Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WMG (Warner Music Group Corp.) | NA | 51.38% | 36.00% | -18.88% | NA | NA | NA | … | … |
Data as of 10/25/2011, Common starting date is 05/11/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WMG (Warner Music Group Corp.) | 05/11/2005 | 10/25/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 51.38 | 36.00 | -18.88 | NA | NA | NA | … | … | 46.54 | -0.53 | 87.42 | -49.07 | -72.67 | 21.84 | 18.42 |
| Sharpe Ratio | NA | 1.21 | 0.40 | -0.26 | NA | NA | NA | … | … | 1.34 | -0.01 | 0.92 | -0.49 | -1.57 | 0.52 | 0.93 |
| Standard Deviation(%) | NA | 42.35 | 78.87 | 76.76 | NA | NA | NA | … | … | 44.49 | 57.05 | 95.21 | 101.22 | 48.38 | 35.48 | 29.84 |
| Draw Down(%) | NA | 19.45 | 59.42 | 93.39 | NA | NA | NA | … | … | 16.46 | 47.94 | 51.59 | 73.92 | 73.82 | 25.46 | 18.87 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.52 | 0.79 | 0.53 | 0.40 | … | … | 0.00 | 0.00 | 0.00 | 2.24 | 2.25 | 2.51 | 0.79 |
Data as of 10/25/2011, Common starting date is 05/11/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WMG (Warner Music Group Corp.) |
-55.02%
Feb 2006 – Feb 2009 |
-23.86%
Aug 2005 – Aug 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WMG (Warner Music Group Corp.) |
10.78%
Mar 2008 – Mar 2011 |
-18.34%
Oct 2005 – Oct 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart