Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VOL (Volt Information Sciences Inc.) | NA | -33.67% | -28.33% | -17.22% | -8.85% | -3.08% | 7.81% | 4.34% |
Data as of 01/26/2011, AR inception is 03/27/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VOL (Volt Information Sciences Inc.) | 03/27/1990 | 01/26/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -15.25 | -33.67 | -28.33 | -17.22 | -8.85 | -3.08 | 7.81 | 4.34 | -24.86 | -13.50 | 38.31 | -60.41 | -45.45 | 163.99 | -35.28 | 30.04 | 32.16 | 0.00 | -17.59 | -13.07 | 5.81 | -58.12 | 84.70 | 60.55 | 91.23 | 72.73 | 32.00 | 78.57 | 11.99 | -50.02 |
| Sharpe Ratio | NA | -0.58 | -0.35 | -0.26 | -0.17 | NA | NA | 0.03 | -1.04 | -0.25 | 0.44 | -0.63 | -0.82 | 3.27 | -0.91 | 0.70 | 0.69 | -0.03 | -0.46 | -0.36 | 0.06 | -0.96 | 2.42 | 1.05 | 1.69 | 1.15 | 0.41 | 0.81 | 0.08 | -0.45 |
| Standard Deviation(%) | NA | 58.43 | 82.22 | 72.61 | 59.55 | NA | NA | 64.02 | 95.16 | 54.59 | 86.83 | 96.72 | 59.32 | 49.52 | 41.06 | 41.40 | 45.87 | 41.37 | 43.86 | 47.10 | 46.12 | 63.71 | 33.43 | 53.95 | 51.67 | 60.42 | 72.43 | 92.92 | 98.93 | 142.49 |
| Draw Down(%) | NA | 54.61 | 78.58 | 89.98 | 89.98 | NA | NA | 90.92 | 36.44 | 52.87 | 41.73 | 78.58 | 71.27 | 31.62 | 45.43 | 29.21 | 46.04 | 47.24 | 62.12 | 51.63 | 37.09 | 72.81 | 25.28 | 29.36 | 14.39 | 12.68 | 23.68 | 19.05 | 37.78 | 59.26 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/26/2011, AR inception is 03/27/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VOL (Volt Information Sciences Inc.) |
-41.34%
Jun 2006 - Jun 2009 |
-28.72%
Mar 1998 - Mar 2003 |
-11.94%
Aug 2000 - Aug 2010 |
-3.83%
Nov 1995 - Nov 2010 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VOL (Volt Information Sciences Inc.) |
115.26%
Jul 1994 - Jul 1997 |
87.22%
Oct 1992 - Oct 1997 |
27.82%
Jan 1991 - Jan 2001 |
22.70%
Dec 1991 - Dec 2006 |
Annualized Rolling Returns Comparison Chart