Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| XRIT (X Rite Inc) | NA | 27.06% | 40.68% | -16.71% | -3.23% | -6.13% | -1.74% | 3.56% |
Data as of 05/15/2012, AR inception is 03/27/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XRIT (X Rite Inc) | 03/27/1990 | 05/15/2012 |
| 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 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 27.06 | 40.68 | -16.71 | -3.23 | -6.13 | -1.74 | 3.56 | 19.40 | 1.53 | 109.63 | 46.31 | -87.18 | -5.53 | 24.12 | -37.07 | 42.47 | 63.60 | -16.85 | 10.33 | 26.88 | -16.92 | -56.75 | 11.86 | 18.28 | -27.66 | 81.27 | -16.03 | 103.39 | 141.46 | -12.02 |
| Sharpe Ratio | NA | 0.53 | 0.87 | -0.21 | NA | NA | NA | -0.01 | 1.03 | 0.03 | 2.49 | 0.78 | -0.89 | -0.22 | 0.57 | -0.86 | 1.14 | 1.55 | -0.26 | 0.13 | 0.28 | -0.35 | -0.84 | -1.20 | 0.34 | -0.70 | 2.01 | -0.38 | 1.83 | 3.30 | -0.40 |
| Standard Deviation(%) | NA | 47.25 | 46.54 | 80.78 | NA | NA | NA | 56.05 | 60.08 | 45.35 | 44.07 | 59.22 | 99.16 | 39.63 | 37.02 | 45.88 | 36.51 | 40.47 | 69.75 | 61.70 | 81.04 | 57.54 | 71.55 | 36.08 | 42.93 | 44.89 | 38.89 | 47.67 | 54.65 | 41.45 | 51.98 |
| Draw Down(%) | NA | 33.47 | 33.73 | 93.84 | 93.96 | NA | NA | 94.99 | 16.67 | 33.73 | 18.09 | 37.74 | 89.33 | 30.37 | 41.70 | 39.28 | 20.06 | 20.70 | 31.91 | 31.83 | 57.97 | 26.38 | 63.44 | 19.81 | 27.51 | 39.86 | 18.77 | 30.76 | 26.55 | 19.28 | 42.95 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.56 | 0.40 | 0.20 | 0.57 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.93 | 0.65 | 0.86 | 1.38 | 1.10 | 1.35 | 1.61 | 1.32 | 0.56 | 0.62 | 0.71 | 0.52 | 0.39 | 0.34 | 0.21 | 0.33 | 0.19 |
Data as of 05/15/2012, AR inception is 03/27/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XRIT (X Rite Inc) |
-57.12%
Mar 2006 - Mar 2009 |
-41.07%
Mar 2004 - Mar 2009 |
-17.49%
May 1998 - May 2008 |
-13.34%
Mar 1994 - Mar 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XRIT (X Rite Inc) |
70.96%
Sep 1990 - Sep 1993 |
54.35%
Aug 1990 - Aug 1995 |
16.61%
Aug 1990 - Aug 2000 |
13.18%
Aug 1990 - Aug 2005 |
Annualized Rolling Returns Comparison Chart