Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MDCO (The Medicines Company) | NA | 338.08% | 32.82% | 27.43% | 26.58% | 7.41% | NA | 7.45% |
Data as of 01/06/2020, AR inception is 08/08/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MDCO (The Medicines Company) | 08/08/2000 | 01/06/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.05 | 338.08 | 32.82 | 27.43 | 26.58 | 7.41 | NA | 7.45 | -0.05 | 342.95 | -29.99 | -19.45 | -9.11 | 34.95 | -28.35 | 61.12 | 28.59 | 31.92 | 69.42 | -43.38 | -23.12 | -39.60 | 81.78 | -39.41 | -2.24 | 83.90 | 38.22 | -43.46 | -5.49 |
| Sharpe Ratio | NA | 7.53 | 0.68 | 0.59 | 0.60 | NA | NA | 0.12 | -6.31 | 7.26 | -0.63 | -0.48 | -0.21 | 0.78 | -0.66 | 1.90 | 0.97 | 0.85 | 1.18 | -0.56 | -0.43 | -1.04 | 2.28 | -1.00 | -0.07 | 1.83 | 0.47 | -0.48 | -0.18 |
| Standard Deviation(%) | NA | 47.10 | 46.44 | 45.54 | 43.59 | NA | NA | 53.86 | 0.78 | 47.75 | 49.35 | 41.98 | 43.32 | 44.82 | 43.23 | 32.22 | 29.70 | 37.45 | 58.56 | 77.67 | 56.05 | 41.24 | 34.65 | 41.45 | 47.78 | 45.48 | 79.39 | 95.78 | 98.07 |
| Draw Down(%) | NA | 18.00 | 68.45 | 68.45 | 68.45 | NA | NA | 85.35 | 0.07 | 18.00 | 57.84 | 52.47 | 25.59 | 25.79 | 49.59 | 20.00 | 23.76 | 34.48 | 28.79 | 60.98 | 56.11 | 56.17 | 20.09 | 45.55 | 42.95 | 24.30 | 45.72 | 76.57 | 50.72 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/06/2020, AR inception is 08/08/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDCO (The Medicines Company) |
-35.94%
Dec 2006 - Dec 2009 |
-25.00%
May 2004 - May 2009 |
-8.41%
Sep 2000 - Sep 2010 |
-2.83%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDCO (The Medicines Company) |
66.23%
Apr 2010 - Apr 2013 |
30.32%
Jun 2010 - Jun 2015 |
26.79%
Nov 2009 - Nov 2019 |
12.98%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart