Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LRUSF (Lorus Therapeutics, Inc.) | NA | 147.06% | 9.49% | -25.25% | -31.66% | -19.16% | NA | -18.09% |
Data as of 09/02/2014, AR inception is 08/21/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LRUSF (Lorus Therapeutics, Inc.) | 08/21/1995 | 09/02/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.44 | 147.06 | 9.49 | -25.25 | -31.66 | -19.16 | NA | -18.09 | -19.43 | 73.77 | 66.67 | -82.35 | -43.33 | 100.00 | -83.33 | -18.18 | -12.00 | -58.33 | -21.05 | 130.30 | -58.75 | -31.03 | 30.34 | 456.25 | -71.43 | -25.33 | 33.93 | -9.68 |
| Sharpe Ratio | NA | 1.35 | 0.08 | -0.18 | -0.18 | NA | NA | -0.14 | -0.36 | 0.58 | 0.50 | -0.91 | -0.29 | 0.41 | -0.35 | -0.22 | -0.17 | -0.57 | -0.36 | 1.34 | -0.44 | -0.37 | 0.19 | 1.72 | -0.36 | -0.80 | 0.25 | -0.31 |
| Standard Deviation(%) | NA | 98.89 | 114.27 | 144.48 | 177.13 | NA | NA | 159.82 | 76.29 | 126.51 | 133.64 | 90.25 | 149.96 | 244.05 | 240.48 | 94.64 | 88.10 | 106.82 | 61.54 | 97.05 | 137.11 | 92.35 | 140.16 | 263.81 | 207.32 | 100.22 | 119.48 | 91.29 |
| Draw Down(%) | NA | 58.12 | 72.41 | 95.45 | 99.35 | NA | NA | 99.91 | 51.41 | 61.17 | 53.45 | 85.71 | 71.52 | 66.67 | 90.00 | 50.00 | 53.66 | 75.32 | 52.58 | 46.62 | 78.57 | 68.67 | 86.58 | 67.16 | 84.00 | 52.94 | 65.75 | 55.00 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/02/2014, AR inception is 08/21/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LRUSF (Lorus Therapeutics, Inc.) |
-58.71%
Apr 2010 - Apr 2013 |
-51.94%
Feb 2007 - Feb 2012 |
-40.29%
Apr 2003 - Apr 2013 |
-29.10%
Feb 1997 - Feb 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LRUSF (Lorus Therapeutics, Inc.) |
71.00%
Dec 1998 - Dec 2001 |
37.32%
Mar 1999 - Mar 2004 |
-1.73%
Sep 1995 - Sep 2005 |
-12.91%
Feb 1999 - Feb 2014 |
Annualized Rolling Returns Comparison Chart