Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VLCM (Volcom Inc) | NA | 22.98% | -2.63% | -3.35% | NA | NA | NA | -3.30% |
Data as of 06/23/2011, AR inception is 07/01/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VLCM (Volcom Inc) | 07/01/2005 | 06/23/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.12 | 22.98 | -2.63 | -3.35 | NA | NA | NA | -3.30 | 29.89 | 12.72 | 53.58 | -50.52 | -25.50 | -13.05 | 17.32 |
| Sharpe Ratio | NA | 0.53 | -0.04 | -0.06 | NA | NA | NA | -0.07 | 1.95 | 0.28 | 0.82 | -0.59 | -0.49 | -0.29 | 0.80 |
| Standard Deviation(%) | NA | 43.44 | 65.03 | 69.79 | NA | NA | NA | 62.34 | 37.57 | 45.60 | 65.26 | 87.15 | 58.02 | 56.11 | 43.85 |
| Draw Down(%) | NA | 27.76 | 75.47 | 86.77 | NA | NA | NA | 86.77 | 15.66 | 36.49 | 44.10 | 74.65 | 56.09 | 54.51 | 29.83 |
| 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 |
Data as of 06/23/2011, AR inception is 07/01/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VLCM (Volcom Inc) |
-39.77%
Jan 2006 - Jan 2009 |
-15.24%
Jan 2006 - Jan 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VLCM (Volcom Inc) |
1.28%
Apr 2008 - Apr 2011 |
-5.27%
May 2006 - May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart