Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CELG (Celgene Corporation) | NA | 59.18% | -3.66% | -0.51% | 14.53% | 20.21% | 21.03% | … | … |
Data as of 11/25/2019, Common starting date is 03/27/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CELG (Celgene Corporation) | 03/27/1990 | 11/25/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.99 | 59.18 | -3.66 | -0.51 | 14.53 | 20.21 | 21.03 | … | … | 68.89 | -38.59 | -9.84 | -3.35 | 7.06 | 164.82 | 7.66 | 16.08 | 14.31 | 6.21 | 0.72 | 19.63 | -19.68 | 77.56 | 144.34 | 18.18 | 109.04 | -32.74 | -1.78 | 39.29 | 355.28 | 82.22 | -24.16 | -16.82 | 137.78 | -19.64 | -46.67 | -13.93 | 134.62 | -20.00 |
| Sharpe Ratio | NA | 2.06 | -0.16 | -0.04 | 0.33 | NA | NA | … | … | 2.72 | -1.32 | -0.36 | -0.11 | 0.21 | 2.18 | 0.10 | 0.61 | 0.51 | 0.22 | 0.01 | 0.35 | -0.66 | 1.90 | 3.58 | 0.46 | 2.47 | -0.52 | -0.05 | 0.33 | 4.96 | 0.90 | -0.44 | -0.29 | 2.23 | -0.43 | -0.79 | -0.25 | 2.04 | -0.44 |
| Standard Deviation(%) | NA | 29.61 | 29.30 | 30.90 | 43.10 | NA | NA | … | … | 28.33 | 30.45 | 29.22 | 31.75 | 33.36 | 75.74 | 76.30 | 26.47 | 27.96 | 27.45 | 43.41 | 53.39 | 34.55 | 39.33 | 39.72 | 37.59 | 43.92 | 65.52 | 87.44 | 107.39 | 70.94 | 87.76 | 63.06 | 69.29 | 60.02 | 53.07 | 61.83 | 66.43 | 63.69 | 69.13 |
| Draw Down(%) | NA | 19.35 | 59.59 | 59.59 | 59.59 | NA | NA | … | … | 9.54 | 45.75 | 33.00 | 20.80 | 24.62 | 20.38 | 55.77 | 25.96 | 17.53 | 24.61 | 32.71 | 38.64 | 38.53 | 17.25 | 19.46 | 18.82 | 21.82 | 63.97 | 53.20 | 59.20 | 35.21 | 62.83 | 56.57 | 63.76 | 32.16 | 36.62 | 50.45 | 62.18 | 32.53 | 38.46 |
| 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 |
Data as of 11/25/2019, Common starting date is 03/27/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CELG (Celgene Corporation) |
-33.47%
Feb 1992 – Feb 1995 |
-12.74%
Apr 1992 – Apr 1997 |
8.34%
Oct 2008 – Oct 2018 |
17.63%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CELG (Celgene Corporation) |
196.12%
Apr 1997 – Apr 2000 |
98.46%
Feb 1995 – Feb 2000 |
63.92%
Aug 1998 – Aug 2008 |
40.32%
Apr 1997 – Apr 2012 |
Annualized Rolling Returns Comparison Chart