Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
PRX (Par Pharmaceutical Companies Inc) | NA | 90.26% | 30.69% | 21.91% | 5.97% | 22.96% | 10.53% | 3.95% |
Data as of 09/28/2012, AR inception is 12/31/1987
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
PRX (Par Pharmaceutical Companies Inc) | 12/31/1987 | 09/28/2012 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.10 | 90.26 | 30.69 | 21.91 | 5.97 | 22.96 | 10.53 | 3.95 | 52.70 | -15.01 | 42.31 | 101.79 | -44.13 | 7.29 | -28.62 | -24.26 | -36.49 | 118.62 | -11.83 | 387.03 | 40.49 | 4.00 | 216.67 | -57.14 | -53.33 | -18.92 | -44.78 | 78.57 | 92.21 | 22.00 | -33.33 | -34.02 | -53.86 | 0.00 |
Sharpe Ratio | NA | 2.42 | 0.88 | 0.47 | 0.10 | NA | NA | -0.01 | 1.77 | -0.40 | 1.34 | 2.03 | -0.76 | 0.10 | -0.72 | -0.71 | -0.92 | 3.07 | -0.18 | 5.37 | 0.40 | 0.01 | 2.43 | -1.10 | -0.94 | -0.51 | -0.83 | 1.18 | 1.50 | 0.27 | -0.57 | -0.60 | -1.31 | NA |
Standard Deviation(%) | NA | 37.20 | 34.81 | 45.52 | 46.40 | NA | NA | 61.06 | 43.17 | 37.65 | 31.57 | 50.09 | 59.04 | 40.82 | 44.19 | 37.18 | 40.80 | 38.43 | 72.50 | 74.04 | 91.50 | 64.36 | 87.96 | 101.77 | 60.11 | 44.59 | 57.42 | 64.48 | 59.21 | 67.08 | 67.55 | 66.09 | 44.41 | 0.00 |
Draw Down(%) | NA | 23.98 | 35.20 | 66.20 | 89.00 | NA | NA | 94.89 | 23.98 | 34.91 | 13.14 | 35.44 | 65.75 | 43.99 | 62.90 | 49.41 | 51.40 | 19.38 | 52.37 | 29.16 | 41.81 | 47.53 | 48.49 | 74.37 | 60.24 | 43.71 | 61.19 | 36.31 | 38.07 | 52.36 | 56.25 | 57.40 | 63.19 | 0.00 |
Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.01 | 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 | 0.21 | 0.14 | 0.00 |
Data as of 09/28/2012, AR inception is 12/31/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PRX (Par Pharmaceutical Companies Inc) |
-48.34%
Nov 1994 - Nov 1997 |
-32.67%
Oct 2003 - Oct 2008 |
-19.83%
Jan 1988 - Jan 1998 |
-3.38%
Oct 1993 - Oct 2008 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PRX (Par Pharmaceutical Companies Inc) |
128.05%
Nov 2000 - Nov 2003 |
84.66%
Nov 1998 - Nov 2003 |
31.95%
Dec 1997 - Dec 2007 |
23.45%
Jul 1997 - Jul 2012 |
Annualized Rolling Returns Comparison Chart