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VRX: Valeant Pharmaceuticals International Inc (STOCK)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 02/15/1985 |
Last Dividend Date: | 11/10/2010 |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 07/18/2018)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 02/15/1985 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -3.1 | 34.2 | -54.0 | -24.1 | 10.4 | -1.2 | 7.8 | 12.2 | 10.8 | 43.1 | -85.7 | -29.0 | 21.9 | 96.4 | 28.0 | 65.0 | 114.0 | 56.2 | -19.1 | -29.7 | -8.6 | 46.7 | -23.1 | -18.6 | -53.0 | 44.8 | 65.7 | 147.9 | -3.2 | 52.4 | -0.5 | 836.4 | -5.9 |
Sharpe Ratio | NA | 0.64 | -0.64 | -0.35 | 0.18 | NA | NA | 0.18 | 0.4 | 0.69 | -0.75 | -0.45 | 0.65 | 3.47 | 0.9 | 1.27 | 3.32 | 1.35 | -0.43 | -0.83 | -0.27 | 1.05 | -0.59 | -0.35 | -0.93 | 0.95 | 1.01 | 3.75 | -0.13 | 1.16 | -0.06 | 15.31 | -0.05 |
Draw Down(%) | NA | 37.8 | 96.8 | 96.8 | 96.8 | NA | NA | 96.8 | 37.7 | 49.5 | 86.7 | 73.2 | 27.9 | 9.9 | 22.5 | 40.3 | 18.6 | 15.6 | 44.5 | 47.0 | 47.3 | 22.7 | 42.3 | 66.7 | 63.0 | 35.9 | 44.7 | 25.3 | 55.6 | 30.1 | 44.8 | 13.6 | 51.5 |
Standard Deviation(%) | NA | 51.9 | 85.4 | 69.2 | 56.9 | NA | NA | 54.7 | 49.0 | 61.5 | 114.7 | 64.6 | 33.6 | 27.8 | 31.3 | 51.3 | 34.3 | 41.5 | 46.8 | 39.3 | 44.6 | 42.5 | 40.9 | 55.6 | 58.3 | 45.7 | 61.4 | 38.6 | 50.4 | 41.8 | 69.3 | 54.4 | 92.9 |
Treynor Ratio | NA | 0.25 | -0.37 | -0.17 | 0.12 | NA | NA | 3.09 | 0.15 | 0.24 | -0.6 | -0.2 | 0.16 | 0.88 | 0.25 | 0.53 | 1.71 | 0.93 | -0.37 | -0.42 | -0.16 | 0.62 | -0.28 | -0.18 | -0.41 | 0.45 | 0.77 | 3.84 | -0.06 | 0.57 | -0.02 | 16.3 | 0.27 |
Alpha | NA | 0.09 | -0.24 | -0.09 | 0.06 | NA | NA | 0.11 | 0.06 | 0.08 | -0.6 | -0.07 | 0.03 | 0.16 | 0.05 | 0.23 | 0.28 | 0.15 | 0.04 | -0.13 | -0.05 | 0.17 | -0.11 | -0.13 | -0.12 | 0.23 | 0.29 | 0.35 | -0.08 | 0.1 | -0.03 | 0.88 | 0.28 |
Beta | NA | 1.35 | 1.49 | 1.42 | 0.85 | NA | NA | 0.03 | 1.33 | 1.8 | 1.43 | 1.42 | 1.39 | 1.09 | 1.11 | 1.23 | 0.67 | 0.61 | 0.54 | 0.78 | 0.74 | 0.71 | 0.87 | 1.06 | 1.33 | 0.96 | 0.8 | 0.38 | 1.09 | 0.85 | 1.59 | 0.51 | -0.17 |
RSquared | NA | 0.11 | 0.06 | 0.07 | 0.1 | NA | NA | 0.0 | 0.19 | 0.04 | 0.03 | 0.12 | 0.22 | 0.18 | 0.2 | 0.32 | 0.12 | 0.16 | 0.23 | 0.11 | 0.03 | 0.03 | 0.06 | 0.11 | 0.36 | 0.2 | 0.09 | 0.03 | 0.19 | 0.14 | 0.07 | 0.01 | 0.17 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/15/1985
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1. VALEANT PHARMACEUTICALS INTERNATIONAL 401K | (Not Rated) |