Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
WYE (Wyeth) | NA | 69.92% | 1.70% | 9.03% | 3.35% | 10.58% | 10.16% | 13.33% |
Data as of 10/15/2009, AR inception is 01/05/1982
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
WYE (Wyeth) | 01/05/1982 | 10/15/2009 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 3.00 | 69.92 | 1.70 | 9.03 | 3.35 | 10.58 | 10.16 | 13.33 | 37.08 | -12.63 | -11.39 | 12.86 | 10.54 | 2.75 | 16.08 | -37.84 | -1.91 | 64.57 | -29.17 | 49.77 | 31.98 | 23.57 | 62.40 | 2.09 | 0.95 | -16.25 | 68.90 | 2.87 | 35.06 | 19.77 | -1.04 | 27.84 | 30.38 | 6.55 | 16.15 | 32.99 |
Sharpe Ratio | NA | 1.95 | 0.00 | 0.25 | 0.04 | NA | NA | 0.27 | 2.43 | -0.29 | -0.62 | 0.58 | 0.41 | 0.09 | 0.46 | -0.72 | -0.15 | 1.24 | -0.71 | 1.12 | -0.75 | 0.84 | 3.23 | -0.06 | -0.05 | -0.88 | 2.82 | -0.11 | 1.78 | 0.77 | -0.17 | 1.08 | 1.49 | -0.01 | 0.54 | 1.08 |
Standard Deviation(%) | NA | 35.71 | 32.64 | 28.43 | 36.51 | NA | NA | 28.88 | 20.17 | 46.06 | 23.30 | 16.65 | 20.61 | 21.03 | 33.15 | 54.33 | 28.44 | 48.83 | 45.50 | 41.50 | 30.89 | 23.68 | 18.12 | 15.50 | 21.33 | 21.01 | 22.95 | 22.56 | 16.47 | 19.53 | 30.12 | 21.81 | 16.89 | 17.00 | 18.45 | 23.69 |
Draw Down(%) | NA | 11.68 | 47.24 | 47.24 | 54.89 | NA | NA | 55.02 | 8.75 | 39.20 | 23.55 | 14.91 | 13.49 | 23.42 | 22.36 | 54.89 | 16.44 | 16.75 | 44.80 | 23.46 | 18.05 | 11.38 | 6.40 | 11.71 | 15.78 | 21.14 | 10.45 | 18.04 | 5.73 | 13.33 | 31.68 | 22.60 | 15.98 | 13.77 | 16.35 | 10.53 |
Yield(%) | 0.00 | 3.93 | 2.17 | 2.87 | 2.20 | 1.49 | 0.82 | 2.10 | 2.34 | 2.60 | 2.06 | 2.17 | 2.21 | 2.14 | 2.37 | 1.49 | 1.47 | 2.29 | 1.63 | 1.13 | 1.41 | 0.81 | 1.18 | 1.14 | 1.06 | 0.79 | 1.14 | 0.49 | 0.59 | 0.60 | 0.51 | 0.61 | 0.72 | 0.67 | 0.68 | 0.76 |
Data as of 10/15/2009, AR inception is 01/05/1982
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
WYE (Wyeth) |
-15.43%
May 2001 - May 2004 |
-8.78%
Mar 1999 - Mar 2004 |
-2.14%
Oct 1998 - Oct 2008 |
7.50%
Oct 1993 - Oct 2008 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
WYE (Wyeth) |
47.15%
Jul 1994 - Jul 1997 |
38.98%
Mar 1994 - Mar 1999 |
24.48%
Mar 1989 - Mar 1999 |
21.39%
Mar 1984 - Mar 1999 |
Annualized Rolling Returns Comparison Chart