Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VAR (Varian Medical Systems Inc) | NA | 61.74% | 13.27% | 22.13% | 12.58% | 10.02% | 14.72% | 16.83% |
Data as of 04/15/2021, AR inception is 01/05/1988
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VAR (Varian Medical Systems Inc) | 01/05/1988 | 04/15/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 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 | 1988 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.08 | 61.74 | 13.27 | 22.13 | 12.58 | 10.02 | 14.72 | 16.83 | 1.18 | 23.24 | 25.33 | 1.94 | 39.80 | 11.11 | -6.60 | 11.35 | 10.61 | 4.63 | -3.10 | 47.88 | 33.70 | -32.82 | 9.65 | -5.50 | 16.42 | 25.15 | 39.31 | 39.21 | 4.89 | 127.86 | 72.46 | -24.39 | 0.02 | 6.94 | 36.64 | 18.51 | 36.34 | 28.93 | 14.87 | 42.47 | -21.99 | 9.28 |
| Sharpe Ratio | NA | 2.01 | 0.39 | 0.74 | 0.46 | NA | NA | 0.48 | 2.23 | 0.50 | 0.96 | 0.02 | 2.35 | 0.54 | -0.30 | 0.69 | 0.52 | 0.17 | -0.10 | 2.08 | 0.93 | -0.73 | 0.25 | -0.31 | 0.56 | 0.71 | 1.40 | 1.13 | 0.06 | 2.59 | 1.86 | -0.72 | -0.14 | 0.12 | 1.28 | 0.53 | 1.36 | 0.99 | 0.31 | 1.25 | -1.23 | 0.15 |
| Standard Deviation(%) | NA | 30.65 | 32.60 | 28.85 | 26.78 | NA | NA | 30.81 | 1.89 | 45.96 | 24.95 | 27.15 | 16.77 | 20.19 | 21.87 | 16.53 | 20.52 | 27.65 | 32.27 | 22.95 | 36.05 | 46.35 | 27.11 | 28.76 | 25.63 | 34.08 | 27.67 | 33.57 | 44.45 | 47.87 | 37.29 | 38.55 | 25.44 | 28.82 | 25.64 | 29.13 | 25.05 | 26.47 | 36.27 | 29.50 | 22.55 | 31.33 |
| Draw Down(%) | NA | 15.61 | 39.95 | 39.95 | 39.95 | NA | NA | 57.75 | 0.64 | 39.95 | 26.00 | 19.69 | 9.72 | 12.41 | 25.69 | 10.68 | 14.92 | 25.06 | 31.03 | 15.56 | 29.42 | 47.95 | 24.57 | 31.83 | 24.54 | 31.88 | 13.31 | 29.32 | 24.47 | 19.79 | 23.02 | 45.00 | 28.35 | 32.18 | 24.89 | 20.37 | 12.68 | 18.98 | 36.10 | 27.61 | 33.36 | 18.03 |
| 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 | 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 04/15/2021, AR inception is 01/05/1988
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VAR (Varian Medical Systems Inc) |
-19.22%
Feb 2006 - Feb 2009 |
-6.74%
Mar 2004 - Mar 2009 |
2.51%
Jan 2006 - Jan 2016 |
9.22%
Jan 2006 - Jan 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VAR (Varian Medical Systems Inc) |
76.83%
Feb 1999 - Feb 2002 |
62.89%
Feb 1999 - Feb 2004 |
32.16%
Aug 1998 - Aug 2008 |
27.37%
Dec 1989 - Dec 2004 |
Annualized Rolling Returns Comparison Chart