Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPHD (Cepheid) | NA | 48.03% | 9.08% | 9.07% | 19.58% | 17.92% | NA | … | … |
Data as of 11/07/2016, Common starting date is 06/23/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPHD (Cepheid) | 06/23/2000 | 11/07/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.09 | 48.03 | 9.08 | 9.07 | 19.58 | 17.92 | NA | … | … | 44.95 | -32.53 | 16.01 | 37.83 | -1.60 | 51.25 | 82.29 | 20.23 | -60.61 | 210.00 | -3.19 | -11.67 | 3.76 | 88.21 | 21.19 | -50.22 | -8.78 |
| Sharpe Ratio | NA | 0.20 | -0.30 | -0.27 | -0.02 | NA | NA | … | … | 0.31 | -1.07 | -0.07 | 0.70 | -0.41 | 0.64 | 1.29 | 0.02 | -0.95 | 3.85 | -0.53 | -0.68 | -0.26 | 0.89 | 0.01 | -0.47 | -0.30 |
| Standard Deviation(%) | NA | 62.08 | 48.78 | 45.75 | 55.18 | NA | NA | … | … | 64.82 | 47.73 | 34.52 | 27.64 | 49.39 | 50.94 | 49.34 | 74.04 | 84.02 | 49.20 | 47.94 | 48.21 | 60.91 | 77.44 | 105.02 | 154.09 | 130.27 |
| Draw Down(%) | NA | 31.63 | 59.63 | 59.63 | 84.45 | NA | NA | … | … | 30.91 | 52.74 | 32.07 | 19.72 | 37.57 | 26.45 | 31.85 | 52.77 | 71.68 | 21.79 | 35.31 | 47.63 | 47.09 | 48.33 | 53.72 | 83.84 | 72.57 |
| 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 |
Data as of 11/07/2016, Common starting date is 06/23/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPHD (Cepheid) |
-27.98%
Aug 2000 – Aug 2003 |
-9.16%
Aug 2000 – Aug 2005 |
1.95%
Aug 2000 – Aug 2010 |
8.84%
Oct 2000 – Oct 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPHD (Cepheid) |
82.34%
Mar 2009 – Mar 2012 |
51.70%
Feb 2009 – Feb 2014 |
35.25%
Aug 2001 – Aug 2011 |
23.14%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart