Find A Portfolio/Ticker
Comparison Box
GENZ: Genzyme Corp (STOCK)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 03/26/1990 |
Last Dividend Date: | 06/29/1999 |
12-Mo. Yield | 0.00% |
Expenses | - |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/08/2011)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 03/26/1990 |
2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.3 | 45.6 | 1.3 | 3.1 | 5.0 | 12.9 | 11.1 | 15.1 | 7.1 | 45.3 | -26.2 | -10.8 | 20.9 | -13.0 | 21.9 | 17.8 | 66.7 | -50.6 | 33.1 | 99.9 | -6.4 | 79.3 | 27.6 | -30.3 | 98.0 | 14.5 | -39.2 | -23.0 | 105.3 | 76.1 |
Sharpe Ratio | NA | 1.95 | 0.03 | 0.06 | NA | NA | NA | 0.18 | 2.63 | 1.57 | -0.74 | -0.29 | 0.73 | -0.64 | 0.75 | 0.59 | 1.61 | -0.76 | 0.21 | 1.37 | -0.15 | 1.58 | -0.54 | -0.67 | 2.06 | 0.31 | -0.8 | -0.52 | 1.94 | 2.19 |
Draw Down(%) | NA | 13.4 | 43.4 | 43.4 | 72.3 | NA | NA | 72.3 | 3.0 | 20.6 | 34.5 | 30.7 | 13.6 | 26.7 | 10.3 | 28.2 | 18.3 | 71.8 | 52.6 | 33.6 | 46.9 | 29.7 | 26.4 | 47.0 | 24.6 | 29.4 | 42.0 | 46.5 | 22.9 | 26.0 |
Standard Deviation(%) | NA | 23.3 | 34.5 | 31.6 | NA | NA | NA | 59.8 | 11.0 | 28.8 | 35.7 | 40.8 | 24.6 | 25.4 | 26.4 | 28.6 | 41.0 | 67.7 | 147.5 | 70.0 | 64.2 | 48.0 | 51.3 | 50.2 | 45.6 | 37.3 | 51.2 | 48.1 | 52.1 | 47.1 |
Treynor Ratio | NA | 0.98 | 0.02 | 0.03 | 0.04 | NA | NA | 0.1 | 3.54 | 0.79 | -0.47 | -0.16 | 0.26 | -0.18 | 0.18 | 0.13 | 0.48 | -0.38 | 0.22 | 0.67 | -0.07 | 0.85 | -0.32 | -0.23 | 0.73 | 0.1 | -0.22 | -0.13 | 0.62 | 0.73 |
Alpha | NA | 0.11 | -0.04 | -0.04 | -0.1 | NA | NA | 0.01 | 0.1 | 0.13 | -0.16 | 0.09 | 0.07 | -0.1 | 0.07 | 0.03 | 0.09 | -0.07 | 0.63 | 0.43 | -0.06 | 0.18 | 0.02 | -0.21 | 0.15 | 0.08 | -0.2 | -0.11 | 0.17 | 0.33 |
Beta | NA | 0.47 | 0.64 | 0.65 | 0.89 | NA | NA | 1.03 | 0.08 | 0.57 | 0.55 | 0.72 | 0.7 | 0.92 | 1.12 | 1.29 | 1.37 | 1.36 | 1.4 | 1.43 | 1.43 | 0.89 | 0.86 | 1.43 | 1.28 | 1.19 | 1.83 | 1.91 | 1.64 | 1.42 |
RSquared | NA | 0.12 | 0.31 | 0.27 | 0.08 | NA | NA | 0.12 | 0.01 | 0.12 | 0.18 | 0.51 | 0.21 | 0.13 | 0.19 | 0.25 | 0.32 | 0.28 | 0.03 | 0.2 | 0.16 | 0.14 | 0.09 | 0.11 | 0.05 | 0.1 | 0.09 | 0.15 | 0.2 | 0.24 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 | 0.1 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.9 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/26/1990
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See ROOT Asset Class Trend Rankings |
Latest Articles Related to GENZ
Related 401K Plans
1. Genzyme Corporation 401(k) Plan | (95%) |