Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WFM (Whole Foods Market Inc) | NA | 37.95% | 3.59% | -1.32% | 7.69% | 10.53% | 13.12% | 14.97% |
Data as of 08/28/2017, AR inception is 01/23/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WFM (Whole Foods Market Inc) | 01/23/1992 | 08/28/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.62 | 37.95 | 3.59 | -1.32 | 7.69 | 10.53 | 13.12 | 14.97 | 36.98 | -6.53 | -32.73 | -11.87 | 27.91 | 34.77 | 38.47 | 84.30 | 190.78 | -76.38 | -11.66 | -37.20 | 63.73 | 43.11 | 27.31 | 21.05 | 42.53 | 31.81 | -4.13 | -5.38 | 127.22 | 62.16 | 35.37 | -54.44 | 53.85 | 19.39 |
| Sharpe Ratio | NA | 0.55 | -0.65 | -0.76 | -0.31 | NA | NA | 0.00 | 1.24 | -1.47 | -1.74 | -0.91 | 0.36 | 0.61 | 0.56 | 1.81 | 2.67 | -1.53 | -0.95 | -1.42 | 1.55 | 1.02 | 0.26 | 0.04 | 0.52 | 0.18 | -0.13 | -0.15 | 2.49 | 1.08 | 0.69 | -0.93 | 1.35 | 0.27 |
| Standard Deviation(%) | NA | 33.98 | 30.85 | 30.16 | 40.39 | NA | NA | 44.24 | 38.23 | 27.56 | 29.46 | 33.41 | 25.77 | 26.89 | 35.91 | 36.26 | 64.43 | 62.52 | 35.57 | 42.06 | 27.57 | 22.98 | 30.68 | 36.43 | 42.24 | 48.70 | 54.72 | 57.97 | 49.30 | 53.64 | 45.96 | 61.69 | 38.24 | 68.78 |
| Draw Down(%) | NA | 11.84 | 49.92 | 55.50 | 84.23 | NA | NA | 88.88 | 10.72 | 20.04 | 48.53 | 36.47 | 14.76 | 13.39 | 19.57 | 19.55 | 29.41 | 80.08 | 30.32 | 38.99 | 9.78 | 23.05 | 25.16 | 28.67 | 35.58 | 27.70 | 40.18 | 52.33 | 25.93 | 41.50 | 32.17 | 61.39 | 19.79 | 55.56 |
| Yield(%) | 0.00 | 1.94 | 1.39 | 0.98 | 1.42 | 1.65 | 1.62 | 1.80 | 1.49 | 1.62 | 1.04 | 0.84 | 0.65 | 3.68 | 0.79 | 0.00 | 0.00 | 1.51 | 1.58 | 3.37 | 1.00 | 0.90 | 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 08/28/2017, AR inception is 01/23/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WFM (Whole Foods Market Inc) |
-49.21%
Dec 2005 - Dec 2008 |
-21.03%
Dec 2003 - Dec 2008 |
-1.59%
Dec 1998 - Dec 2008 |
4.12%
Dec 1993 - Dec 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WFM (Whole Foods Market Inc) |
95.05%
Dec 2008 - Dec 2011 |
66.49%
Dec 2008 - Dec 2013 |
37.36%
Oct 1995 - Oct 2005 |
23.32%
Sep 1992 - Sep 2007 |
Annualized Rolling Returns Comparison Chart