Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WLP (WellPoint Inc) | NA | 37.04% | 23.15% | 18.70% | 9.25% | NA | NA | 14.99% |
Data as of 12/02/2014, AR inception is 10/31/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WLP (WellPoint Inc) | 10/31/2001 | 12/02/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.23 | 37.04 | 23.15 | 18.70 | 9.25 | NA | NA | 14.99 | 39.31 | 51.66 | -8.05 | 16.51 | -2.45 | 38.36 | -51.98 | 11.49 | -1.38 | 38.77 | 53.33 | 19.24 | 27.07 | 18.19 |
| Sharpe Ratio | NA | 1.74 | 0.97 | 0.71 | 0.24 | NA | NA | 0.43 | 2.02 | 2.58 | -0.29 | 0.54 | -0.09 | 0.88 | -0.91 | 0.49 | -0.23 | 1.57 | 1.82 | 0.69 | 0.62 | 5.52 |
| Standard Deviation(%) | NA | 21.26 | 23.87 | 26.44 | 34.33 | NA | NA | 32.61 | 21.48 | 19.98 | 27.98 | 30.53 | 27.88 | 43.53 | 58.07 | 17.21 | 20.09 | 23.34 | 28.81 | 26.90 | 41.62 | 32.27 |
| Draw Down(%) | NA | 10.56 | 28.28 | 35.28 | 67.19 | NA | NA | 67.19 | 10.56 | 7.76 | 28.28 | 30.29 | 30.31 | 34.71 | 67.03 | 12.48 | 15.40 | 9.06 | 23.04 | 20.50 | 26.31 | 11.46 |
| 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 |
Data as of 12/02/2014, AR inception is 10/31/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WLP (WellPoint Inc) |
-23.84%
Feb 2006 - Feb 2009 |
-7.87%
Nov 2007 - Nov 2012 |
4.61%
Jul 2002 - Jul 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WLP (WellPoint Inc) |
37.39%
Nov 2002 - Nov 2005 |
26.03%
Dec 2001 - Dec 2006 |
12.16%
Oct 2004 - Oct 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart