Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EVO (Evotec SE) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 09/24/2019, Common starting date is 03/26/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EVO (Evotec SE) | 03/26/2003 | 01/18/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | 4.55 | -2.33 | -0.62 | 1.33 | 8.46 | 18.78 | -22.13 | 25.39 | 18.43 | -0.34 | 62.17 | -27.09 | -8.59 | 5.94 | -6.56 | 10.12 | 8.61 |
| Sharpe Ratio | NA | 0.09 | -0.03 | 0.40 | 0.53 | NA | NA | … | … | 14.91 | -0.49 | -0.14 | 0.07 | 0.81 | 1.38 | -1.38 | 1.77 | 1.15 | -0.03 | 2.82 | -0.80 | -0.98 | 0.25 | -0.66 | 0.59 | 0.91 |
| Standard Deviation(%) | NA | 7.63 | 10.86 | 11.37 | 14.18 | NA | NA | … | … | 9.07 | 7.37 | 9.06 | 15.05 | 10.43 | 13.60 | 16.03 | 14.42 | 16.04 | 14.75 | 21.99 | 34.76 | 11.91 | 10.93 | 13.26 | 15.62 | 11.71 |
| Draw Down(%) | NA | 8.07 | 20.91 | 20.91 | 31.57 | NA | NA | … | … | 0.40 | 8.07 | 8.16 | 15.45 | 9.11 | 5.58 | 30.00 | 8.42 | 9.66 | 20.05 | 11.14 | 44.16 | 16.56 | 5.69 | 15.97 | 21.12 | 15.39 |
| Yield(%) | 0.57 | 4.72 | 4.12 | 5.15 | 6.99 | 4.55 | 3.91 | … | … | 0.59 | 4.50 | 3.45 | 4.79 | 5.34 | 6.04 | 4.34 | 5.97 | 6.85 | 6.65 | 8.85 | 4.94 | 4.45 | 4.82 | 5.43 | 6.38 | 4.87 |
Data as of 09/24/2019, Common starting date is 03/26/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EVO (Evotec SE) |
-11.22%
Nov 2005 – Nov 2008 |
-6.66%
Nov 2003 – Nov 2008 |
2.95%
Nov 2003 – Nov 2013 |
3.60%
May 2003 – May 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EVO (Evotec SE) |
24.17%
Dec 2008 – Dec 2011 |
13.54%
Nov 2008 – Nov 2013 |
9.24%
Nov 2008 – Nov 2018 |
4.77%
Aug 2003 – Aug 2018 |
Annualized Rolling Returns Comparison Chart