Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| XATA (Xata Corporation) | NA | -61.54% | -43.54% | -27.31% | -15.78% | -10.17% | NA | -13.78% |
Data as of 08/13/2012, AR inception is 12/18/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XATA (Xata Corporation) | 12/18/1995 | 08/13/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -23.08 | -61.54 | -43.54 | -27.31 | -15.78 | -10.17 | NA | -13.78 | -44.88 | -39.23 | -27.18 | 55.14 | -39.14 | -42.86 | 9.47 | -20.07 | 51.24 | 8.65 | -14.94 | 58.18 | -31.25 | 220.00 | -64.29 | -50.84 | -6.68 | 1.73 |
| Sharpe Ratio | NA | -0.76 | -0.65 | -0.36 | -0.23 | NA | NA | -0.23 | -0.69 | -0.66 | -0.67 | 0.75 | -0.47 | -0.84 | 0.21 | -0.39 | 1.04 | 0.09 | -0.25 | 0.65 | -0.38 | 1.70 | -0.55 | -1.13 | -0.15 | 0.58 |
| Standard Deviation(%) | NA | 84.90 | 67.45 | 77.81 | 74.58 | NA | NA | 78.47 | 89.62 | 59.17 | 40.74 | 73.84 | 84.82 | 54.57 | 30.01 | 57.16 | 48.29 | 84.92 | 63.35 | 87.36 | 93.67 | 127.46 | 122.96 | 93.85 | 66.72 | 117.49 |
| Draw Down(%) | NA | 69.70 | 84.58 | 85.75 | 90.70 | NA | NA | 94.73 | 61.78 | 59.61 | 44.44 | 37.25 | 61.52 | 50.38 | 10.82 | 41.94 | 22.48 | 51.81 | 43.85 | 32.36 | 58.33 | 52.89 | 78.96 | 54.93 | 41.83 | 9.68 |
| 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 |
Data as of 08/13/2012, AR inception is 12/18/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XATA (Xata Corporation) |
-44.50%
May 1996 - May 1999 |
-29.36%
May 2007 - May 2012 |
-16.57%
May 2002 - May 2012 |
-12.09%
May 1997 - May 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XATA (Xata Corporation) |
51.54%
Dec 1998 - Dec 2001 |
30.48%
Mar 1999 - Mar 2004 |
7.01%
May 1999 - May 2009 |
-6.05%
Jan 1996 - Jan 2011 |
Annualized Rolling Returns Comparison Chart