Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AGN (Allergan plc) | NA | 40.87% | -5.55% | -6.93% | 17.27% | 13.87% | 7.75% | … | … |
Data as of 05/08/2020, Common starting date is 02/17/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AGN (Allergan plc) | 02/17/1993 | 05/08/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 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 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.73 | 40.87 | -5.55 | -6.93 | 17.27 | 13.87 | 7.75 | … | … | 1.75 | 45.84 | -16.87 | -21.09 | -32.80 | 21.40 | 53.22 | 95.35 | 42.53 | 16.82 | 30.40 | 49.08 | -2.10 | 4.26 | -19.93 | -0.91 | -28.67 | 62.72 | -9.94 | -38.68 | 42.93 | -43.04 | 93.83 | 44.37 | -8.29 | 86.67 | 3.96 | 77.19 |
| Sharpe Ratio | NA | 1.23 | -0.23 | -0.25 | 0.60 | NA | NA | … | … | 0.15 | 1.36 | -0.64 | -1.02 | -0.97 | 0.69 | 1.88 | 3.95 | 1.78 | 0.67 | 1.42 | 1.70 | -0.08 | 0.05 | -1.04 | -0.15 | -0.92 | 1.79 | -0.30 | -0.65 | 0.66 | -0.93 | 2.15 | 1.10 | -0.23 | 1.94 | 0.02 | 1.57 |
| Standard Deviation(%) | NA | 32.44 | 29.22 | 30.34 | 27.78 | NA | NA | … | … | 30.37 | 32.60 | 28.71 | 21.30 | 33.93 | 31.06 | 28.37 | 24.14 | 24.05 | 25.03 | 21.36 | 28.87 | 37.33 | 24.09 | 22.61 | 21.88 | 32.25 | 34.57 | 37.56 | 63.94 | 58.28 | 49.76 | 42.06 | 36.66 | 50.87 | 42.56 | 51.95 | 57.34 |
| Draw Down(%) | NA | 18.20 | 53.21 | 64.48 | 64.48 | NA | NA | … | … | 18.20 | 27.24 | 32.60 | 35.69 | 39.69 | 25.74 | 16.91 | 7.90 | 13.46 | 17.27 | 11.30 | 15.13 | 33.33 | 19.62 | 38.38 | 14.32 | 49.70 | 14.62 | 43.25 | 57.66 | 37.96 | 56.56 | 19.60 | 28.88 | 47.21 | 20.00 | 53.57 | 35.33 |
| Yield(%) | 0.00 | 2.64 | 1.30 | 0.69 | 2.43 | 2.32 | 1.10 | … | … | 0.77 | 2.18 | 1.69 | 1.30 | 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 05/08/2020, Common starting date is 02/17/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGN (Allergan plc) |
-27.39%
Jul 2001 – Jul 2004 |
-19.41%
Jul 2001 – Jul 2006 |
-8.25%
Dec 1998 – Dec 2008 |
3.29%
Nov 1993 – Nov 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGN (Allergan plc) |
70.95%
Feb 2012 – Feb 2015 |
52.23%
Jul 2010 – Jul 2015 |
27.44%
Jul 2006 – Jul 2016 |
18.05%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart