Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VMED (Virgin Media Inc) | NA | 125.49% | 49.61% | 27.45% | NA | NA | NA | 19.74% |
Data as of 06/07/2013, AR inception is 07/20/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VMED (Virgin Media Inc) | 07/20/2004 | 06/07/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.70 | 125.49 | 49.61 | 27.45 | NA | NA | NA | 19.74 | 39.00 | 72.90 | -21.03 | 63.18 | 243.90 | -70.37 | -31.70 | 6.17 | 35.49 | 36.28 |
| Sharpe Ratio | NA | 5.29 | 1.73 | 0.47 | NA | NA | NA | 0.34 | 3.89 | 3.32 | -0.60 | 1.81 | 4.18 | -0.71 | -0.91 | 0.09 | 1.67 | 2.73 |
| Standard Deviation(%) | NA | 23.72 | 28.62 | 57.82 | NA | NA | NA | 47.96 | 29.31 | 22.20 | 34.88 | 34.81 | 58.38 | 100.56 | 38.16 | 30.62 | 19.98 | 35.05 |
| Draw Down(%) | NA | 6.94 | 36.36 | 79.60 | NA | NA | NA | 88.83 | 4.96 | 17.03 | 36.36 | 22.11 | 25.64 | 80.81 | 42.06 | 29.17 | 8.99 | 22.48 |
| Yield(%) | 0.00 | 0.88 | 1.12 | 1.05 | 0.82 | 0.55 | 0.41 | 1.03 | 0.21 | 0.73 | 0.59 | 0.92 | 3.13 | 0.95 | 0.52 | 0.21 | 0.00 | 0.00 |
Data as of 06/07/2013, AR inception is 07/20/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMED (Virgin Media Inc) |
-44.53%
Mar 2006 - Mar 2009 |
-5.09%
Jun 2005 - Jun 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMED (Virgin Media Inc) |
76.01%
Feb 2009 - Feb 2012 |
31.93%
Apr 2008 - Apr 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart