Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KSWS (K Swiss Inc) | NA | 28.80% | -27.50% | -17.40% | -8.96% | 5.53% | 2.89% | … | … |
Data as of 04/30/2013, Common starting date is 06/06/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KSWS (K Swiss Inc) | 06/06/1990 | 04/30/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 28.80 | -27.50 | -17.40 | -8.96 | 5.53 | 2.89 | … | … | 41.07 | 15.07 | -76.58 | 25.45 | -12.81 | -24.92 | -40.61 | -4.59 | 12.02 | 21.38 | 122.25 | 30.68 | 33.08 | 34.67 | 38.36 | 65.43 | 62.86 | -9.31 | -47.62 | -14.09 | 4.55 | 39.65 | -6.45 | -25.35 |
| Sharpe Ratio | NA | 0.47 | -0.39 | -0.23 | -0.12 | NA | NA | … | … | 2.72 | 0.22 | -1.08 | 0.53 | -0.21 | -0.42 | -1.15 | -0.24 | 0.33 | 0.52 | 3.33 | 0.66 | 0.55 | 0.47 | 0.39 | 1.45 | 0.17 | -0.22 | -1.10 | -0.45 | 0.05 | 0.72 | -0.16 | -0.56 |
| Standard Deviation(%) | NA | 61.36 | 71.07 | 75.77 | 84.85 | NA | NA | … | … | 69.16 | 69.12 | 70.75 | 48.13 | 61.11 | 60.73 | 38.02 | 33.15 | 30.07 | 39.22 | 36.47 | 45.10 | 56.47 | 64.98 | 89.36 | 42.83 | 44.87 | 57.41 | 46.93 | 37.49 | 45.32 | 51.12 | 62.91 | 80.92 |
| Draw Down(%) | NA | 40.00 | 82.53 | 86.68 | 92.64 | NA | NA | … | … | 7.74 | 49.56 | 80.47 | 36.93 | 46.07 | 48.72 | 51.06 | 28.56 | 20.55 | 37.58 | 16.19 | 33.22 | 35.41 | 45.48 | 79.95 | 26.78 | 19.00 | 34.97 | 53.60 | 24.73 | 25.47 | 29.61 | 58.97 | 61.34 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 2.94 | 0.98 | 0.96 | 0.61 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 12.39 | 0.64 | 0.63 | 0.60 | 0.39 | 0.17 | 0.06 | 0.07 | 0.09 | 0.06 | 0.06 | 0.10 | 0.09 | 0.05 | 0.04 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/30/2013, Common starting date is 06/06/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KSWS (K Swiss Inc) |
-36.49%
Dec 2008 – Dec 2011 |
-36.53%
Nov 2006 – Nov 2011 |
-14.14%
Oct 2002 – Oct 2012 |
2.11%
Oct 1997 – Oct 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KSWS (K Swiss Inc) |
118.55%
May 1996 – May 1999 |
62.20%
Feb 2000 – Feb 2005 |
40.42%
Mar 1996 – Mar 2006 |
21.64%
Oct 1990 – Oct 2005 |
Annualized Rolling Returns Comparison Chart