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Performance Comparison
Comparison Box

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