Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RFMD (RF Micro Devices Inc) | NA | 221.51% | 43.97% | 28.31% | 9.26% | -9.02% | NA | … | … |
Data as of 12/31/2014, Common starting date is 06/04/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RFMD (RF Micro Devices Inc) | 06/04/1997 | 12/31/2014 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 221.51 | 43.97 | 28.31 | 9.26 | -9.02 | NA | … | … | 221.51 | 15.18 | -17.04 | -26.53 | 54.09 | 511.54 | -86.34 | -15.91 | 25.51 | -20.91 | -32.01 | 37.24 | -61.88 | -29.92 | -59.91 | 490.25 | 276.77 | -17.22 |
| Sharpe Ratio | NA | 4.96 | 1.00 | 0.59 | 0.14 | NA | NA | … | … | 4.83 | 0.43 | -0.33 | -0.53 | 1.08 | 5.78 | -0.90 | -0.46 | 0.46 | -0.54 | -0.61 | 0.63 | -0.59 | -0.26 | -0.46 | 5.82 | 3.30 | -0.43 |
| Standard Deviation(%) | NA | 44.66 | 45.15 | 47.71 | 59.66 | NA | NA | … | … | 45.90 | 34.98 | 52.56 | 50.52 | 50.02 | 88.41 | 96.74 | 41.38 | 48.88 | 42.96 | 53.99 | 58.25 | 106.32 | 124.48 | 139.83 | 83.64 | 82.82 | 72.16 |
| Draw Down(%) | NA | 28.33 | 37.59 | 57.59 | 92.37 | NA | NA | … | … | 28.33 | 20.94 | 37.59 | 39.76 | 37.33 | 42.42 | 87.39 | 35.96 | 43.01 | 44.30 | 60.77 | 45.51 | 77.22 | 66.98 | 91.86 | 37.32 | 35.55 | 54.58 |
| 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 |
Data as of 12/31/2014, Common starting date is 06/04/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RFMD (RF Micro Devices Inc) |
-64.52%
Mar 2000 – Mar 2003 |
-48.10%
Apr 2000 – Apr 2005 |
-29.48%
Feb 2000 – Feb 2010 |
-9.74%
Nov 1999 – Nov 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RFMD (RF Micro Devices Inc) |
161.41%
Jul 1997 – Jul 2000 |
50.73%
Feb 2009 – Feb 2014 |
9.31%
Aug 2004 – Aug 2014 |
4.61%
Jun 1998 – Jun 2013 |
Annualized Rolling Returns Comparison Chart