Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ELGX (Endologix Inc) | NA | -99.40% | -92.57% | -82.67% | -53.74% | -40.71% | -34.72% | … | … |
Data as of 10/02/2020, Common starting date is 06/20/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ELGX (Endologix Inc) | 06/20/1996 | 10/02/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -33.67 | -99.40 | -92.57 | -82.67 | -53.74 | -40.71 | -34.72 | … | … | -98.74 | -78.06 | -86.54 | -6.47 | -42.22 | -35.25 | -12.33 | 22.47 | 24.04 | 60.56 | 35.42 | 340.00 | -57.14 | -20.00 | -49.28 | 0.73 | 73.42 | 364.71 | -47.53 | -67.60 | 1.27 | 61.22 | -44.32 | -57.69 | 18.18 |
| Sharpe Ratio | NA | -0.53 | -0.75 | -0.78 | -0.67 | NA | NA | … | … | -0.47 | -1.36 | -1.35 | -0.37 | -1.28 | -0.94 | -0.67 | 0.14 | 0.14 | 0.82 | 0.34 | 5.00 | -1.07 | -0.85 | -1.45 | -0.48 | 0.99 | 4.51 | -0.53 | -0.77 | -0.64 | 0.88 | -0.12 | -1.43 | 0.37 |
| Standard Deviation(%) | NA | 190.07 | 125.66 | 106.99 | 81.13 | NA | NA | … | … | 212.52 | 74.45 | 80.06 | 70.29 | 59.65 | 57.12 | 45.99 | 27.78 | 39.07 | 51.54 | 49.94 | 64.32 | 71.53 | 49.72 | 49.40 | 42.50 | 54.53 | 76.56 | 127.62 | 116.03 | 105.12 | 97.99 | 92.81 | 72.57 | 87.96 |
| Draw Down(%) | NA | 99.48 | 99.97 | 99.99 | 99.99 | NA | NA | … | … | 99.02 | 81.80 | 90.80 | 45.32 | 63.07 | 52.34 | 40.78 | 22.94 | 28.11 | 24.24 | 41.37 | 33.49 | 71.30 | 43.83 | 54.41 | 40.85 | 30.32 | 25.65 | 67.14 | 84.87 | 66.94 | 50.00 | 60.71 | 62.26 | 39.42 |
| 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 |
Data as of 10/02/2020, Common starting date is 06/20/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELGX (Endologix Inc) |
-91.62%
Sep 2017 – Sep 2020 |
-81.54%
Sep 2015 – Sep 2020 |
-52.57%
Sep 2010 – Sep 2020 |
-39.62%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELGX (Endologix Inc) |
112.29%
Dec 2008 – Dec 2011 |
71.92%
Nov 2008 – Nov 2013 |
32.56%
Dec 2002 – Dec 2012 |
16.18%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart