Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PRXL (PAREXEL International Corp) | NA | 28.58% | 11.19% | 23.18% | 14.94% | 22.40% | 7.68% | 14.92% |
Data as of 09/29/2017, AR inception is 11/24/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PRXL (PAREXEL International Corp) | 11/24/1995 | 09/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.10 | 28.58 | 11.19 | 23.18 | 14.94 | 22.40 | 7.68 | 14.92 | 34.02 | -3.52 | 22.61 | 22.97 | 52.69 | 42.67 | -2.31 | 50.57 | 45.21 | -59.79 | 66.72 | 42.99 | -0.20 | 24.85 | 47.95 | -23.41 | 32.72 | -8.47 | -52.75 | -32.43 | 43.34 | 55.26 | 75.00 |
| Sharpe Ratio | NA | 1.09 | 0.36 | 0.76 | 0.28 | NA | NA | 0.20 | 2.44 | -0.12 | 0.77 | 0.73 | 1.80 | 1.45 | -0.05 | 1.21 | 0.65 | -0.74 | 2.03 | 0.94 | -0.07 | 0.77 | 1.16 | -0.42 | 0.49 | -0.16 | -0.82 | -0.42 | -0.19 | 0.95 | 487.33 |
| Standard Deviation(%) | NA | 25.77 | 30.65 | 30.43 | 55.56 | NA | NA | 55.51 | 19.44 | 29.79 | 29.39 | 31.54 | 29.23 | 29.61 | 47.05 | 41.78 | 69.28 | 81.41 | 31.57 | 42.63 | 34.90 | 31.15 | 40.91 | 57.71 | 63.75 | 79.46 | 68.08 | 84.29 | 64.00 | 54.04 | 72.91 |
| Draw Down(%) | NA | 20.84 | 24.70 | 29.02 | 81.65 | NA | NA | 82.30 | 14.47 | 21.63 | 21.63 | 22.83 | 29.02 | 10.86 | 43.48 | 30.48 | 36.00 | 81.65 | 10.80 | 25.70 | 30.74 | 13.36 | 18.56 | 52.65 | 44.90 | 45.19 | 72.00 | 49.96 | 39.55 | 38.16 | 6.35 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/29/2017, AR inception is 11/24/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PRXL (PAREXEL International Corp) |
-40.08%
Sep 1997 - Sep 2000 |
-26.45%
Sep 1997 - Sep 2002 |
-4.39%
Nov 1998 - Nov 2008 |
1.23%
Sep 1996 - Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PRXL (PAREXEL International Corp) |
49.37%
Sep 2011 - Sep 2014 |
42.33%
Feb 2009 - Feb 2014 |
21.97%
May 2005 - May 2015 |
21.17%
Aug 2002 - Aug 2017 |
Annualized Rolling Returns Comparison Chart