Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALXN (Alexion Pharmaceuticals Inc) | NA | 70.54% | 10.69% | 7.47% | 12.39% | 22.95% | 19.65% | … | … |
Data as of 07/21/2021, Common starting date is 02/28/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALXN (Alexion Pharmaceuticals Inc) | 02/28/1996 | 07/21/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.20 | 70.54 | 10.69 | 7.47 | 12.39 | 22.95 | 19.65 | … | … | 16.81 | 44.47 | 11.08 | -18.59 | -2.26 | -35.86 | 3.09 | 39.25 | 41.75 | 31.10 | 77.53 | 64.99 | 34.90 | -3.53 | 85.76 | 99.46 | -19.64 | 48.15 | 20.47 | -42.23 | -62.36 | 115.56 | 125.23 | 7.00 | 43.88 | -4.79 |
| Sharpe Ratio | NA | 1.99 | 0.25 | 0.18 | 0.32 | NA | NA | … | … | 2.06 | 0.94 | -0.33 | -1.04 | -0.68 | -1.55 | -0.45 | 0.51 | 0.64 | 0.42 | 1.74 | 1.86 | 0.41 | -0.45 | 1.79 | 2.21 | -0.87 | 0.62 | 0.02 | -0.79 | -0.92 | 0.72 | 1.48 | 0.05 | 0.63 | -0.18 |
| Standard Deviation(%) | NA | 35.43 | 38.28 | 37.87 | 37.38 | NA | NA | … | … | 15.94 | 46.75 | 37.13 | 38.77 | 31.83 | 45.07 | 34.52 | 40.36 | 36.16 | 30.27 | 33.90 | 25.01 | 40.04 | 51.21 | 35.71 | 35.02 | 46.95 | 46.15 | 58.11 | 78.02 | 91.99 | 128.62 | 82.27 | 75.51 | 63.48 | 51.95 |
| Draw Down(%) | NA | 8.38 | 46.53 | 48.49 | 63.65 | NA | NA | … | … | 8.38 | 33.67 | 32.88 | 32.42 | 32.51 | 42.33 | 29.95 | 24.08 | 18.70 | 25.54 | 18.53 | 14.24 | 21.21 | 34.74 | 16.56 | 21.61 | 37.91 | 46.78 | 38.03 | 63.52 | 80.00 | 72.19 | 47.47 | 60.00 | 33.67 | 46.07 |
| Yield(%) | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/21/2021, Common starting date is 02/28/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALXN (Alexion Pharmaceuticals Inc) |
-49.45%
Feb 2000 – Feb 2003 |
-25.29%
Nov 2000 – Nov 2005 |
0.73%
Aug 2000 – Aug 2010 |
12.02%
Sep 2000 – Sep 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALXN (Alexion Pharmaceuticals Inc) |
112.13%
Aug 1997 – Aug 2000 |
59.55%
Feb 2009 – Feb 2014 |
45.62%
Oct 2004 – Oct 2014 |
33.01%
Mar 1999 – Mar 2014 |
Annualized Rolling Returns Comparison Chart