Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FOMX (Menlo Therapeutics Inc) | NA | -28.30% | -31.69% | -20.42% | NA | NA | NA | … | … |
Data as of 03/09/2020, Common starting date is 09/19/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FOMX (Menlo Therapeutics Inc) | 09/19/2014 | 03/09/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -13.58 | -28.30 | -31.69 | -20.42 | NA | NA | NA | … | … | -10.21 | -6.69 | -40.27 | -45.86 | 36.87 | 15.69 | 13.98 |
| Sharpe Ratio | NA | -0.51 | -0.52 | -0.35 | NA | NA | NA | … | … | -0.70 | -0.13 | -0.83 | -0.64 | 0.70 | 0.26 | 0.94 |
| Standard Deviation(%) | NA | 63.94 | 63.48 | 59.91 | NA | NA | NA | … | … | 65.20 | 61.37 | 50.15 | 72.60 | 51.77 | 59.29 | 62.95 |
| Draw Down(%) | NA | 54.36 | 79.63 | 85.34 | NA | NA | NA | … | … | 36.52 | 54.36 | 52.16 | 63.46 | 30.86 | 52.10 | 17.40 |
| 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 03/09/2020, Common starting date is 09/19/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FOMX (Menlo Therapeutics Inc) |
-34.54%
Jul 2016 – Jul 2019 |
-16.67%
Feb 2015 – Feb 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FOMX (Menlo Therapeutics Inc) |
4.20%
Oct 2014 – Oct 2017 |
-8.25%
Oct 2014 – Oct 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart