Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TWX (Time Warner Inc) | NA | 0.69% | 5.89% | 13.78% | 14.97% | 9.73% | 9.35% | … | … |
Data as of 06/15/2018, Common starting date is 03/19/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TWX (Time Warner Inc) | 03/19/1992 | 06/15/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.60 | 0.69 | 5.89 | 13.78 | 14.97 | 9.73 | 9.35 | … | … | 8.91 | -5.62 | 52.41 | -22.91 | 30.03 | 48.62 | 35.83 | 15.46 | 13.60 | 44.87 | -37.88 | -23.27 | 26.37 | -9.83 | 8.12 | 37.33 | -59.19 | -7.76 | -54.14 | 95.65 | 585.63 | 172.18 | -11.33 | 167.86 | 91.45 | 100.00 | 98.31 |
| Sharpe Ratio | NA | -0.02 | 0.27 | 0.63 | 0.49 | NA | NA | … | … | 1.53 | -0.48 | 2.25 | -0.97 | 1.05 | 2.65 | 1.93 | 0.52 | 0.57 | 1.01 | -0.71 | -1.23 | 1.65 | -0.68 | 0.37 | 1.01 | -0.95 | -0.18 | -0.91 | 1.32 | 9.28 | 2.98 | -0.20 | 2.94 | 1.57 | 1.50 | 2.03 |
| Standard Deviation(%) | NA | 14.76 | 19.94 | 21.58 | 29.76 | NA | NA | … | … | 12.71 | 13.05 | 23.04 | 23.58 | 28.61 | 18.34 | 18.71 | 29.84 | 23.83 | 44.33 | 54.44 | 21.38 | 14.09 | 17.59 | 19.41 | 36.11 | 63.53 | 58.13 | 64.19 | 70.24 | 62.74 | 56.24 | 74.93 | 55.70 | 56.39 | 64.76 | 66.88 |
| Draw Down(%) | NA | 15.80 | 33.35 | 33.35 | 57.66 | NA | NA | … | … | 5.37 | 15.80 | 16.97 | 29.64 | 18.80 | 8.27 | 10.67 | 26.90 | 16.16 | 35.19 | 57.66 | 28.44 | 14.59 | 16.45 | 18.20 | 34.46 | 70.50 | 48.90 | 58.07 | 50.56 | 39.81 | 24.20 | 67.50 | 25.61 | 41.26 | 29.41 | 38.13 |
| Yield(%) | 0.00 | 1.63 | 1.83 | 2.51 | 10.38 | 6.94 | 0.97 | … | … | 0.88 | 1.67 | 2.48 | 1.65 | 1.85 | 2.31 | 2.86 | 2.90 | 2.90 | 46.73 | 1.55 | 1.07 | 1.19 | 0.52 | 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 06/15/2018, Common starting date is 03/19/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TWX (Time Warner Inc) |
-45.54%
Mar 2000 – Mar 2003 |
-25.51%
Mar 1999 – Mar 2004 |
-18.70%
Mar 1999 – Mar 2009 |
-4.28%
Mar 1999 – Mar 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TWX (Time Warner Inc) |
236.61%
Oct 1996 – Oct 1999 |
164.99%
Mar 1994 – Mar 1999 |
70.47%
Apr 1992 – Apr 2002 |
43.67%
Apr 1992 – Apr 2007 |
Annualized Rolling Returns Comparison Chart