Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AUXL (Auxilium Pharmaceuticals Inc) | NA | 44.78% | 22.60% | 5.31% | 17.91% | NA | NA | … | … |
Data as of 01/29/2015, Common starting date is 07/26/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AUXL (Auxilium Pharmaceuticals Inc) | 07/26/2004 | 01/29/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.61 | 44.78 | 22.60 | 5.31 | 17.91 | NA | NA | … | … | 6.06 | 65.87 | 11.82 | -6.98 | -5.55 | -29.62 | 5.41 | -5.17 | 104.15 | 167.09 | -37.85 | 19.59 |
| Sharpe Ratio | NA | 0.77 | 0.51 | 0.12 | 0.34 | NA | NA | … | … | 4.48 | 1.12 | 0.32 | -0.20 | -0.13 | -0.69 | 0.11 | -0.09 | 2.37 | 3.40 | -0.69 | 1.00 |
| Standard Deviation(%) | NA | 58.14 | 44.74 | 44.15 | 48.86 | NA | NA | … | … | 26.38 | 58.94 | 36.69 | 34.67 | 42.85 | 43.33 | 46.33 | 67.00 | 42.83 | 48.52 | 57.94 | 49.06 |
| Draw Down(%) | NA | 45.91 | 49.13 | 63.08 | 67.06 | NA | NA | … | … | 5.08 | 45.91 | 27.39 | 36.16 | 42.83 | 49.89 | 36.34 | 60.83 | 21.31 | 21.83 | 56.67 | 24.20 |
| 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 | 0.00 | 0.00 |
Data as of 01/29/2015, Common starting date is 07/26/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AUXL (Auxilium Pharmaceuticals Inc) |
-25.15%
Apr 2010 – Apr 2013 |
-14.99%
Aug 2008 – Aug 2013 |
10.19%
Aug 2004 – Aug 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AUXL (Auxilium Pharmaceuticals Inc) |
91.98%
May 2005 – May 2008 |
49.23%
Apr 2005 – Apr 2010 |
14.54%
Dec 2004 – Dec 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart