Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WMS (Advanced Drainage Systems, Inc.) | NA | 85.79% | 7.80% | -6.63% | 4.73% | 10.48% | nan% | … | … |
Data as of 03/30/2015, Common starting date is 04/07/1983
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WMS (Advanced Drainage Systems, Inc.) | 04/07/1983 | 03/30/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.56 | 85.79 | 7.80 | -6.63 | 4.73 | 10.48 | nan | … | … | 29.13 | -11.39 | 48.46 | -14.72 | -54.64 | 13.10 | 48.70 | -26.58 | 57.66 | 38.94 | -25.19 | 28.02 | 74.90 | -25.10 | -0.65 | 53.43 | 78.02 | -184.29 | 5.61 | 22.18 | -12.06 | -35.32 | 21.79 | 69.67 | 667.27 | -62.84 | 70.11 | 38.10 | -25.88 | -10.53 | 150.00 | -71.64 | -30.57 |
| Sharpe Ratio | NA | 0.20 | 0.14 | -0.13 | 0.08 | NA | NA | … | … | 8.14 | -0.11 | 1.35 | -0.36 | -0.93 | 0.41 | 0.86 | -0.39 | 1.53 | 1.08 | -0.67 | 0.73 | 1.83 | -0.45 | -0.06 | 0.71 | 1.23 | NA | 0.05 | 0.42 | -0.44 | -0.89 | 0.45 | 1.23 | 9.17 | -0.96 | 1.19 | 0.59 | -0.43 | -0.27 | 2.14 | -1.03 | -0.80 |
| Standard Deviation(%) | NA | 71.05 | 53.89 | 51.36 | 50.13 | NA | NA | … | … | 23.67 | 86.60 | 47.23 | 41.36 | 58.90 | 31.84 | 56.56 | 69.74 | 35.89 | 33.18 | 40.94 | 37.27 | 40.64 | 58.66 | 49.04 | 69.96 | 60.81 | NA | 39.44 | 43.89 | 36.03 | 43.14 | 43.60 | 54.29 | 71.69 | 70.78 | 54.27 | 56.77 | 70.04 | 54.91 | 67.67 | 76.10 | 56.33 |
| Draw Down(%) | NA | 38.41 | 14.29 | 27.93 | 13.41 | NA | NA | … | … | 2.27 | 38.41 | 2.33 | 14.29 | 27.93 | 3.13 | 12.94 | 8.31 | 0.00 | 1.16 | 13.41 | 5.20 | 6.25 | 6.49 | 5.08 | 5.21 | 3.39 | 172.76 | 39.96 | 32.20 | 30.90 | 44.97 | 30.90 | 40.40 | 22.52 | 68.26 | 40.18 | 41.18 | 65.29 | 60.00 | 43.37 | 80.26 | 51.95 |
| Yield(%) | 0.00 | 0.50 | 0.11 | 0.04 | 0.03 | 0.05 | 28.89 | … | … | 0.17 | 0.25 | 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 | 554.15 | 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 03/30/2015, Common starting date is 04/07/1983
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WMS (Advanced Drainage Systems, Inc.) |
-29.50%
Jul 2011 – Jul 2014 |
-13.87%
Oct 2007 – Oct 2012 |
-1.35%
Jul 2004 – Jul 2014 |
6.02%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WMS (Advanced Drainage Systems, Inc.) |
152.16%
Nov 1990 – Nov 1993 |
62.60%
Dec 1987 – Dec 1992 |
32.41%
Jul 1984 – Jul 1994 |
16.70%
Jul 1998 – Jul 2013 |
Annualized Rolling Returns Comparison Chart