Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SPSS (Spss Inc) | NA | 105.05% | 25.25% | 29.36% | 10.91% | 11.41% | NA | … | … |
Data as of 10/09/2009, Common starting date is 08/19/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPSS (Spss Inc) | 08/19/1993 | 10/09/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 105.05 | 25.25 | 29.36 | 10.91 | 11.41 | NA | … | … | 85.42 | -24.92 | 19.42 | -2.78 | 97.76 | -12.53 | 27.81 | -21.18 | -19.54 | -12.63 | 33.74 | -1.92 | -30.95 | 42.97 | 51.40 | 41.07 | 14.13 |
| Sharpe Ratio | NA | 2.29 | 0.55 | 0.64 | 0.16 | NA | NA | … | … | 2.42 | -0.58 | 0.39 | -0.13 | 2.42 | -0.25 | 0.45 | -0.35 | -0.30 | -0.23 | 0.52 | -0.09 | -1.72 | 0.79 | 1.40 | 0.68 | 0.74 |
| Standard Deviation(%) | NA | 45.87 | 42.67 | 43.01 | 55.70 | NA | NA | … | … | 50.37 | 44.28 | 42.39 | 46.77 | 39.53 | 54.15 | 60.06 | 62.93 | 73.64 | 71.44 | 58.37 | 56.37 | 49.80 | 49.74 | 34.01 | 56.21 | 55.18 |
| Draw Down(%) | NA | 19.42 | 52.88 | 52.88 | 72.65 | NA | NA | … | … | 19.10 | 47.25 | 29.40 | 43.43 | 20.88 | 45.64 | 34.89 | 53.27 | 48.94 | 52.41 | 38.73 | 35.56 | 48.91 | 32.54 | 15.70 | 27.23 | 26.32 |
| 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 |
Data as of 10/09/2009, Common starting date is 08/19/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPSS (Spss Inc) |
-29.51%
Feb 2000 – Feb 2003 |
-16.59%
Jul 1997 – Jul 2002 |
-1.17%
Oct 1996 – Oct 2006 |
6.06%
Jan 1994 – Jan 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPSS (Spss Inc) |
55.24%
May 1994 – May 1997 |
30.24%
Sep 2004 – Sep 2009 |
9.90%
Sep 1999 – Sep 2009 |
12.29%
Aug 1994 – Aug 2009 |
Annualized Rolling Returns Comparison Chart