Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VALBX (Value Line US Government Securities) | NA | -2.22% | 2.07% | 3.82% | 3.46% | 4.67% | 4.55% | … | … |
Data as of 07/11/2013, Common starting date is 06/07/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VALBX (Value Line US Government Securities) | 06/07/1990 | 07/11/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.22 | 2.07 | 3.82 | 3.46 | 4.67 | 4.55 | … | … | -2.19 | 1.93 | 6.48 | 4.45 | 2.02 | 8.22 | 7.19 | 3.59 | 1.70 | 2.28 | 2.46 | 11.44 | 7.03 | 11.34 | -1.15 | 7.68 | 9.22 | 3.93 | 14.44 | -10.67 | 9.80 | 6.30 | 16.40 | 7.15 |
| Sharpe Ratio | NA | -0.99 | 0.69 | 1.06 | 0.68 | NA | NA | … | … | -1.72 | 0.83 | 1.90 | 1.31 | 0.52 | 1.32 | 1.27 | 0.09 | -0.18 | 0.42 | 0.44 | 2.47 | 1.04 | 2.15 | -1.21 | 1.10 | -11.83 | 0.11 | 3.71 | -2.55 | 2.86 | 0.91 | 2.96 | 1.39 |
| Standard Deviation(%) | NA | 2.29 | 2.98 | 3.50 | 3.49 | NA | NA | … | … | 2.42 | 2.27 | 3.40 | 3.33 | 3.68 | 5.49 | 3.29 | 3.22 | 2.61 | 3.15 | 4.03 | 4.18 | 4.60 | 3.40 | 3.61 | 3.96 | 3.87 | 3.86 | 2.86 | 5.35 | 2.69 | 4.26 | 4.26 | 5.66 |
| Draw Down(%) | NA | 2.62 | 3.72 | 3.72 | 3.96 | NA | NA | … | … | 2.19 | 1.40 | 1.95 | 3.37 | 2.16 | 3.13 | 2.19 | 1.90 | 2.10 | 3.96 | 4.73 | 2.15 | 4.13 | 2.62 | 3.72 | 3.08 | 2.40 | 3.52 | 1.15 | 12.26 | 1.72 | 3.03 | 1.83 | 2.94 |
| Yield(%) | 0.00 | 2.27 | 3.59 | 3.75 | 3.74 | 4.47 | 4.46 | … | … | 0.00 | 3.41 | 4.72 | 4.34 | 3.67 | 4.06 | 4.52 | 4.12 | 4.48 | 3.61 | 4.05 | 5.14 | 4.93 | 6.02 | 5.29 | 5.88 | 6.68 | 6.82 | 6.95 | 6.24 | 10.05 | 7.72 | 7.89 | 6.31 |
Data as of 07/11/2013, Common starting date is 06/07/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VALBX (Value Line US Government Securities) |
0.65%
Aug 1993 – Aug 1996 |
2.89%
May 2003 – May 2008 |
3.38%
May 2003 – May 2013 |
4.58%
Oct 1993 – Oct 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VALBX (Value Line US Government Securities) |
12.70%
Aug 1990 – Aug 1993 |
7.52%
Aug 1997 – Aug 2002 |
6.76%
Dec 1994 – Dec 2004 |
6.36%
Aug 1990 – Aug 2005 |
Annualized Rolling Returns Comparison Chart