Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VCI (Valassis Communications Inc) | NA | -95.57% | -60.89% | -39.90% | -27.88% | -20.30% | -9.45% | … | … |
Data as of 12/05/2014, Common starting date is 03/11/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VCI (Valassis Communications Inc) | 03/11/1992 | 12/05/2014 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -15.65 | -95.57 | -60.89 | -39.90 | -27.88 | -20.30 | -9.45 | … | … | 38.65 | 35.69 | -40.56 | 77.16 | 1,283.33 | -88.55 | -19.38 | -50.12 | -16.97 | 19.28 | -0.27 | -17.38 | 12.86 | -25.30 | 22.75 | 39.54 | 75.19 | 20.69 | 16.67 | 12.19 | -39.83 | 38.93 |
| Sharpe Ratio | NA | 0.76 | 0.11 | 1.68 | 0.01 | NA | NA | … | … | 1.06 | 0.94 | -0.88 | 1.68 | 11.90 | -0.77 | -0.38 | -1.60 | -0.76 | 0.96 | -0.04 | -0.47 | 0.36 | -0.65 | 0.58 | 1.01 | 0.57 | 0.58 | 0.40 | 0.17 | -0.90 | 1.39 |
| Standard Deviation(%) | NA | 35.35 | 40.74 | 54.66 | 75.60 | NA | NA | … | … | 36.52 | 38.17 | 46.27 | 45.84 | 107.82 | 115.65 | 59.79 | 33.57 | 25.31 | 19.12 | 24.43 | 39.09 | 29.67 | 44.94 | 33.43 | 35.81 | 34.88 | 29.53 | 31.91 | 53.51 | 46.27 | 34.07 |
| Draw Down(%) | NA | 21.51 | 47.73 | 54.51 | 97.22 | NA | NA | … | … | 21.51 | 28.13 | 47.73 | 25.34 | 42.71 | 93.20 | 60.00 | 53.44 | 28.79 | 13.32 | 28.98 | 38.39 | 17.99 | 48.74 | 18.76 | 27.06 | 14.50 | 21.68 | 25.03 | 34.39 | 61.07 | 22.86 |
| Yield(%) | 0.00 | 1.10 | 2.36 | 1.86 | 0.46 | 0.27 | 0.56 | … | … | 4.71 | 1.55 | 0.00 | 0.00 | 0.00 | 0.54 | 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 | 0.86 | 1.01 |
Data as of 12/05/2014, Common starting date is 03/11/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VCI (Valassis Communications Inc) |
-64.15%
Dec 2005 – Dec 2008 |
-46.85%
Jan 2004 – Jan 2009 |
-27.87%
Jan 1999 – Jan 2009 |
-20.05%
Oct 1999 – Oct 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VCI (Valassis Communications Inc) |
164.50%
Feb 2009 – Feb 2012 |
94.81%
Jan 2009 – Jan 2014 |
15.33%
Jul 1995 – Jul 2005 |
9.10%
Jul 1995 – Jul 2010 |
Annualized Rolling Returns Comparison Chart