Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ARQL (ArQule Inc) | NA | 423.56% | 135.57% | 76.73% | 18.57% | 7.99% | 0.83% | … | … |
Data as of 01/16/2020, Common starting date is 10/16/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARQL (ArQule Inc) | 10/16/1996 | 01/16/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 423.56 | 135.57 | 76.73 | 18.57 | 7.99 | 0.83 | … | … | 0.20 | 620.58 | 67.88 | 30.95 | -41.94 | 77.87 | -43.26 | -22.94 | -50.53 | -3.92 | 59.08 | -12.56 | -27.24 | -2.03 | -3.27 | 5.70 | 18.65 | 60.00 | -82.06 | -46.87 | 212.20 | 107.59 | -78.47 | 45.63 | 18.87 |
| Sharpe Ratio | NA | 3.60 | 1.27 | 0.70 | -0.03 | NA | NA | … | … | 1.68 | 5.26 | 0.55 | 0.20 | -1.55 | 1.04 | -1.38 | -0.86 | -0.70 | -0.41 | 0.53 | -0.47 | -0.55 | -0.52 | -0.48 | -0.33 | -0.02 | 0.62 | -1.20 | -0.70 | 1.31 | 0.98 | -0.88 | 0.63 | 1.73 |
| Standard Deviation(%) | NA | 111.34 | 88.19 | 76.34 | 72.07 | NA | NA | … | … | 2.17 | 113.61 | 83.76 | 59.74 | 49.05 | 57.23 | 44.71 | 48.15 | 98.64 | 55.13 | 76.27 | 66.94 | 84.16 | 46.48 | 53.34 | 45.78 | 59.22 | 65.50 | 85.10 | 98.69 | 143.89 | 106.26 | 92.88 | 66.02 | 73.67 |
| Draw Down(%) | NA | 41.13 | 66.81 | 66.81 | 88.51 | NA | NA | … | … | 0.35 | 41.13 | 66.81 | 41.98 | 43.78 | 37.80 | 59.70 | 36.36 | 73.35 | 47.51 | 42.81 | 49.37 | 67.52 | 41.54 | 39.18 | 29.85 | 50.19 | 34.82 | 82.12 | 75.16 | 84.17 | 51.25 | 82.95 | 46.87 | 30.84 |
| 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 |
Data as of 01/16/2020, Common starting date is 10/16/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARQL (ArQule Inc) |
-59.43%
Feb 2000 – Feb 2003 |
-36.03%
Feb 1998 – Feb 2003 |
-21.17%
Feb 2000 – Feb 2010 |
-17.79%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARQL (ArQule Inc) |
151.15%
Dec 2016 – Dec 2019 |
74.89%
Dec 2014 – Dec 2019 |
18.39%
Dec 2009 – Dec 2019 |
8.60%
Dec 2004 – Dec 2019 |
Annualized Rolling Returns Comparison Chart