Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GHDX (Genomic Health Inc) | NA | -24.28% | 28.12% | 11.85% | 12.42% | NA | NA | … | … |
Data as of 11/08/2019, Common starting date is 10/04/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GHDX (Genomic Health Inc) | 10/04/2005 | 11/08/2019 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.72 | -24.28 | 28.12 | 11.85 | 12.42 | NA | NA | … | … | -1.51 | 88.33 | 16.22 | -16.51 | 10.10 | 9.22 | 7.45 | 7.29 | 18.70 | 9.36 | 0.41 | -13.96 | 21.72 | 104.17 | -21.13 |
| Sharpe Ratio | NA | -0.64 | 0.66 | 0.27 | 0.30 | NA | NA | … | … | -0.08 | 1.75 | 0.45 | -0.41 | 0.24 | 0.25 | 0.23 | 0.16 | 0.46 | 0.25 | 0.01 | -0.28 | 0.35 | 1.54 | -1.38 |
| Standard Deviation(%) | NA | 40.33 | 41.25 | 41.56 | 39.86 | NA | NA | … | … | 39.07 | 49.71 | 35.15 | 40.35 | 41.85 | 36.95 | 32.15 | 44.48 | 40.81 | 37.67 | 41.90 | 52.50 | 53.10 | 65.89 | 47.03 |
| Draw Down(%) | NA | 38.97 | 43.30 | 43.54 | 45.19 | NA | NA | … | … | 38.88 | 34.17 | 17.31 | 35.80 | 39.24 | 25.21 | 22.67 | 28.48 | 31.58 | 38.63 | 40.85 | 38.99 | 39.46 | 40.60 | 23.72 |
| 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 |
Data as of 11/08/2019, Common starting date is 10/04/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GHDX (Genomic Health Inc) |
-17.95%
Oct 2007 – Oct 2010 |
-1.66%
Aug 2012 – Aug 2017 |
1.88%
Jan 2007 – Jan 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GHDX (Genomic Health Inc) |
50.71%
Oct 2015 – Oct 2018 |
23.50%
Feb 2014 – Feb 2019 |
15.76%
Jul 2009 – Jul 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart