Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 08/15/2014.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| UNS (UNS Energy Corp) | NA | 30.97% | 22.60% | 20.40% | 13.37% | 14.98% | 9.15% | 4.60% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UNS (UNS Energy Corp) | 09/03/1985 | 08/15/2014 |
The return data shown below all have the same latest date: 08/15/2014.
AR inception is since 09/03/1985.
AR inception is since 09/03/1985.
| 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 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.07 | 30.97 | 22.60 | 20.40 | 13.37 | 14.98 | 9.15 | 4.60 | 2.86 | 46.18 | 20.06 | 7.80 | 16.65 | 14.41 | -3.67 | -11.30 | 20.12 | 32.56 | 0.36 | 47.12 | -2.24 | -1.26 | 72.83 | -17.14 | -25.53 | 9.88 | 1.55 | 8.39 | -17.22 | 44.58 | -44.30 | -25.00 | -66.69 | -38.52 | 54.02 | 34.36 | 107.47 | 23.50 |
| Sharpe Ratio | NA | 1.34 | 1.23 | 1.11 | 0.53 | NA | NA | 0.01 | 2.14 | 1.50 | 1.59 | 0.40 | 0.83 | 0.60 | -0.10 | -0.74 | 1.29 | 1.36 | -0.07 | 1.56 | -0.11 | -0.10 | 2.38 | -0.91 | -0.97 | -2.05 | -0.05 | 0.11 | -0.45 | 0.77 | -0.45 | -0.41 | -1.40 | -1.03 | 2.16 | 1.16 | 4.19 | 3.59 |
| Standard Deviation(%) | NA | 23.08 | 18.34 | 18.24 | 23.39 | NA | NA | 41.71 | 2.15 | 30.74 | 12.69 | 19.44 | 19.97 | 23.87 | 47.60 | 19.52 | 13.05 | 22.31 | 8.11 | 29.82 | 30.00 | 36.71 | 28.91 | 22.39 | 29.74 | 22.01 | 35.72 | 40.67 | 44.43 | 54.74 | 102.81 | 70.16 | 51.38 | 43.01 | 22.71 | 26.02 | 24.51 | 24.08 |
| Draw Down(%) | NA | 8.28 | 14.11 | 14.11 | 44.03 | NA | NA | 95.61 | 0.92 | 14.11 | 7.71 | 11.01 | 12.59 | 20.43 | 33.49 | 28.94 | 8.72 | 16.96 | 5.85 | 10.67 | 31.40 | 45.53 | 16.76 | 22.55 | 34.12 | 16.40 | 26.79 | 23.32 | 25.71 | 26.81 | 84.69 | 61.02 | 69.51 | 54.68 | 12.36 | 15.83 | 14.29 | 6.87 |
| Yield(%) | 0.00 | 3.83 | 4.74 | 5.60 | 5.12 | 8.24 | 21.93 | 11.05 | 1.61 | 3.98 | 4.70 | 4.66 | 4.70 | 3.88 | 3.09 | 2.42 | 2.70 | 3.08 | 2.59 | 3.43 | 2.67 | 2.15 | 2.89 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 30.35 | 45.08 | 38.14 | 51.21 | 25.79 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UNS (UNS Energy Corp) |
-48.18%
Dec 1989 - Dec 1992 |
-35.00%
Jun 1989 - Jun 1994 |
-22.32%
Jan 1989 - Jan 1999 |
-11.79%
Sep 1988 - Sep 2003 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UNS (UNS Energy Corp) |
70.69%
Oct 1985 - Oct 1988 |
24.12%
Feb 2009 - Feb 2014 |
14.99%
Apr 2003 - Apr 2013 |
15.65%
Apr 1999 - Apr 2014 |
Annualized Rolling Returns Comparison Chart