Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COH (Coach Inc) | NA | 13.77% | 8.71% | -3.68% | 3.09% | 13.36% | NA | … | … |
Data as of 10/30/2017, Common starting date is 10/06/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COH (Coach Inc) | 10/06/2000 | 10/30/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.25 | 13.77 | 8.71 | -3.68 | 3.09 | 13.36 | NA | … | … | 15.57 | 10.81 | -9.34 | -30.76 | 3.59 | -7.43 | 11.91 | 53.29 | 77.20 | -32.08 | -28.82 | 28.85 | 18.23 | 49.40 | 129.34 | 68.91 | 35.58 | 47.44 |
| Sharpe Ratio | NA | 0.48 | 0.30 | -0.13 | 0.07 | NA | NA | … | … | 0.63 | 0.37 | -0.32 | -1.16 | 0.12 | -0.20 | 0.30 | 1.63 | 1.46 | -0.47 | -0.85 | 0.87 | 0.53 | 1.60 | 3.52 | 1.27 | 0.50 | 5.88 |
| Standard Deviation(%) | NA | 28.57 | 28.67 | 28.60 | 39.87 | NA | NA | … | … | 29.11 | 28.56 | 29.43 | 26.54 | 28.75 | 38.36 | 39.03 | 32.66 | 52.84 | 69.35 | 37.52 | 29.59 | 30.40 | 30.32 | 36.57 | 53.56 | 67.67 | 74.18 |
| Draw Down(%) | NA | 19.59 | 35.17 | 51.56 | 68.68 | NA | NA | … | … | 19.59 | 19.80 | 35.17 | 40.01 | 24.76 | 37.30 | 32.03 | 22.45 | 46.73 | 64.09 | 43.47 | 30.81 | 20.10 | 21.80 | 15.67 | 39.45 | 48.10 | 21.55 |
| Yield(%) | 0.00 | 3.77 | 3.95 | 2.39 | 2.53 | 2.04 | 2.33 | … | … | 2.86 | 4.02 | 3.62 | 2.42 | 2.38 | 1.87 | 1.51 | 1.45 | 1.02 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/30/2017, Common starting date is 10/06/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COH (Coach Inc) |
-26.85%
Feb 2006 – Feb 2009 |
-9.96%
Feb 2012 – Feb 2017 |
-0.30%
Feb 2007 – Feb 2017 |
13.66%
Apr 2002 – Apr 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COH (Coach Inc) |
93.12%
Nov 2000 – Nov 2003 |
65.59%
Nov 2000 – Nov 2005 |
35.46%
Nov 2000 – Nov 2010 |
18.77%
Nov 2000 – Nov 2015 |
Annualized Rolling Returns Comparison Chart