Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
VRGY (Verigy Ltd) | NA | 78.78% | -12.81% | -0.90% | NA | NA | NA | 0.92% |
Data as of 07/05/2011, AR inception is 06/14/2006
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
VRGY (Verigy Ltd) | 06/14/2006 | 07/05/2011 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.20 | 78.78 | -12.81 | -0.90 | NA | NA | NA | 0.92 | 15.21 | 1.24 | 33.68 | -64.59 | 53.07 | 23.87 |
Sharpe Ratio | NA | 1.82 | -0.26 | -0.04 | NA | NA | NA | -0.01 | 1.18 | 0.02 | 0.62 | -1.13 | 0.95 | 1.29 |
Standard Deviation(%) | NA | 41.72 | 52.04 | 49.37 | NA | NA | NA | 49.60 | 27.51 | 52.28 | 54.58 | 57.96 | 52.97 | 34.42 |
Draw Down(%) | NA | 17.38 | 73.46 | 79.33 | NA | NA | NA | 79.33 | 10.16 | 43.71 | 42.74 | 69.67 | 33.56 | 20.58 |
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 |
Data as of 07/05/2011, AR inception is 06/14/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
VRGY (Verigy Ltd) |
-32.78%
Jun 2007 - Jun 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
VRGY (Verigy Ltd) |
-3.85%
Jul 2006 - Jul 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart