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PPCO: Penwest Pharmaceuticals Co (STOCK)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 08/21/1998 |
Last Dividend Date: | - |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 11/04/2010)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 08/21/1998 |
2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.2 | 117.9 | -13.5 | -20.6 | -7.2 | -4.4 | 92.7 | 65.0 | -73.2 | -64.8 | -14.9 | 63.2 | -30.8 | 63.0 | -47.1 | 54.9 | -15.1 | 144.0 | -27.5 |
Sharpe Ratio | NA | 2.55 | -0.14 | -0.25 | -0.09 | -0.08 | 2.42 | 0.97 | -0.54 | -1.24 | -0.39 | 1.46 | -0.58 | 1.07 | -0.7 | 0.79 | -0.21 | 1.54 | -0.45 |
Draw Down(%) | NA | 25.7 | 95.2 | 98.4 | 98.5 | 98.5 | 25.7 | 39.1 | 93.7 | 71.5 | 31.4 | 24.1 | 52.8 | 45.0 | 66.6 | 28.2 | 58.4 | 53.7 | 64.6 |
Standard Deviation(%) | NA | 46.2 | 97.0 | 87.1 | 95.5 | 76.2 | 48.4 | 66.7 | 138.0 | 54.6 | 47.0 | 41.7 | 54.5 | 58.2 | 69.2 | 68.1 | 93.1 | 91.3 | 138.9 |
Treynor Ratio | NA | 2.25 | -0.15 | -0.23 | -0.09 | -0.07 | 2.12 | 2.32 | -0.55 | -0.51 | -0.15 | 0.46 | -0.17 | 0.95 | -0.47 | 0.95 | -0.17 | 1.18 | -2.64 |
Alpha | NA | 0.22 | -0.25 | -0.35 | -0.27 | -0.04 | 0.32 | 0.26 | 0.07 | -0.39 | -0.09 | 0.21 | -0.16 | 0.19 | -0.07 | 0.29 | 0.14 | 0.43 | -0.02 |
Beta | NA | 0.52 | 0.95 | 0.98 | 0.99 | 0.93 | 0.55 | 0.28 | 1.34 | 1.32 | 1.22 | 1.32 | 1.82 | 0.66 | 1.03 | 0.56 | 1.11 | 1.2 | 0.23 |
RSquared | NA | 0.04 | 0.1 | 0.09 | 0.08 | 0.07 | 0.04 | 0.01 | 0.14 | 0.15 | 0.06 | 0.1 | 0.14 | 0.04 | 0.15 | 0.03 | 0.07 | 0.05 | 0.0 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 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 | 0.0 |
Dividend Growth(%) | 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 | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/21/1998
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1. Penwest Pharmaceuticals Co.Savings Plan | (Not Rated) |