Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
TSTY (Tasty Baking Co) | NA | -40.01% | -8.76% | -12.81% | -11.42% | -1.97% | NA | 32.17% |
Data as of 05/24/2011, AR inception is 03/18/1992
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
TSTY (Tasty Baking Co) | 03/18/1992 | 05/24/2011 |
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 | 1994 | 1993 | 1992 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.25 | -40.01 | -8.76 | -12.81 | -11.42 | -1.97 | NA | 32.17 | -37.17 | -4.22 | 105.58 | -57.39 | -5.47 | 22.67 | -5.04 | -18.19 | 18.78 | -49.12 | 30.16 | 74.76 | -39.62 | -16.49 | 86.70 | 23.78 | 0.29 | 14.17 | 22,252.34 | 2.84 |
Sharpe Ratio | NA | -0.34 | -0.10 | -0.19 | -0.22 | NA | NA | 0.23 | -0.38 | -0.11 | 1.87 | -0.68 | -0.29 | 0.48 | -0.25 | -0.88 | 0.48 | -1.09 | 0.82 | 1.48 | -1.05 | -0.57 | 2.57 | 0.76 | -0.14 | 0.38 | 42.66 | 0.30 |
Standard Deviation(%) | NA | 117.48 | 90.00 | 73.34 | 57.48 | NA | NA | 125.94 | 182.75 | 40.71 | 56.39 | 86.00 | 29.22 | 40.73 | 29.41 | 21.71 | 37.52 | 45.91 | 34.43 | 47.84 | 40.66 | 34.87 | 32.22 | 26.54 | 25.11 | 29.76 | 510.45 | 4.31 |
Draw Down(%) | NA | 78.81 | 79.44 | 84.45 | 89.76 | NA | NA | 89.76 | 75.43 | 19.18 | 20.06 | 67.77 | 26.58 | 21.11 | 24.80 | 26.27 | 30.65 | 54.10 | 21.68 | 22.33 | 41.18 | 34.43 | 13.03 | 15.64 | 18.86 | 18.66 | 34.11 | 1.72 |
Yield(%) | 0.00 | 1.49 | 2.93 | 2.00 | 1.34 | 3.01 | 10.34 | 10.88 | 0.00 | 3.08 | 5.71 | 2.22 | 2.19 | 2.63 | 2.47 | 1.93 | 2.13 | 2.75 | 3.45 | 5.54 | 3.29 | 2.77 | 3.78 | 4.29 | 4.05 | 4.32 | 99.79 | 7.10 |
Data as of 05/24/2011, AR inception is 03/18/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
TSTY (Tasty Baking Co) |
-28.03%
Mar 2008 - Mar 2011 |
-22.41%
Mar 2006 - Mar 2011 |
-16.73%
Mar 2001 - Mar 2011 |
-5.91%
Mar 1996 - Mar 2011 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
TSTY (Tasty Baking Co) |
566.16%
Sep 1992 - Sep 1995 |
270.03%
Mar 1993 - Mar 1998 |
91.55%
Apr 1992 - Apr 2002 |
50.57%
Jun 1992 - Jun 2007 |
Annualized Rolling Returns Comparison Chart