Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TMM (Mexican Maritime Transportation) | NA | -17.47% | 9.98% | -16.07% | -16.33% | -7.61% | -7.87% | … | … |
Data as of 06/15/2012, Common starting date is 06/11/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TMM (Mexican Maritime Transportation) | 06/11/1992 | 06/15/2012 |
| 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 (%) | -19.41 | -17.47 | 9.98 | -16.07 | -16.33 | -7.61 | -7.87 | … | … | -4.20 | -42.80 | -33.51 | 429.58 | -68.44 | -10.71 | -34.55 | 5.19 | -13.68 | -17.67 | -46.35 | 1.05 | 123.53 | -5.56 | -26.59 | 39.95 | -34.82 | 17.48 | -35.87 | -4.09 | 22.53 |
| Sharpe Ratio | NA | -0.20 | 0.12 | -0.18 | -0.20 | NA | NA | … | … | -0.12 | -0.55 | -0.57 | 2.39 | -0.56 | -0.39 | -0.62 | 0.07 | -0.26 | -0.22 | -0.71 | -0.02 | 3.16 | -0.15 | -0.54 | -0.33 | -1.12 | 0.20 | -0.69 | -0.14 | 0.94 |
| Standard Deviation(%) | NA | 89.47 | 82.76 | 91.91 | 83.02 | NA | NA | … | … | 76.72 | 77.33 | 59.06 | 179.91 | 123.42 | 35.36 | 61.04 | 42.20 | 55.56 | 83.09 | 67.11 | 52.90 | 37.86 | 59.40 | 54.99 | 46.21 | 33.89 | 67.65 | 56.05 | 42.60 | 44.13 |
| Draw Down(%) | NA | 44.96 | 68.36 | 89.82 | 95.09 | NA | NA | … | … | 40.00 | 52.38 | 50.79 | 41.00 | 82.61 | 43.77 | 57.32 | 41.26 | 56.36 | 71.59 | 55.97 | 67.34 | 21.00 | 61.76 | 62.59 | 25.74 | 44.13 | 51.05 | 50.98 | 30.98 | 21.08 |
| 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 06/15/2012, Common starting date is 06/11/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMM (Mexican Maritime Transportation) |
-46.17%
Apr 2006 – Apr 2009 |
-30.05%
Dec 2003 – Dec 2008 |
-17.83%
Nov 1998 – Nov 2008 |
-15.53%
Dec 1993 – Dec 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMM (Mexican Maritime Transportation) |
38.89%
Apr 2009 – Apr 2012 |
22.08%
Apr 1997 – Apr 2002 |
3.36%
Sep 1999 – Sep 2009 |
-0.07%
Feb 1995 – Feb 2010 |
Annualized Rolling Returns Comparison Chart