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AGL: agilon health, inc. (STOCK)
Basic Info
| Asset Class: | US EQUITY |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 09/07/1984 |
| Last Dividend Date: | 09/26/2014 |
| 12-Mo. Yield | 4.06% |
| Expenses | - |
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Performance Analytics (As of 12/05/2014)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 09/07/1984 |
2014 | 2013 | 2012 | 2011 | 2010 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 12.0 | -68.7 | -64.3 | -15.2 | -5.1 | 2.0 | 5.5 | 9.4 | -69.3 | -82.2 | -11.7 | 763.8 | 3.0 | 22.6 | -12.4 | 0.8 | 16.5 | 8.6 | 18.8 | 25.1 | 10.8 | 9.4 | 40.0 | -17.0 | 26.6 | 9.3 | 21.0 | 41.9 | -14.5 | 13.1 | 14.5 | 34.1 | 14.0 | 38.4 | 21.5 | -9.5 | 26.7 | 31.7 | 21.3 |
| Sharpe Ratio | NA | -0.02 | -0.03 | -0.01 | -0.01 | NA | NA | 0.01 | -0.02 | -0.5 | -0.44 | 1.27 | 0.15 | 1.04 | -0.37 | -0.12 | 0.98 | 0.38 | 1.3 | 1.69 | 0.33 | 0.3 | 1.32 | -0.78 | 1.17 | 0.28 | 0.75 | 2.57 | -1.27 | 0.82 | 0.78 | 1.85 | 0.44 | 1.89 | 0.94 | -0.56 | 1.21 | 1.39 | 3.54 |
| Draw Down(%) | NA | 100.0 | 100.0 | 100.0 | 100.0 | NA | NA | 100.0 | 100.0 | 85.1 | 32.6 | 98.3 | 10.5 | 27.6 | 31.9 | 17.0 | 10.3 | 16.0 | 8.6 | 12.0 | 25.1 | 20.9 | 12.9 | 24.4 | 14.6 | 11.1 | 10.3 | 6.6 | 16.3 | 14.5 | 14.4 | 6.6 | 12.3 | 8.3 | 9.5 | 24.9 | 10.5 | 14.4 | 11.1 |
| Standard Deviation(%) | NA | 3462.6 | 2023.4 | 1581.3 | 1124.0 | NA | NA | 648.7 | 3589.0 | 163.6 | 26.9 | 602.6 | 19.0 | 21.6 | 35.8 | 19.1 | 13.4 | 17.0 | 13.7 | 14.4 | 29.7 | 23.8 | 27.1 | 26.0 | 19.8 | 19.7 | 22.8 | 14.8 | 13.8 | 13.3 | 15.2 | 16.2 | 19.3 | 17.2 | 17.6 | 24.3 | 18.4 | 18.8 | 22.2 |
| Treynor Ratio | NA | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | -0.86 | -0.16 | -0.53 | 0.04 | 0.47 | -0.19 | -0.03 | 0.23 | 0.06 | 0.29 | 0.53 | 0.13 | 0.17 | 1.35 | -0.7 | 0.74 | 0.17 | 0.31 | 0.75 | -0.29 | 0.33 | 0.32 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Alpha | NA | 9222.47 | 3083.19 | 1889.37 | 957.87 | NA | NA | 318.92 | 9919.15 | -0.43 | -0.08 | 23.92 | -0.03 | 0.03 | 0.07 | -0.01 | 0.03 | 0.01 | 0.04 | 0.04 | 0.12 | 0.06 | 0.15 | -0.1 | 0.06 | -0.01 | 0.04 | 0.07 | -0.06 | 0.03 | 0.04 | NA | NA | NA | NA | NA | NA | NA | NA |
| Beta | NA | 2023.58 | 486.3 | 178.81 | 70.24 | NA | NA | 41.3 | 2355.87 | 0.96 | 0.73 | -14.3 | 0.72 | 0.48 | 0.68 | 0.72 | 0.56 | 1.04 | 0.62 | 0.46 | 0.76 | 0.42 | 0.27 | 0.29 | 0.31 | 0.33 | 0.55 | 0.51 | 0.61 | 0.33 | 0.37 | NA | NA | NA | NA | NA | NA | NA | NA |
| RSquared | NA | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | 0.02 | 0.12 | 0.0 | 0.5 | 0.39 | 0.61 | 0.37 | 0.2 | 0.42 | 0.27 | 0.27 | 0.41 | 0.15 | 0.06 | 0.04 | 0.1 | 0.07 | 0.07 | 0.07 | 0.17 | 0.05 | 0.03 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Yield(%) | N/A | 4.1 | 1.5 | 9.7 | 7.7 | 11.3 | 7.9 | N/A | 4.0 | 1.0 | 0.7 | 5.9 | 4.8 | 5.4 | 4.5 | 4.1 | 4.2 | 4.0 | 4.0 | 4.5 | 4.8 | 5.0 | 6.6 | 5.0 | 6.0 | 6.2 | 6.9 | 3.5 | 3.8 | 4.2 | 4.5 | 5.7 | 6.1 | 7.3 | 2.1 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | 262.9 | 168.4 | 124.4 | 139.7 | 170.9 | N/A | N/A | 262.9 | 27.2 | -7.9 | 22.2 | 2.3 | 2.4 | 2.4 | 10.8 | 13.8 | 13.0 | 3.6 | 2.8 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 1.4 | 36.5 | -25.0 | 0.0 | 0.5 | 1.5 | 3.0 | 4.2 | 304.3 | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 09/07/1984
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