Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PDLI (PDL BioPharma Inc) | NA | -22.08% | -3.98% | -5.57% | -4.38% | -5.46% | -2.97% | … | … |
Data as of 01/06/2021, Common starting date is 01/29/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PDLI (PDL BioPharma Inc) | 01/29/1992 | 01/06/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -22.08 | -3.98 | -5.57 | -4.38 | -5.46 | -2.97 | … | … | 0.00 | -24.00 | 12.07 | 5.84 | 29.25 | -40.11 | -54.09 | -8.65 | 19.89 | 13.55 | -0.48 | -9.18 | 11.00 | -64.73 | -13.01 | -29.13 | 37.56 | 15.42 | 110.59 | -74.09 | -24.49 | 148.21 | 202.70 | -42.19 | 9.59 | 57.84 | 46.83 | -35.05 | 104.21 | -21.49 |
| Sharpe Ratio | NA | -0.44 | -0.12 | -0.13 | -0.12 | NA | NA | … | … | 0.00 | -0.47 | -0.25 | -0.36 | 0.26 | -1.34 | -2.18 | -0.80 | 0.05 | -0.23 | -0.48 | -0.75 | -0.14 | -1.10 | -0.83 | -1.26 | 0.39 | -0.09 | 1.33 | -1.09 | -0.48 | 0.56 | 3.13 | -0.12 | -0.74 | 0.67 | -0.22 | -0.53 | 1.56 | -0.38 |
| Standard Deviation(%) | NA | 51.06 | 46.20 | 46.87 | 39.91 | NA | NA | … | … | NA | 51.09 | 44.11 | 43.26 | 38.87 | 55.34 | 33.26 | 33.83 | 27.97 | 22.05 | 39.61 | 37.16 | 53.66 | 76.13 | 42.39 | 40.95 | 42.29 | 45.06 | 68.59 | 85.85 | 97.07 | 142.60 | 72.84 | 71.25 | 49.89 | 88.37 | 69.21 | 62.36 | 66.28 | 60.50 |
| Draw Down(%) | NA | 42.51 | 44.68 | 47.43 | 76.97 | NA | NA | … | … | 0.00 | 42.51 | 44.68 | 26.92 | 21.94 | 48.17 | 54.66 | 28.56 | 20.20 | 15.89 | 26.26 | 30.73 | 31.24 | 66.55 | 40.40 | 49.66 | 33.48 | 44.36 | 42.65 | 77.44 | 60.00 | 81.80 | 49.41 | 63.78 | 35.58 | 52.34 | 44.22 | 52.74 | 45.26 | 60.32 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.59 | 5.00 | 2.97 | 2.83 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.89 | 7.81 | 7.03 | 8.17 | 9.72 | 9.43 | 14.53 | 42.72 | 39.99 | 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 01/06/2021, Common starting date is 01/29/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PDLI (PDL BioPharma Inc) |
-50.36%
Feb 2000 – Feb 2003 |
-24.86%
Feb 2000 – Feb 2005 |
-12.70%
Oct 2000 – Oct 2010 |
-7.51%
Nov 2001 – Nov 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PDLI (PDL BioPharma Inc) |
93.11%
Jun 1998 – Jun 2001 |
74.39%
Oct 1995 – Oct 2000 |
25.35%
Apr 1992 – Apr 2002 |
20.60%
May 1992 – May 2007 |
Annualized Rolling Returns Comparison Chart