Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CBST (Cubist Pharmaceuticals Inc) | NA | 35.94% | 37.82% | 37.73% | 25.56% | 9.00% | NA | 16.58% |
Data as of 01/21/2015, AR inception is 10/25/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CBST (Cubist Pharmaceuticals Inc) | 10/25/1996 | 01/21/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.43 | 35.94 | 37.82 | 37.73 | 25.56 | 9.00 | NA | 16.58 | 1.28 | 46.14 | 63.78 | 6.13 | 85.14 | 12.81 | -21.48 | 17.80 | 13.25 | -14.74 | 79.54 | -3.03 | 48.24 | -77.11 | 24.00 | 50.65 | 405.25 | -34.42 | -5.22 | -4.81 |
| Sharpe Ratio | NA | 0.91 | 1.19 | 1.21 | 0.65 | NA | NA | 0.17 | 8.03 | 1.04 | 2.01 | 0.28 | 2.26 | 0.48 | -0.45 | 0.35 | 0.30 | -0.42 | 1.61 | -0.07 | 0.74 | -0.66 | 0.24 | 0.38 | 4.14 | -0.38 | -0.68 | -0.54 |
| Standard Deviation(%) | NA | 39.35 | 31.10 | 31.18 | 38.05 | NA | NA | 71.78 | 3.48 | 44.22 | 31.73 | 22.18 | 37.72 | 26.53 | 48.19 | 47.76 | 34.00 | 43.20 | 48.04 | 58.56 | 64.67 | 117.82 | 90.34 | 122.77 | 96.99 | 98.99 | 88.45 | 51.22 |
| Draw Down(%) | NA | 26.07 | 26.07 | 26.07 | 49.21 | NA | NA | 93.98 | 0.20 | 26.07 | 13.94 | 21.39 | 23.20 | 16.91 | 43.59 | 25.80 | 20.99 | 30.73 | 25.61 | 50.00 | 30.06 | 88.60 | 55.62 | 74.65 | 39.75 | 65.58 | 62.46 | 21.43 |
| 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 |
Data as of 01/21/2015, AR inception is 10/25/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBST (Cubist Pharmaceuticals Inc) |
-48.07%
Feb 2000 - Feb 2003 |
-29.39%
Feb 2000 - Feb 2005 |
-9.75%
Feb 2000 - Feb 2010 |
9.70%
May 1997 - May 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBST (Cubist Pharmaceuticals Inc) |
161.64%
Oct 1998 - Oct 2001 |
43.54%
Nov 1996 - Nov 2001 |
27.42%
Oct 1998 - Oct 2008 |
24.74%
Oct 1998 - Oct 2013 |
Annualized Rolling Returns Comparison Chart