Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AGL (agilon health, inc.) | NA | -68.71% | -64.34% | -15.35% | -5.02% | 2.13% | 5.48% | … | … |
Data as of 12/05/2014, Common starting date is 09/07/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AGL (agilon health, inc.) | 09/07/1984 | 12/05/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 11.98 | -68.71 | -64.34 | -15.35 | -5.02 | 2.13 | 5.48 | … | … | -69.26 | -82.18 | -11.67 | 763.83 | 2.99 | 22.56 | -12.41 | 0.82 | 16.47 | 8.64 | 18.82 | 25.08 | 10.81 | 9.43 | 40.02 | -16.98 | 26.58 | 9.32 | 20.97 | 41.87 | -14.49 | 13.07 | 14.47 | 34.11 | 13.97 | 38.36 | 21.49 | -9.54 | 26.68 | 31.67 | 21.31 |
| Sharpe Ratio | NA | -0.02 | -0.03 | -0.01 | -0.01 | NA | NA | … | … | -0.02 | -0.50 | -0.44 | 1.27 | 0.15 | 1.04 | -0.37 | -0.12 | 0.98 | 0.38 | 1.30 | 1.69 | 0.33 | 0.30 | 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 |
| Standard Deviation(%) | NA | 3,462.57 | 2,023.39 | 1,581.32 | 1,123.97 | NA | NA | … | … | 3,589.03 | 163.60 | 26.88 | 602.64 | 19.05 | 21.56 | 35.82 | 19.09 | 13.43 | 16.97 | 13.74 | 14.41 | 29.68 | 23.84 | 27.14 | 26.04 | 19.78 | 19.75 | 22.85 | 14.77 | 13.78 | 13.25 | 15.22 | 16.22 | 19.30 | 17.19 | 17.61 | 24.30 | 18.36 | 18.81 | 22.18 |
| Draw Down(%) | NA | 99.98 | 99.98 | 99.98 | 99.98 | NA | NA | … | … | 99.98 | 85.07 | 32.62 | 98.29 | 10.47 | 27.57 | 31.94 | 17.00 | 10.29 | 15.95 | 8.59 | 11.99 | 25.10 | 20.95 | 12.91 | 24.40 | 14.58 | 11.08 | 10.27 | 6.61 | 16.27 | 14.51 | 14.38 | 6.56 | 12.32 | 8.34 | 9.53 | 24.89 | 10.48 | 14.36 | 11.14 |
| Yield(%) | 0.00 | 4.06 | 1.48 | 9.71 | 7.73 | 11.34 | 7.90 | … | … | 3.99 | 0.97 | 0.67 | 5.90 | 4.76 | 5.44 | 4.50 | 4.13 | 4.15 | 3.98 | 3.97 | 4.50 | 4.76 | 4.95 | 6.55 | 5.04 | 6.04 | 6.22 | 6.94 | 3.46 | 3.83 | 4.16 | 4.50 | 5.65 | 6.07 | 7.32 | 2.07 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/05/2014, Common starting date is 09/07/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGL (agilon health, inc.) |
-65.44%
Nov 2011 – Nov 2014 |
-16.50%
Nov 2009 – Nov 2014 |
-6.20%
Nov 2004 – Nov 2014 |
1.34%
Nov 1999 – Nov 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGL (agilon health, inc.) |
136.88%
Feb 2009 – Feb 2012 |
64.97%
Mar 2009 – Mar 2014 |
37.31%
Jan 2002 – Jan 2012 |
28.01%
Feb 1997 – Feb 2012 |
Annualized Rolling Returns Comparison Chart