Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LEH (Lehman Brothers Holdings Inc) | NA | NA | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 01/13/2011, Common starting date is 05/11/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LEH (Lehman Brothers Holdings Inc) | 05/11/1994 | 01/13/2011 |
| 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | |
|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | … | … |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | … | … |
| Draw Down(%) | NA | NA | NA | NA | NA | NA | … | … |
| Yield(%) | NA | 0.29 | 0.23 | 0.37 | 1.04 | 0.99 | … | … |
Data as of 01/13/2011, Common starting date is 05/11/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LEH (Lehman Brothers Holdings Inc) |
-86.80%
Sep 2005 – Sep 2008 |
-67.00%
Sep 2003 – Sep 2008 |
-32.56%
Sep 1998 – Sep 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LEH (Lehman Brothers Holdings Inc) |
62.37%
Mar 1995 – Mar 1998 |
46.09%
Jan 1996 – Jan 2001 |
29.26%
Oct 1996 – Oct 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart