Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMAG (AMAG Pharmaceuticals Inc) | NA | 43.08% | -0.95% | -13.44% | -0.54% | 2.79% | 8.38% | … | … |
Data as of 11/16/2020, Common starting date is 06/11/1986
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMAG (AMAG Pharmaceuticals Inc) | 06/11/1986 | 11/16/2020 |
| 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 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.29 | 43.08 | -0.95 | -13.44 | -0.54 | 2.79 | 8.38 | … | … | 12.98 | -19.88 | 14.64 | -61.93 | 15.27 | -29.16 | 75.54 | 65.06 | -22.21 | 4.48 | -52.41 | 6.08 | -40.38 | 0.69 | 438.99 | -29.52 | 20.92 | 209.52 | 15.07 | 39.05 | -36.36 | -43.59 | -16.43 | -43.55 | -41.78 | 85.22 | 16.16 | -3.88 | -46.35 | 157.14 | -15.15 | 106.25 | 60.00 | -20.00 | -39.02 |
| Sharpe Ratio | NA | 0.48 | -0.03 | -0.22 | -0.02 | NA | NA | … | … | 0.17 | -0.67 | -0.13 | -1.21 | -0.34 | -0.82 | 1.17 | 1.02 | -1.04 | -0.29 | -1.26 | -0.25 | -0.61 | -0.67 | 7.40 | -0.42 | 0.02 | 2.59 | -0.11 | 0.33 | -0.63 | -0.64 | -0.27 | -1.11 | -1.15 | 2.33 | 0.34 | -0.14 | -0.93 | 2.14 | -0.33 | 1.63 | 0.63 | -0.27 | -1.33 |
| Standard Deviation(%) | NA | 81.88 | 67.21 | 65.25 | 57.45 | NA | NA | … | … | 85.93 | 64.45 | 52.15 | 67.24 | 55.58 | 58.06 | 48.85 | 45.71 | 39.50 | 48.89 | 56.56 | 49.75 | 97.91 | 32.08 | 56.81 | 120.74 | 56.00 | 73.50 | 40.90 | 55.62 | 94.84 | 73.06 | 71.95 | 42.44 | 39.15 | 34.94 | 38.76 | 43.61 | 52.09 | 71.30 | 62.10 | 61.77 | 87.49 | 89.67 | 46.87 |
| Draw Down(%) | NA | 62.24 | 81.17 | 86.60 | 93.68 | NA | NA | … | … | 61.94 | 51.55 | 43.86 | 64.30 | 39.48 | 65.73 | 28.91 | 28.22 | 33.74 | 32.29 | 73.01 | 38.60 | 72.05 | 26.87 | 38.30 | 71.99 | 38.44 | 32.18 | 21.60 | 39.88 | 77.65 | 58.33 | 59.81 | 54.67 | 47.79 | 15.69 | 25.60 | 30.43 | 63.79 | 24.53 | 47.14 | 35.00 | 40.00 | 64.58 | 41.46 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/16/2020, Common starting date is 06/11/1986
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMAG (AMAG Pharmaceuticals Inc) |
-44.41%
Mar 1996 – Mar 1999 |
-37.80%
Nov 1995 – Nov 2000 |
-17.17%
Dec 1991 – Dec 2001 |
-6.22%
Feb 2005 – Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMAG (AMAG Pharmaceuticals Inc) |
109.67%
Mar 2003 – Mar 2006 |
76.42%
Apr 2002 – Apr 2007 |
30.18%
Sep 1999 – Sep 2009 |
18.85%
Oct 2000 – Oct 2015 |
Annualized Rolling Returns Comparison Chart