Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RTRSY (Reuters ADRg) | NA | 26.98% | 20.55% | 50.43% | 4.10% | 9.50% | NA | … | … |
Data as of 04/16/2008, Common starting date is 09/29/1989
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RTRSY (Reuters ADRg) | 09/29/1989 | 04/16/2008 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 6.88 | 26.98 | 20.55 | 50.43 | 4.10 | 9.50 | NA | … | … | -0.49 | 49.22 | 22.18 | 5.75 | 74.41 | 59.44 | -70.52 | -37.93 | 24.34 | 31.70 | 0.11 | -11.65 | 40.90 | 27.84 | 12.48 | 25.55 | 11.80 | 43.80 | -17.94 | 8.47 |
| Sharpe Ratio | NA | 0.86 | 0.67 | 1.53 | 0.04 | NA | NA | … | … | -0.13 | 1.46 | 0.72 | 0.15 | 1.85 | 1.22 | -1.16 | -0.81 | 0.29 | 0.59 | -0.07 | -2.39 | 1.69 | 1.04 | 0.37 | 1.02 | 0.37 | 1.25 | -0.52 | 1.30 |
| Standard Deviation(%) | NA | 28.50 | 26.40 | 31.71 | 46.52 | NA | NA | … | … | 23.72 | 31.87 | 26.43 | 23.30 | 39.63 | 48.04 | 61.49 | 50.05 | 70.88 | 48.09 | 43.86 | 27.85 | 21.90 | 23.15 | 26.08 | 22.84 | 25.11 | 31.88 | 44.17 | 25.51 |
| Draw Down(%) | NA | 19.30 | 22.52 | 33.50 | 92.98 | NA | NA | … | … | 11.24 | 13.96 | 19.25 | 22.53 | 33.50 | 48.65 | 75.84 | 54.68 | 48.28 | 46.66 | 41.50 | 25.88 | 14.72 | 10.87 | 18.55 | 13.55 | 19.97 | 27.52 | 53.81 | 10.83 |
| Yield(%) | 0.55 | 3.05 | 3.30 | 12.11 | 2.00 | 2.02 | 2.05 | … | … | 1.63 | 2.71 | 3.40 | 2.55 | 4.37 | 5.56 | 1.63 | 1.63 | 1.91 | 2.28 | 2.21 | 0.85 | 0.95 | 1.03 | 0.44 | 0.47 | 0.46 | 0.34 | 0.20 | 0.00 |
Data as of 04/16/2008, Common starting date is 09/29/1989
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTRSY (Reuters ADRg) |
-55.06%
Feb 2000 – Feb 2003 |
-29.01%
Mar 1998 – Mar 2003 |
-8.04%
Mar 1993 – Mar 2003 |
4.09%
Jun 1990 – Jun 2005 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTRSY (Reuters ADRg) |
66.06%
Mar 2003 – Mar 2006 |
52.19%
Mar 2003 – Mar 2008 |
24.29%
Oct 1990 – Oct 2000 |
10.75%
Oct 1992 – Oct 2007 |
Annualized Rolling Returns Comparison Chart