Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ENDP (Endo International PLC) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 11/11/2022, Common starting date is 07/18/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ENDP (Endo International PLC) | 07/18/2000 | 11/11/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | -47.63 | 53.09 | -35.75 | -5.81 | -52.94 | -73.10 | -15.11 | 6.91 | 157.19 | -24.04 | -3.30 | 74.03 | -20.71 | -2.96 | -3.30 | -8.86 | 44.03 | 8.52 | 151.76 | -34.10 | 94.50 | -51.02 |
| Sharpe Ratio | NA | -0.55 | -0.54 | -0.48 | -0.47 | NA | NA | … | … | -0.52 | -0.48 | 0.57 | -0.39 | -0.12 | -0.85 | -0.81 | -0.34 | 0.23 | 4.22 | -0.95 | -0.10 | 2.80 | -0.59 | -0.09 | -0.27 | -0.37 | 1.24 | 0.15 | 2.68 | -0.38 | 1.31 | -0.78 |
| Standard Deviation(%) | NA | 177.56 | 128.78 | 111.55 | 88.45 | NA | NA | … | … | 191.54 | 99.28 | 92.41 | 95.49 | 60.09 | 62.99 | 90.41 | 44.43 | 29.84 | 37.25 | 25.66 | 33.55 | 26.43 | 35.42 | 41.69 | 23.30 | 32.64 | 33.85 | 49.41 | 56.29 | 93.70 | 72.12 | 106.73 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 80.09 | 65.45 | 80.16 | 60.11 | 66.78 | 78.03 | 46.35 | 30.94 | 12.82 | 34.38 | 37.84 | 18.53 | 39.30 | 48.01 | 25.18 | 22.27 | 18.77 | 39.06 | 34.95 | 56.56 | 37.55 | 58.16 |
| Yield(%) | NA | 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 11/11/2022, Common starting date is 07/18/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ENDP (Endo International PLC) |
-68.76%
Oct 2019 – Oct 2022 |
-58.94%
Sep 2017 – Sep 2022 |
-43.78%
Sep 2012 – Sep 2022 |
-31.78%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ENDP (Endo International PLC) |
58.35%
Oct 2002 – Oct 2005 |
42.39%
Aug 2000 – Aug 2005 |
19.53%
Dec 2000 – Dec 2010 |
19.80%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison Chart