Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COGT (Cogent Biosciences, Inc.) | NA | 20.94% | -1.66% | -14.83% | NA | NA | NA | … | … |
Data as of 12/01/2010, Common starting date is 09/27/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COGT (Cogent Biosciences, Inc.) | 09/27/2004 | 12/01/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.10 | 20.94 | -1.66 | -14.83 | NA | NA | NA | … | … | 1.15 | -23.43 | 21.70 | 1.27 | -51.46 | -31.27 | 83.33 |
| Sharpe Ratio | NA | 0.64 | -0.05 | -0.35 | NA | NA | NA | … | … | 0.03 | -0.61 | 0.37 | -0.05 | -0.95 | -0.67 | 13.22 |
| Standard Deviation(%) | NA | 32.39 | 43.32 | 47.26 | NA | NA | NA | … | … | 34.57 | 38.38 | 55.91 | 38.17 | 57.95 | 49.58 | 66.28 |
| Draw Down(%) | NA | 24.71 | 40.85 | 68.71 | NA | NA | NA | … | … | 24.71 | 37.14 | 35.11 | 37.43 | 60.72 | 41.05 | 11.69 |
| 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 |
Data as of 12/01/2010, Common starting date is 09/27/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COGT (Cogent Biosciences, Inc.) |
-31.22%
Jan 2005 – Jan 2008 |
-23.97%
Nov 2004 – Nov 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COGT (Cogent Biosciences, Inc.) |
-0.70%
Jan 2007 – Jan 2010 |
-12.79%
Oct 2004 – Oct 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart