Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTOX (Medtox Scientific Inc) | NA | 76.59% | 44.22% | 6.62% | 17.76% | 12.98% | NA | … | … |
Data as of 07/31/2012, Common starting date is 09/22/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTOX (Medtox Scientific Inc) | 09/22/1992 | 07/31/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.11 | 76.59 | 44.22 | 6.62 | 17.76 | 12.98 | NA | … | … | 92.17 | 7.25 | 69.03 | -5.72 | -54.54 | 35.63 | 75.86 | -15.78 | 126.89 | -9.98 | -35.65 | 96.99 | -28.86 | 73.73 | -21.37 | -50.86 | -77.74 | -23.20 | 7.14 | -66.48 | 39.20 |
| Sharpe Ratio | NA | 1.41 | 1.06 | 0.13 | 0.33 | NA | NA | … | … | 4.02 | 0.16 | 2.01 | -0.11 | -0.98 | 0.57 | 1.55 | -0.44 | 2.64 | -0.25 | -0.65 | 1.40 | -0.61 | 0.63 | -0.12 | -0.59 | -0.54 | -0.37 | 0.05 | -1.22 | 2.46 |
| Standard Deviation(%) | NA | 51.65 | 41.79 | 48.75 | 49.68 | NA | NA | … | … | 51.87 | 45.37 | 34.22 | 52.89 | 56.39 | 57.65 | 46.92 | 40.64 | 47.71 | 43.16 | 56.73 | 69.37 | 53.65 | 112.19 | 202.84 | 179.36 | 150.76 | 73.56 | 86.13 | 55.99 | 92.36 |
| Draw Down(%) | NA | 23.78 | 36.74 | 72.62 | 80.79 | NA | NA | … | … | 14.05 | 36.74 | 16.35 | 27.62 | 59.66 | 54.44 | 21.78 | 39.56 | 21.02 | 40.50 | 58.18 | 40.07 | 55.29 | 49.85 | 57.38 | 60.77 | 87.66 | 36.55 | 65.89 | 70.11 | 26.58 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/31/2012, Common starting date is 09/22/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTOX (Medtox Scientific Inc) |
-63.65%
Feb 1996 – Feb 1999 |
-50.35%
Dec 1992 – Dec 1997 |
-28.80%
Feb 1993 – Feb 2003 |
-12.51%
Mar 1993 – Mar 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTOX (Medtox Scientific Inc) |
63.04%
Jun 2004 – Jun 2007 |
35.93%
Aug 2003 – Aug 2008 |
19.22%
Jun 1997 – Jun 2007 |
11.81%
Jun 1997 – Jun 2012 |
Annualized Rolling Returns Comparison Chart