25 | 36.99 | 33.09 | 79.72 | 28.53 | 28.58 | 43.15 | 29.28 | 23.82 |
| Yield(%) | 0.00 | 0.52 | 2.22 | 4.83 | 0.88 | 1.30 | 0.98 | 1.50 | 0.00 | 2.73 | 2.26 | 4.66 | 4.07 | 1.18 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/12/2017, AR inception is 11/20/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSRA (Tessera Technologies Inc) |
-29.81%
Feb 2006 - Feb 2009 |
-21.33%
May 2007 - May 2012 |
-2.95%
Sep 2007 - Sep 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSRA (Tessera Technologies Inc) |
45.96%
May 2012 - May 2015 |
29.70%
Sep 2011 - Sep 2016 |
5.16%
Aug 2004 - Aug 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart