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Performance Comparison
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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