Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FUJI (FUJIFILM Hldgs ADRg) | NA | 3.18% | -1.08% | 1.79% | -1.22% | 2.91% | NA | … | … |
Data as of 07/31/2009, Common starting date is 03/11/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FUJI (FUJIFILM Hldgs ADRg) | 03/11/1993 | 07/31/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.08 | 3.18 | -1.08 | 1.79 | -1.22 | 2.91 | NA | … | … | 43.88 | -46.19 | 1.08 | 25.25 | -9.60 | 13.57 | 3.01 | -10.21 | -12.41 | 8.26 | 4.86 | -3.77 | 16.20 | 14.51 | 25.97 | 5.19 | 1.21 |
| Sharpe Ratio | NA | 0.05 | -0.07 | -0.01 | -0.09 | NA | NA | … | … | 2.18 | -0.92 | -0.07 | 0.95 | -0.57 | 0.51 | 0.07 | -0.35 | -0.37 | 0.09 | 0.04 | -0.17 | -1.14 | 0.48 | 0.77 | 0.10 | -0.02 |
| Standard Deviation(%) | NA | 54.11 | 38.65 | 33.21 | 35.19 | NA | NA | … | … | 39.93 | 51.25 | 27.87 | 23.15 | 20.73 | 24.60 | 33.80 | 31.98 | 39.96 | 45.20 | 36.60 | 40.79 | 34.12 | 22.58 | 28.86 | 23.47 | 26.05 |
| Draw Down(%) | NA | 43.95 | 64.09 | 64.09 | 64.09 | NA | NA | … | … | 28.04 | 56.05 | 15.47 | 12.71 | 18.84 | 15.87 | 25.81 | 24.26 | 34.86 | 30.14 | 29.50 | 26.68 | 22.10 | 10.54 | 15.30 | 22.28 | 21.80 |
| Yield(%) | 0.00 | 0.53 | 0.53 | 0.65 | 0.49 | 0.34 | 0.28 | … | … | 0.00 | 0.39 | 0.63 | 0.63 | 0.63 | 0.69 | 0.66 | 0.56 | 0.45 | 0.38 | 0.19 | 0.16 | 0.22 | 0.26 | 0.17 | 0.22 | 0.14 |
Data as of 07/31/2009, Common starting date is 03/11/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FUJI (FUJIFILM Hldgs ADRg) |
-16.27%
Feb 2006 – Feb 2009 |
-9.29%
Feb 2004 – Feb 2009 |
-6.18%
Feb 1999 – Feb 2009 |
-1.44%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FUJI (FUJIFILM Hldgs ADRg) |
24.66%
Jan 1995 – Jan 1998 |
16.45%
Feb 1995 – Feb 2000 |
6.47%
Feb 1995 – Feb 2005 |
3.18%
Apr 1993 – Apr 2008 |
Annualized Rolling Returns Comparison Chart