Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| URS (URS Corp) | NA | -95.84% | -59.49% | -43.82% | -22.22% | -13.79% | -4.21% | … | … |
Data as of 11/11/2014, Common starting date is 01/18/1988
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| URS (URS Corp) | 01/18/1988 | 11/11/2014 |
| 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 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.45 | -95.84 | -59.49 | -43.82 | -22.22 | -13.79 | -4.21 | … | … | 2.28 | 34.97 | 11.79 | -15.60 | -6.54 | 9.20 | -24.96 | 26.79 | 13.93 | 17.17 | 28.35 | 75.76 | -48.08 | 86.59 | -32.27 | -7.23 | 50.26 | 72.89 | 28.57 | 30.11 | -4.27 | -36.64 | 7.52 | 163.58 | -44.11 | -85.07 | -65.53 |
| Sharpe Ratio | NA | -0.06 | 0.65 | 0.19 | 0.16 | NA | NA | … | … | 0.10 | 1.64 | 0.44 | -0.41 | -0.23 | 0.18 | -0.32 | 0.68 | 0.40 | 0.51 | 1.05 | 1.60 | -0.79 | 1.59 | -0.78 | -0.26 | 1.12 | 0.42 | 0.72 | 0.78 | -0.16 | -0.81 | 0.13 | 2.29 | -0.68 | -0.80 | -1.14 |
| Standard Deviation(%) | NA | 28.03 | 27.80 | 30.19 | 40.62 | NA | NA | … | … | 28.56 | 21.39 | 26.68 | 37.81 | 29.31 | 50.41 | 81.45 | 35.00 | 26.74 | 29.65 | 26.04 | 46.84 | 62.42 | 54.19 | 46.36 | 39.65 | 41.90 | 41.67 | 34.44 | 33.87 | 45.92 | 47.36 | 40.63 | 69.29 | 72.21 | 114.06 | 62.85 |
| Draw Down(%) | NA | 22.99 | 30.27 | 46.12 | 66.70 | NA | NA | … | … | 20.21 | 8.65 | 30.27 | 39.97 | 33.21 | 33.73 | 61.75 | 17.31 | 24.72 | 15.23 | 27.25 | 43.08 | 62.36 | 34.46 | 48.87 | 41.15 | 26.90 | 32.22 | 15.15 | 12.50 | 37.03 | 56.30 | 38.42 | 41.03 | 68.27 | 87.50 | 73.33 |
| Yield(%) | 0.00 | 1.69 | 2.19 | 1.11 | 0.80 | 0.71 | 2.09 | … | … | 1.26 | 2.08 | 2.22 | 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 11/11/2014, Common starting date is 01/18/1988
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| URS (URS Corp) |
-59.94%
Oct 2011 – Oct 2014 |
-43.21%
Oct 2009 – Oct 2014 |
-22.02%
Oct 2004 – Oct 2014 |
-13.06%
Feb 1988 – Feb 2003 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| URS (URS Corp) |
69.89%
Feb 2003 – Feb 2006 |
41.05%
Jun 1994 – Jun 1999 |
20.88%
Jul 1995 – Jul 2005 |
19.29%
Oct 1990 – Oct 2005 |
Annualized Rolling Returns Comparison Chart