Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BJ (BJ’s Wholesale Club Holdings, Inc.) | NA | 23.47% | 9.66% | 12.20% | 0.72% | NA | NA | … | … |
Data as of 09/30/2011, Common starting date is 07/16/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BJ (BJ’s Wholesale Club Holdings, Inc.) | 07/16/1997 | 09/30/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.22 | 23.47 | 9.66 | 12.20 | 0.72 | NA | NA | … | … | 6.97 | 46.44 | -4.52 | 1.27 | 8.74 | 5.24 | 1.48 | 26.87 | 25.46 | -58.50 | 14.90 | 5.15 | 57.60 | 47.61 | 12.07 |
| Sharpe Ratio | NA | 0.92 | 0.29 | 0.31 | -0.01 | NA | NA | … | … | 0.41 | 1.43 | -0.14 | 0.01 | 0.18 | 0.07 | -0.02 | 0.83 | 0.49 | -1.21 | 0.33 | 0.02 | 1.47 | 1.47 | 0.84 |
| Standard Deviation(%) | NA | 25.34 | 32.64 | 34.82 | 39.07 | NA | NA | … | … | 23.08 | 32.43 | 32.70 | 49.29 | 31.73 | 26.25 | 31.11 | 31.29 | 50.69 | 49.15 | 38.67 | 52.11 | 37.11 | 30.16 | 29.01 |
| Draw Down(%) | NA | 12.72 | 30.39 | 36.17 | 82.25 | NA | NA | … | … | 12.72 | 12.57 | 19.91 | 28.43 | 26.21 | 21.03 | 23.41 | 22.70 | 50.89 | 67.19 | 29.17 | 30.97 | 16.92 | 21.66 | 11.91 |
| 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 |
Data as of 09/30/2011, Common starting date is 07/16/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BJ (BJ's Wholesale Club Holdings, Inc.) |
-33.47%
Mar 2000 – Mar 2003 |
-12.65%
Jul 2001 – Jul 2006 |
-1.09%
Dec 1999 – Dec 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BJ (BJ's Wholesale Club Holdings, Inc.) |
44.66%
Jul 1998 – Jul 2001 |
25.86%
Mar 2003 – Mar 2008 |
9.91%
Nov 1997 – Nov 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart