Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CHNG (Change Healthcare Inc) | NA | -7.55% | -49.26% | -39.20% | NA | NA | NA | … | … |
Data as of 07/02/2013, Common starting date is 02/18/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CHNG (Change Healthcare Inc) | 02/18/2005 | 07/02/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.00 | -7.55 | -49.26 | -39.20 | NA | NA | NA | … | … | 104.17 | -75.13 | -64.97 | -50.45 | 85.33 | -56.52 | 119.05 | -4.55 | 559.14 |
| Sharpe Ratio | NA | -0.06 | -0.38 | NA | NA | NA | NA | … | … | 2.21 | -0.66 | -1.23 | -0.93 | 0.97 | -0.66 | 1.12 | -0.11 | 2.06 |
| Standard Deviation(%) | NA | 124.37 | 130.15 | NA | NA | NA | NA | … | … | 143.13 | 113.92 | 52.66 | 54.31 | 87.68 | 87.01 | 103.76 | 70.20 | 380.61 |
| Draw Down(%) | NA | 64.79 | 94.78 | 97.22 | NA | NA | NA | … | … | 44.44 | 78.65 | 68.87 | 60.31 | 50.17 | 66.48 | 52.71 | 60.22 | 80.91 |
| 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 |
Data as of 07/02/2013, Common starting date is 02/18/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHNG (Change Healthcare Inc) |
-64.92%
Dec 2009 – Dec 2012 |
-50.05%
Nov 2007 – Nov 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHNG (Change Healthcare Inc) |
196.65%
May 2005 – May 2008 |
70.42%
Mar 2005 – Mar 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart