Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COV (Covidien plc) | NA | 41.37% | 24.58% | 15.21% | NA | NA | NA | … | … |
Data as of 01/26/2015, Common starting date is 06/14/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COV (Covidien plc) | 06/14/2007 | 01/26/2015 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -8.82 | 41.37 | 24.58 | 15.21 | NA | NA | NA | … | … | -7.84 | 53.23 | 19.53 | 31.09 | 0.26 | -3.03 | 34.45 | -17.03 | -3.34 |
| Sharpe Ratio | NA | 1.31 | 1.04 | 0.59 | NA | NA | NA | … | … | -1.21 | 1.94 | 1.02 | 1.70 | 0.01 | -0.13 | 1.18 | -0.47 | -0.36 |
| Standard Deviation(%) | NA | 31.09 | 23.56 | 25.50 | NA | NA | NA | … | … | 59.56 | 27.46 | 19.10 | 18.46 | 30.54 | 24.93 | 29.16 | 38.17 | 24.18 |
| Draw Down(%) | NA | 13.14 | 16.67 | 32.07 | NA | NA | NA | … | … | 12.78 | 13.14 | 16.67 | 11.32 | 25.99 | 32.07 | 29.93 | 40.93 | 18.32 |
| Yield(%) | 0.00 | 2.01 | 2.41 | 2.08 | 1.47 | 0.98 | 0.73 | … | … | 0.00 | 2.49 | 1.44 | 2.61 | 1.74 | 1.55 | 1.77 | 1.48 | 0.35 |
Data as of 01/26/2015, Common starting date is 06/14/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COV (Covidien plc) |
-4.83%
Sep 2008 – Sep 2011 |
3.63%
Aug 2008 – Aug 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COV (Covidien plc) |
33.91%
Dec 2011 – Dec 2014 |
21.30%
Jun 2009 – Jun 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart