Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WCG (WellCare Health Plans Inc) | NA | 28.64% | 34.17% | 35.06% | 26.56% | 17.32% | NA | … | … |
Data as of 01/23/2020, Common starting date is 07/01/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WCG (WellCare Health Plans Inc) | 07/01/2004 | 01/23/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.27 | 28.64 | 34.17 | 35.06 | 26.56 | 17.32 | NA | … | … | 5.97 | 39.87 | 17.39 | 46.71 | 75.27 | -4.69 | 16.53 | 44.63 | -7.26 | 73.73 | -17.79 | 185.85 | -69.68 | -38.45 | 68.67 | 25.69 | 66.41 |
| Sharpe Ratio | NA | 0.21 | 0.49 | 0.41 | 0.16 | NA | NA | … | … | 10.45 | 0.62 | -0.15 | 1.22 | 1.35 | -0.65 | -0.05 | 0.89 | -0.59 | 1.15 | -0.95 | 2.22 | -0.78 | -0.52 | 1.37 | 0.11 | 4.21 |
| Standard Deviation(%) | NA | 26.25 | 25.91 | 28.97 | 34.77 | NA | NA | … | … | 15.67 | 26.60 | 28.20 | 22.72 | 30.34 | 35.90 | 37.18 | 29.34 | 43.87 | 47.95 | 38.23 | 75.17 | 114.33 | 117.82 | 33.93 | 42.36 | 36.85 |
| Draw Down(%) | NA | 18.13 | 31.28 | 31.28 | 38.34 | NA | NA | … | … | 1.65 | 18.13 | 31.28 | 10.72 | 10.42 | 22.98 | 26.40 | 18.49 | 38.17 | 36.21 | 38.35 | 62.15 | 87.58 | 81.97 | 13.27 | 30.28 | 12.85 |
| 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 |
Data as of 01/23/2020, Common starting date is 07/01/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WCG (WellCare Health Plans Inc) |
-39.00%
Nov 2005 – Nov 2008 |
-11.71%
Sep 2007 – Sep 2012 |
5.00%
Sep 2007 – Sep 2017 |
16.46%
Nov 2004 – Nov 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WCG (WellCare Health Plans Inc) |
95.87%
Feb 2009 – Feb 2012 |
52.66%
Nov 2008 – Nov 2013 |
39.77%
Nov 2008 – Nov 2018 |
19.70%
Aug 2004 – Aug 2019 |
Annualized Rolling Returns Comparison Chart