Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MDSO (Medidata Solutions Inc) | NA | 34.67% | 23.72% | 18.20% | 27.74% | NA | NA | … | … |
Data as of 10/28/2019, Common starting date is 06/25/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MDSO (Medidata Solutions Inc) | 06/25/2009 | 10/28/2019 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.36 | 34.67 | 23.72 | 18.20 | 27.74 | NA | NA | … | … | 36.78 | 6.39 | 27.58 | 0.77 | 3.23 | -21.07 | 54.42 | 80.14 | -8.92 | 52.88 | -8.12 |
| Sharpe Ratio | NA | 1.00 | 0.69 | 0.50 | 0.69 | NA | NA | … | … | 1.61 | 0.14 | 0.78 | 0.01 | 0.08 | -0.41 | 0.65 | 1.97 | -0.21 | 1.50 | -0.39 |
| Standard Deviation(%) | NA | 30.26 | 33.00 | 35.15 | 39.92 | NA | NA | … | … | 27.78 | 35.92 | 34.56 | 38.72 | 37.68 | 51.36 | 83.94 | 41.10 | 41.68 | 35.31 | 38.53 |
| Draw Down(%) | NA | 23.87 | 31.60 | 46.06 | 52.18 | NA | NA | … | … | 9.80 | 31.60 | 22.60 | 34.47 | 36.21 | 49.69 | 53.33 | 14.75 | 46.40 | 18.71 | 22.04 |
| 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 |
Data as of 10/28/2019, Common starting date is 06/25/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDSO (Medidata Solutions Inc) |
-7.75%
Jan 2014 – Jan 2017 |
2.19%
Dec 2013 – Dec 2018 |
25.77%
Jul 2009 – Jul 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDSO (Medidata Solutions Inc) |
83.07%
Jul 2010 – Jul 2013 |
52.54%
May 2010 – May 2015 |
28.29%
Sep 2009 – Sep 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart