Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
GTIV (Gentiva Health Services Inc) | NA | 76.87% | 36.29% | -5.92% | 1.61% | NA | NA | 18.14% |
Data as of 02/02/2015, AR inception is 03/20/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
GTIV (Gentiva Health Services Inc) | 03/20/2000 | 02/02/2015 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -2.04 | 76.87 | 36.29 | -5.92 | 1.61 | NA | NA | 18.14 | 0.73 | 53.51 | 23.48 | 48.89 | -74.62 | -1.52 | -7.69 | 53.68 | -0.10 | 29.31 | -11.84 | 32.28 | 43.47 | 28.76 | 64.05 | 124.12 |
Sharpe Ratio | NA | 1.23 | 0.69 | -0.09 | 0.01 | NA | NA | 0.31 | 0.79 | 0.84 | 0.48 | 0.82 | -0.77 | -0.04 | -0.14 | 0.99 | -0.11 | 0.74 | -0.35 | 0.87 | 1.21 | 0.83 | 1.72 | 2.85 |
Standard Deviation(%) | NA | 56.11 | 52.92 | 66.02 | 61.24 | NA | NA | 51.20 | 11.55 | 63.69 | 48.77 | 60.48 | 97.39 | 41.08 | 56.96 | 53.20 | 29.24 | 35.32 | 39.75 | 35.83 | 35.46 | 33.43 | 36.59 | 61.50 |
Draw Down(%) | NA | 33.80 | 45.23 | 90.10 | 90.10 | NA | NA | 90.10 | 2.04 | 39.40 | 31.85 | 39.78 | 89.55 | 36.39 | 54.96 | 32.97 | 20.71 | 21.40 | 33.13 | 12.71 | 20.81 | 19.11 | 32.01 | 20.06 |
Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 20.46 | 15.35 | 21.93 | 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 | 84.88 | 0.00 | 0.00 |
Data as of 02/02/2015, AR inception is 03/20/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GTIV (Gentiva Health Services Inc) |
-46.58%
Oct 2008 - Oct 2011 |
-25.91%
Oct 2006 - Oct 2011 |
-6.41%
Apr 2004 - Apr 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GTIV (Gentiva Health Services Inc) |
68.20%
Oct 2011 - Oct 2014 |
50.78%
Jul 2000 - Jul 2005 |
26.71%
Jun 2000 - Jun 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart