Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VRX (Valeant Pharmaceuticals International Inc) | NA | 34.21% | -54.21% | -24.09% | 10.42% | -1.18% | 7.51% | 12.37% |
Data as of 07/18/2018, AR inception is 02/15/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VRX (Valeant Pharmaceuticals International Inc) | 02/15/1985 | 07/18/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.07 | 34.21 | -54.21 | -24.09 | 10.42 | -1.18 | 7.51 | 12.37 | 10.83 | 43.11 | -85.72 | -28.97 | 21.90 | 96.42 | 28.01 | 65.04 | 114.02 | 56.18 | -19.12 | -29.65 | -8.57 | 46.68 | -23.08 | -18.63 | -53.05 | 44.82 | 65.72 | 147.93 | -3.20 | 52.44 | -0.49 | 836.36 | -5.93 |
| Sharpe Ratio | NA | 0.64 | -0.64 | -0.35 | 0.18 | NA | NA | 0.18 | 0.40 | 0.69 | -0.75 | -0.45 | 0.65 | 3.47 | 0.90 | 1.27 | 3.32 | 1.35 | -0.43 | -0.83 | -0.27 | 1.05 | -0.59 | -0.35 | -0.93 | 0.95 | 1.01 | 3.75 | -0.13 | 1.16 | -0.06 | 15.31 | -0.05 |
| Standard Deviation(%) | NA | 51.92 | 85.45 | 69.15 | 56.94 | NA | NA | 54.71 | 48.99 | 61.49 | 114.71 | 64.63 | 33.57 | 27.77 | 31.30 | 51.33 | 34.32 | 41.46 | 46.84 | 39.30 | 44.63 | 42.48 | 40.87 | 55.61 | 58.32 | 45.69 | 61.35 | 38.57 | 50.42 | 41.83 | 69.27 | 54.37 | 92.93 |
| Draw Down(%) | NA | 37.76 | 96.76 | 96.76 | 96.76 | NA | NA | 96.76 | 37.66 | 49.53 | 86.72 | 73.21 | 27.89 | 9.91 | 22.53 | 40.33 | 18.60 | 15.62 | 44.48 | 46.96 | 47.27 | 22.68 | 42.29 | 66.68 | 62.95 | 35.86 | 44.74 | 25.25 | 55.56 | 30.13 | 44.84 | 13.56 | 51.54 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 2.59 | 1.04 | 1.00 | 2.22 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 8.72 | 6.68 | 11.18 | 9.47 | 2.01 | 3.07 | 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 07/18/2018, AR inception is 02/15/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VRX (Valeant Pharmaceuticals International Inc) |
-58.95%
Apr 2014 - Apr 2017 |
-30.15%
Apr 2012 - Apr 2017 |
-6.37%
Apr 2007 - Apr 2017 |
-7.15%
Mar 2002 - Mar 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VRX (Valeant Pharmaceuticals International Inc) |
146.62%
Apr 1994 - Apr 1997 |
106.60%
Feb 1995 - Feb 2000 |
46.52%
Apr 1994 - Apr 2004 |
27.09%
Apr 1994 - Apr 2009 |
Annualized Rolling Returns Comparison Chart