Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MASC (Material Sciences Corp) | NA | 29.60% | 23.83% | 82.46% | 1.53% | 3.72% | -1.28% | … | … |
Data as of 03/20/2014, Common starting date is 03/18/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MASC (Material Sciences Corp) | 03/18/1992 | 03/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.08 | 29.60 | 23.83 | 82.46 | 1.53 | 3.72 | -1.28 | … | … | 7.87 | 30.79 | 9.85 | 28.44 | 261.58 | 16.45 | -79.54 | -42.58 | -8.23 | -21.62 | 77.94 | -21.78 | 27.87 | 31.60 | -24.53 | 19.88 | -31.34 | -31.22 | 21.05 | -6.36 | 4.15 | 49.97 | 5.17 |
| Sharpe Ratio | NA | 1.23 | 0.87 | 1.25 | 0.01 | NA | NA | … | … | 1.40 | 1.27 | 0.41 | 0.61 | 3.15 | 0.13 | -0.62 | -0.87 | -0.27 | -0.65 | 2.32 | -0.61 | 0.66 | 0.86 | -0.58 | 0.33 | -0.74 | -2.28 | 0.70 | -0.27 | 0.05 | 1.69 | 0.13 |
| Standard Deviation(%) | NA | 23.99 | 29.98 | 66.04 | 76.02 | NA | NA | … | … | 30.35 | 24.31 | 24.10 | 46.77 | 83.08 | 127.10 | 128.80 | 52.29 | 42.99 | 36.50 | 33.23 | 37.10 | 40.83 | 34.55 | 49.17 | 49.96 | 46.76 | 37.75 | 24.92 | 37.41 | 25.17 | 28.24 | 33.41 |
| Draw Down(%) | NA | 19.10 | 31.64 | 40.67 | 97.19 | NA | NA | … | … | 5.59 | 19.10 | 15.77 | 31.64 | 24.66 | 68.90 | 85.47 | 51.32 | 38.16 | 37.69 | 31.86 | 38.24 | 38.47 | 27.92 | 48.94 | 35.43 | 48.55 | 41.38 | 15.94 | 44.94 | 20.75 | 16.67 | 21.81 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.01 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.08 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/20/2014, Common starting date is 03/18/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MASC (Material Sciences Corp) |
-64.51%
Mar 2006 – Mar 2009 |
-45.27%
Mar 2004 – Mar 2009 |
-24.10%
Jun 1999 – Jun 2009 |
-19.87%
Mar 1994 – Mar 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MASC (Material Sciences Corp) |
148.13%
Mar 2009 – Mar 2012 |
65.95%
Feb 2009 – Feb 2014 |
4.81%
Aug 1992 – Aug 2002 |
3.88%
Feb 1999 – Feb 2014 |
Annualized Rolling Returns Comparison Chart