Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KOGRX (E*TRADE Kobren Growth) | NA | -38.47% | -14.30% | -3.96% | -1.20% | NA | NA | … | … |
Data as of 05/01/2009, Common starting date is 02/21/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KOGRX (E*TRADE Kobren Growth) | 02/21/1997 | 05/01/2009 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -38.47 | -14.30 | -3.96 | -1.20 | NA | NA | … | … | -4.08 | -37.49 | -10.41 | 19.86 | 13.69 | 10.90 | 28.23 | -11.44 | -17.35 | -2.98 | 34.22 | 11.11 | 11.08 |
| Sharpe Ratio | NA | -1.08 | -0.65 | -0.30 | -0.17 | NA | NA | … | … | -0.39 | -1.16 | -0.76 | 1.10 | 1.24 | 1.14 | 2.50 | -0.81 | -0.92 | -0.28 | 2.30 | 0.47 | 0.75 |
| Standard Deviation(%) | NA | 36.18 | 25.14 | 20.43 | 19.24 | NA | NA | … | … | 30.52 | 33.11 | 17.74 | 15.15 | 9.29 | 8.71 | 11.03 | 15.56 | 21.61 | 25.16 | 13.45 | 16.64 | 12.66 |
| Draw Down(%) | NA | 49.90 | 56.07 | 56.07 | 56.07 | NA | NA | … | … | 23.50 | 47.55 | 12.30 | 10.12 | 6.16 | 7.68 | 9.51 | 22.29 | 29.74 | 20.66 | 11.16 | 26.74 | 8.50 |
| Yield(%) | 0.00 | 4.99 | 5.57 | 5.40 | 4.30 | 4.12 | 3.09 | … | … | 2.00 | 3.69 | 1.61 | 11.53 | 5.36 | 0.58 | 1.19 | 0.69 | 0.44 | 9.93 | 7.38 | 2.50 | 2.49 |
Data as of 05/01/2009, Common starting date is 02/21/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KOGRX (E*TRADE Kobren Growth) |
-15.83%
Feb 2006 – Feb 2009 |
-6.36%
Feb 2004 – Feb 2009 |
-1.20%
Apr 1999 – Apr 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KOGRX (E*TRADE Kobren Growth) |
18.40%
Jan 2003 – Jan 2006 |
14.80%
Oct 2002 – Oct 2007 |
8.19%
Apr 1997 – Apr 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart