Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| STJ (St. Jude Medical Inc) | NA | 35.65% | 10.03% | 20.73% | 9.72% | 11.17% | 11.39% | … | … |
Data as of 01/04/2017, Common starting date is 12/07/1989
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STJ (St. Jude Medical Inc) | 12/07/1989 | 01/04/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1991 | 1990 | 1989 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.27 | 35.65 | 10.03 | 20.73 | 9.72 | 11.17 | 11.39 | … | … | 0.79 | 31.61 | -3.33 | 6.72 | 74.93 | 7.84 | -18.14 | 16.23 | 11.59 | -18.90 | 11.16 | -27.17 | 19.72 | 36.69 | 54.46 | 2.31 | 26.39 | 100.20 | 10.09 | -8.61 | -28.02 | -1.45 | 62.26 | 51.06 | -36.15 | -23.73 | 60.87 | 43.01 | -0.52 |
| Sharpe Ratio | NA | 1.35 | 0.49 | 0.86 | 0.32 | NA | NA | … | … | 32.44 | 1.07 | -0.14 | 0.34 | 3.78 | 0.27 | -0.54 | 0.73 | 0.32 | -0.48 | 0.30 | -0.91 | 0.69 | 1.43 | 1.88 | 0.03 | 0.74 | 2.08 | 0.15 | -0.26 | -2.47 | -0.13 | 1.49 | 1.53 | -0.91 | -0.61 | 1.43 | 0.91 | -0.36 |
| Standard Deviation(%) | NA | 26.26 | 23.29 | 23.98 | 28.82 | NA | NA | … | … | 5.17 | 29.25 | 24.00 | 19.73 | 19.80 | 28.57 | 33.95 | 22.22 | 35.93 | 41.27 | 26.91 | 33.75 | 25.29 | 24.97 | 28.53 | 38.05 | 33.15 | 46.16 | 46.31 | 46.30 | 33.60 | 37.67 | 39.13 | 31.52 | 42.10 | 42.54 | 39.61 | 41.20 | 38.55 |
| Draw Down(%) | NA | 18.64 | 35.32 | 35.32 | 47.16 | NA | NA | … | … | 0.00 | 19.93 | 21.57 | 18.95 | 9.60 | 28.38 | 39.89 | 18.58 | 21.50 | 47.16 | 22.81 | 41.66 | 16.38 | 19.67 | 22.84 | 27.31 | 25.98 | 22.00 | 34.54 | 50.55 | 36.88 | 32.38 | 21.75 | 17.50 | 38.78 | 48.84 | 18.91 | 26.24 | 13.40 |
| Yield(%) | 0.00 | 1.54 | 1.66 | 2.95 | 1.66 | 0.54 | 0.71 | … | … | 0.00 | 1.54 | 1.79 | 1.75 | 2.73 | 2.63 | 1.99 | 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 | 0.75 | 0.98 | 0.55 | 0.00 | 0.00 | 0.00 |
Data as of 01/04/2017, Common starting date is 12/07/1989
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STJ (St. Jude Medical Inc) |
-18.15%
Sep 1995 – Sep 1998 |
-5.51%
Aug 2005 – Aug 2010 |
1.72%
Jan 2006 – Jan 2016 |
8.29%
Dec 1996 – Dec 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STJ (St. Jude Medical Inc) |
55.74%
Mar 2000 – Mar 2003 |
44.65%
Jan 2000 – Jan 2005 |
24.50%
Apr 1994 – Apr 2004 |
18.23%
Jan 1990 – Jan 2005 |
Annualized Rolling Returns Comparison Chart