Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VARI (Varian Inc) | NA | 52.54% | -3.81% | 6.69% | 4.96% | NA | NA | 16.61% |
Data as of 05/21/2010, AR inception is 03/25/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VARI (Varian Inc) | 03/25/1999 | 05/21/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 52.54 | -3.81 | 6.69 | 4.96 | NA | NA | 16.61 | 0.60 | 53.80 | -48.68 | 45.79 | 12.57 | -2.97 | -1.56 | 45.21 | -11.56 | -4.25 | 50.58 | 135.36 |
| Sharpe Ratio | NA | 2.12 | -0.11 | 0.13 | 0.07 | NA | NA | 0.29 | 0.68 | 1.23 | -0.88 | 1.51 | 0.35 | -0.19 | -0.08 | 1.33 | -0.26 | -0.09 | 0.49 | 4.25 |
| Standard Deviation(%) | NA | 24.81 | 43.38 | 38.15 | 48.73 | NA | NA | 49.48 | 2.20 | 43.62 | 55.94 | 28.49 | 26.69 | 26.77 | 32.53 | 33.52 | 48.27 | 71.59 | 94.12 | 46.78 |
| Draw Down(%) | NA | 12.15 | 73.03 | 73.03 | 73.03 | NA | NA | 73.03 | 0.64 | 41.30 | 58.23 | 12.63 | 14.66 | 22.95 | 25.52 | 14.27 | 37.55 | 49.80 | 54.98 | 14.24 |
| Yield(%) | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/21/2010, AR inception is 03/25/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VARI (Varian Inc) |
-17.22%
Feb 2006 - Feb 2009 |
-10.70%
Feb 2004 - Feb 2009 |
2.63%
Feb 2000 - Feb 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VARI (Varian Inc) |
55.00%
Apr 1999 - Apr 2002 |
35.27%
Apr 1999 - Apr 2004 |
13.81%
Apr 1999 - Apr 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart