Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MNTA (Momenta Pharmaceuticals Inc) | NA | 319.50% | 42.99% | 25.54% | 13.67% | 4.02% | NA | … | … |
Data as of 10/02/2020, Common starting date is 06/22/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MNTA (Momenta Pharmaceuticals Inc) | 06/22/2004 | 10/02/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.15 | 319.50 | 42.99 | 25.54 | 13.67 | 4.02 | NA | … | … | 165.99 | 78.71 | -20.86 | -7.31 | 1.42 | 23.26 | -31.90 | 49.96 | -32.20 | 16.17 | 18.81 | 8.62 | 62.46 | -54.61 | -28.63 | 212.18 | -9.60 |
| Sharpe Ratio | NA | 3.47 | 0.58 | 0.38 | 0.23 | NA | NA | … | … | 2.59 | 1.11 | -0.65 | -0.52 | -0.57 | 0.11 | -0.98 | 1.00 | -1.06 | -0.04 | 0.00 | -0.15 | 0.52 | -0.76 | -0.82 | 2.52 | -0.78 |
| Standard Deviation(%) | NA | 91.94 | 71.73 | 64.47 | 57.54 | NA | NA | … | … | 101.56 | 50.03 | 64.95 | 51.34 | 56.99 | 43.63 | 51.29 | 31.46 | 48.44 | 67.44 | 82.61 | 65.76 | 81.86 | 101.26 | 62.37 | 75.93 | 46.02 |
| Draw Down(%) | NA | 37.10 | 69.23 | 69.23 | 69.23 | NA | NA | … | … | 37.10 | 36.42 | 66.92 | 36.95 | 44.68 | 39.81 | 49.80 | 20.88 | 47.29 | 49.24 | 46.46 | 42.99 | 64.21 | 75.81 | 57.05 | 40.85 | 20.34 |
| 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 |
Data as of 10/02/2020, Common starting date is 06/22/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MNTA (Momenta Pharmaceuticals Inc) |
-26.15%
Nov 2005 – Nov 2008 |
-12.80%
Apr 2011 – Apr 2016 |
-9.91%
Feb 2006 – Feb 2016 |
1.09%
Jul 2005 – Jul 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MNTA (Momenta Pharmaceuticals Inc) |
45.75%
Aug 2017 – Aug 2020 |
26.18%
Sep 2015 – Sep 2020 |
13.70%
Aug 2010 – Aug 2020 |
9.88%
Jan 2005 – Jan 2020 |
Annualized Rolling Returns Comparison Chart