Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MGLN (Magellan Health Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 01/19/2022, Common starting date is 01/06/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MGLN (Magellan Health Inc) | 01/06/2004 | 01/19/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | 14.67 | 5.87 | 37.55 | -41.08 | 28.31 | 22.04 | 2.72 | 0.20 | 22.27 | -0.95 | 4.63 | 16.08 | 4.01 | -16.02 | 7.89 | 37.42 | -7.93 | 26.52 |
| Sharpe Ratio | NA | 0.33 | 0.44 | 0.09 | 0.19 | NA | NA | … | … | 0.00 | 1.13 | 0.09 | 1.14 | -0.94 | 1.12 | 0.71 | 0.08 | 0.01 | 1.01 | -0.03 | 0.16 | 0.67 | 0.13 | -0.47 | 0.17 | 1.23 | -0.40 | 0.85 |
| Standard Deviation(%) | NA | 4.29 | 40.24 | 38.76 | 33.69 | NA | NA | … | … | NA | 12.98 | 60.91 | 31.58 | 44.96 | 24.79 | 30.66 | 35.57 | 17.42 | 21.95 | 29.29 | 29.66 | 23.94 | 30.62 | 36.20 | 28.03 | 27.89 | 25.11 | 30.51 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 2.27 | 58.38 | 21.68 | 51.92 | 19.32 | 30.28 | 35.98 | 17.04 | 12.50 | 18.62 | 25.44 | 21.67 | 25.44 | 36.28 | 19.88 | 17.62 | 24.96 | 20.11 |
| Yield(%) | NA | 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 01/19/2022, Common starting date is 01/06/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGLN (Magellan Health Inc) |
-12.60%
Aug 2006 – Aug 2009 |
-7.44%
Mar 2015 – Mar 2020 |
1.02%
Mar 2010 – Mar 2020 |
2.33%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGLN (Magellan Health Inc) |
20.25%
Nov 2018 – Nov 2021 |
17.62%
Mar 2013 – Mar 2018 |
10.44%
Mar 2008 – Mar 2018 |
6.86%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison Chart