Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGP (Schering Plough Corp) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 11/23/2009, Common starting date is 04/07/1983
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGP (Schering Plough Corp) | 04/07/1983 | 11/23/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | -35.15 | 13.67 | 14.63 | 0.95 | 21.56 | -19.07 | -36.38 | -35.92 | 35.54 | -22.56 | 78.72 | 93.02 | 18.92 | 51.66 | 12.84 | 11.29 | -0.97 | 54.65 | 7.20 | 53.94 | 24.61 | 22.11 | 41.43 | 60.92 | 0.12 | -9.25 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | -0.58 | 0.36 | 0.57 | -0.06 | 0.86 | -0.57 | -0.84 | -1.04 | 0.66 | -0.63 | 2.13 | 2.50 | 0.66 | 2.53 | 0.51 | 0.31 | -0.14 | 1.96 | 0.06 | 2.38 | 0.68 | 0.37 | 1.36 | 2.26 | -0.25 | -0.78 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 62.51 | 29.69 | 19.78 | 21.96 | 23.92 | 34.55 | 44.90 | 37.40 | 47.19 | 41.01 | 35.41 | 35.48 | 22.85 | 18.82 | 19.24 | 28.99 | 25.12 | 25.76 | 27.46 | 20.19 | 28.72 | 48.37 | 27.10 | 24.53 | 27.65 | 23.99 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 53.52 | 21.07 | 13.75 | 17.18 | 16.08 | 36.65 | 51.26 | 41.82 | 36.28 | 32.41 | 18.38 | 13.86 | 14.45 | 11.35 | 19.37 | 16.47 | 24.97 | 10.35 | 18.85 | 7.64 | 19.02 | 37.31 | 17.32 | 13.63 | 16.29 | 21.08 |
| Yield(%) | NA | 1.74 | 1.21 | 1.34 | 0.71 | 0.52 | 0.41 | … | … | 1.50 | 0.99 | 1.06 | 1.05 | 1.05 | 1.24 | 2.49 | 1.86 | 1.14 | 1.34 | 0.87 | 0.68 | 0.56 | 0.59 | 0.38 | 0.36 | 0.34 | 0.28 | 0.37 | 0.15 | 0.20 | 0.18 | 0.08 | 0.10 | 0.15 | 0.14 | 0.09 |
Data as of 11/23/2009, Common starting date is 04/07/1983
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGP (Schering Plough Corp) |
-32.27%
Nov 2000 – Nov 2003 |
-20.25%
Sep 1998 – Sep 2003 |
-10.57%
Oct 1998 – Oct 2008 |
5.31%
Oct 1993 – Oct 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGP (Schering Plough Corp) |
65.28%
Mar 1995 – Mar 1998 |
53.26%
Mar 1994 – Mar 1999 |
34.76%
Dec 1988 – Dec 1998 |
32.94%
Mar 1984 – Mar 1999 |
Annualized Rolling Returns Comparison Chart