Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CEPH (Cephalon Inc) | NA | 28.68% | 6.08% | 3.38% | 3.14% | 8.96% | 9.21% | … | … |
Data as of 10/14/2011, Common starting date is 04/25/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CEPH (Cephalon Inc) | 04/25/1991 | 10/14/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.52 | 28.68 | 6.08 | 3.38 | 3.14 | 8.96 | 9.21 | … | … | 32.03 | -1.12 | -18.98 | 7.36 | 1.92 | 8.76 | 27.24 | 5.10 | -0.51 | -35.62 | 19.38 | 83.19 | 284.00 | -20.91 | -44.49 | -49.69 | 393.94 | -49.60 | 45.51 | -18.18 | -23.61 |
| Sharpe Ratio | NA | 1.14 | 0.22 | 0.10 | 0.07 | NA | NA | … | … | 1.33 | -0.05 | -0.65 | 0.20 | -0.05 | 0.15 | 0.97 | 0.16 | -0.04 | -0.69 | 0.28 | 0.73 | 4.05 | -0.25 | -1.26 | -0.63 | 4.30 | -0.82 | 0.70 | -0.26 | -0.56 |
| Standard Deviation(%) | NA | 25.17 | 27.78 | 26.71 | 32.82 | NA | NA | … | … | 31.62 | 23.78 | 29.45 | 32.16 | 23.12 | 37.69 | 25.94 | 25.82 | 34.15 | 52.98 | 60.94 | 107.99 | 69.30 | 97.01 | 79.06 | 84.16 | 90.65 | 64.22 | 62.11 | 77.11 | 64.06 |
| Draw Down(%) | NA | 18.50 | 33.64 | 36.49 | 52.55 | NA | NA | … | … | 11.77 | 23.41 | 33.64 | 22.87 | 19.26 | 37.41 | 26.48 | 30.67 | 29.96 | 52.42 | 38.62 | 54.89 | 36.19 | 73.99 | 64.76 | 65.35 | 31.43 | 58.99 | 40.00 | 53.85 | 38.89 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/14/2011, Common starting date is 04/25/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEPH (Cephalon Inc) |
-45.02%
Aug 1995 – Aug 1998 |
-19.94%
Aug 1993 – Aug 1998 |
-0.54%
Jun 2000 – Jun 2010 |
2.81%
Dec 1995 – Dec 2010 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEPH (Cephalon Inc) |
144.94%
Aug 1998 – Aug 2001 |
61.55%
Aug 1998 – Aug 2003 |
34.25%
Aug 1998 – Aug 2008 |
16.39%
Jun 1992 – Jun 2007 |
Annualized Rolling Returns Comparison Chart