Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WMGI (Wright Medical Group N.V) | NA | 1.80% | 7.03% | 6.67% | 5.20% | 3.44% | NA | … | … |
Data as of 11/16/2020, Common starting date is 07/19/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WMGI (Wright Medical Group N.V) | 07/19/2001 | 11/16/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.22 | 1.80 | 7.03 | 6.67 | 5.20 | 3.44 | NA | … | … | -1.64 | 11.98 | 22.61 | -3.39 | -4.96 | -5.18 | 35.71 | 11.91 | -6.72 | 6.01 |
| Sharpe Ratio | NA | 0.06 | 0.17 | 0.17 | 0.13 | NA | NA | … | … | -0.10 | 0.23 | 0.66 | -0.16 | -0.13 | -0.18 | 1.04 | 0.27 | -0.18 | -0.01 |
| Standard Deviation(%) | NA | 19.55 | 34.79 | 34.59 | 37.53 | NA | NA | … | … | 20.50 | 45.91 | 32.45 | 26.06 | 40.13 | 29.35 | 34.23 | 44.32 | 37.39 | 53.60 |
| Draw Down(%) | NA | 19.93 | 40.28 | 40.28 | 47.51 | NA | NA | … | … | 19.93 | 40.28 | 21.89 | 28.80 | 36.39 | 28.85 | 21.73 | 27.83 | 39.54 | 42.83 |
| 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 |
Data as of 11/16/2020, Common starting date is 07/19/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WMGI (Wright Medical Group N.V) |
-8.88%
Mar 2015 – Mar 2018 |
-8.41%
Jun 2011 – Jun 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WMGI (Wright Medical Group N.V) |
23.74%
Mar 2016 – Mar 2019 |
11.75%
Apr 2014 – Apr 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart