Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 11/04/2010.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| PPCO (Penwest Pharmaceuticals Co) | -4.45% | NA | 117.90% | -10.71% | -20.65% | -7.17% | NA | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PPCO (Penwest Pharmaceuticals Co) | 08/21/1998 | 11/04/2010 |
The return data shown below all have the same latest date: 11/04/2010.
AR inception is since 08/21/1998.
AR inception is since 08/21/1998.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.20 | 117.90 | -10.71 | -20.65 | -7.17 | NA | NA | -4.45 | 92.66 | 64.97 | -73.16 | -64.80 | -14.86 | 63.21 | -30.79 | 63.02 | -47.13 | 54.95 | -15.15 | 144.00 | -27.49 |
| Sharpe Ratio | NA | 2.55 | -0.14 | -0.25 | -0.09 | NA | NA | -0.08 | 2.42 | 0.97 | -0.54 | -1.24 | -0.39 | 1.46 | -0.58 | 1.07 | -0.70 | 0.79 | -0.21 | 1.54 | -0.45 |
| Standard Deviation(%) | NA | 46.16 | 97.01 | 87.09 | 95.47 | NA | NA | 76.24 | 48.39 | 66.66 | 138.05 | 54.64 | 47.03 | 41.75 | 54.46 | 58.15 | 69.23 | 68.11 | 93.14 | 91.33 | 138.93 |
| Draw Down(%) | NA | 25.67 | 95.20 | 98.42 | 98.51 | NA | NA | 98.51 | 25.67 | 39.12 | 93.68 | 71.45 | 31.44 | 24.12 | 52.82 | 45.00 | 66.60 | 28.18 | 58.36 | 53.71 | 64.57 |
| 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 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PPCO (Penwest Pharmaceuticals Co) |
-61.20%
Nov 2005 - Nov 2008 |
-42.17%
Nov 2003 - Nov 2008 |
-19.35%
Nov 1998 - Nov 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PPCO (Penwest Pharmaceuticals Co) |
47.48%
Dec 1998 - Dec 2001 |
28.84%
Sep 1998 - Sep 2003 |
-7.15%
Oct 2000 - Oct 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart