Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CGEN (Compugen Ltd.) | -5.23% | -18.08% | -3.03% | -36.83% | -13.44% | -7.08% | -4.30% | -8.14% |
Data as of 07/31/2025, AR inception is 08/11/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CGEN (Compugen Ltd.) | 08/11/2000 | 07/31/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.84 | -18.08 | -3.03 | -36.83 | -13.44 | -7.08 | -4.30 | -8.14 | -5.23 | -24.24 | 175.00 | -83.26 | -64.49 | 103.19 | 174.65 | -13.20 | -50.98 | -20.19 | -23.29 | -6.93 | 81.91 | -0.61 | 0.61 | 1.44 | 1,027.91 | -73.13 | -38.22 | -39.20 | -17.28 | 1.98 | 185.31 | -62.34 | -24.80 | -43.82 |
| Sharpe Ratio | NA | -0.25 | -0.07 | -0.43 | -0.19 | NA | NA | -0.12 | -0.04 | -0.39 | 1.36 | -0.98 | -0.95 | 1.11 | 2.51 | -0.53 | -1.17 | -1.33 | -0.94 | -0.46 | 1.07 | -0.40 | -0.39 | -0.34 | 8.11 | -0.90 | -1.34 | -1.36 | -0.68 | -0.27 | 2.53 | -0.99 | -0.54 | -0.94 |
| Standard Deviation(%) | NA | 66.22 | 97.15 | 87.47 | 77.03 | NA | NA | 73.58 | 72.91 | 71.05 | 126.89 | 86.90 | 68.14 | 92.53 | 60.20 | 66.16 | 60.22 | 40.71 | 44.39 | 55.31 | 59.16 | 48.89 | 45.49 | 50.46 | 124.38 | 102.79 | 45.23 | 45.48 | 55.97 | 65.39 | 65.50 | 82.80 | 86.68 | 113.84 |
| Draw Down(%) | NA | 54.09 | 68.82 | 97.28 | 97.28 | NA | NA | 97.88 | 54.09 | 52.20 | 61.59 | 87.50 | 70.30 | 47.17 | 33.17 | 53.83 | 56.07 | 34.78 | 49.09 | 54.65 | 28.66 | 51.20 | 39.02 | 40.00 | 51.22 | 85.82 | 48.39 | 54.42 | 60.31 | 59.37 | 36.73 | 81.15 | 66.73 | 71.06 |
| 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 |
Data as of 07/31/2025, AR inception is 08/11/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CGEN (Compugen Ltd.) |
-65.60%
Apr 2020 - Apr 2023 |
-41.01%
Feb 2004 - Feb 2009 |
-24.09%
Nov 2013 - Nov 2023 |
-8.67%
Apr 2008 - Apr 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CGEN (Compugen Ltd.) |
130.58%
Feb 2009 - Feb 2012 |
86.69%
Feb 2009 - Feb 2014 |
21.27%
Feb 2009 - Feb 2019 |
11.56%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart