Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ZHNE (Zhone Technologies, Inc.) | NA | -21.71% | -25.94% | -1.29% | -16.87% | NA | NA | … | … |
Data as of 09/09/2016, Common starting date is 11/17/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ZHNE (Zhone Technologies, Inc.) | 11/17/2003 | 09/09/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.59 | -21.71 | -25.94 | -1.29 | -16.87 | NA | NA | … | … | 19.00 | -43.50 | -66.85 | 1,036.17 | -47.19 | -66.67 | 30.24 | 412.50 | -93.16 | -10.69 | -37.91 | -18.53 | -47.57 | -25.15 |
| Sharpe Ratio | NA | -0.90 | -0.69 | -0.29 | -0.44 | NA | NA | … | … | -0.23 | -1.14 | -1.08 | 9.25 | -0.95 | -1.26 | 0.17 | 3.17 | -0.91 | -0.68 | -0.87 | -0.67 | -1.13 | -1.78 |
| Standard Deviation(%) | NA | 61.73 | 71.70 | 78.62 | 86.32 | NA | NA | … | … | 66.38 | 54.21 | 79.26 | 109.97 | 69.39 | 67.79 | 70.47 | 124.41 | 124.31 | 48.38 | 69.37 | 58.79 | 59.55 | 75.94 |
| Draw Down(%) | NA | 41.98 | 85.15 | 85.15 | 96.86 | NA | NA | … | … | 34.55 | 68.14 | 72.83 | 34.78 | 70.63 | 73.60 | 63.44 | 49.28 | 95.80 | 31.41 | 64.03 | 45.08 | 67.94 | 36.21 |
| 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 |
Data as of 09/09/2016, Common starting date is 11/17/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZHNE (Zhone Technologies, Inc.) |
-66.41%
Dec 2005 – Dec 2008 |
-56.16%
Dec 2003 – Dec 2008 |
-20.99%
Dec 2005 – Dec 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZHNE (Zhone Technologies, Inc.) |
52.86%
Jul 2012 – Jul 2015 |
67.92%
Dec 2008 – Dec 2013 |
-14.17%
Mar 2004 – Mar 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart