Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPTS (Conceptus Inc) | NA | 80.35% | 25.38% | 11.13% | 7.85% | 17.91% | NA | … | … |
Data as of 06/05/2013, Common starting date is 02/02/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPTS (Conceptus Inc) | 02/02/1996 | 06/05/2013 |
| 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 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.10 | 80.35 | 25.38 | 11.13 | 7.85 | 17.91 | NA | … | … | 47.71 | 66.14 | -8.41 | -26.44 | 23.26 | -20.89 | -9.63 | 68.70 | 55.42 | -23.54 | -11.35 | -49.24 | 79.88 | 249.87 | 66.67 | -55.00 | -51.22 | -47.44 |
| Sharpe Ratio | NA | 2.51 | 0.58 | 0.23 | 0.14 | NA | NA | … | … | 4.00 | 1.79 | -0.18 | -0.71 | 0.52 | -0.30 | -0.32 | 1.61 | 0.98 | -0.46 | -0.21 | -0.98 | 1.13 | 2.13 | 0.44 | -0.36 | -0.82 | -0.72 |
| Standard Deviation(%) | NA | 31.96 | 41.89 | 48.74 | 48.20 | NA | NA | … | … | 37.65 | 37.25 | 47.47 | 37.40 | 44.25 | 71.54 | 40.69 | 40.76 | 54.51 | 52.97 | 57.66 | 51.21 | 69.95 | 115.10 | 142.50 | 164.45 | 66.50 | 75.73 |
| Draw Down(%) | NA | 11.68 | 44.04 | 56.04 | 70.30 | NA | NA | … | … | 8.97 | 15.02 | 36.75 | 43.69 | 34.70 | 54.22 | 30.14 | 28.01 | 38.76 | 42.94 | 45.04 | 49.24 | 51.23 | 66.23 | 65.33 | 89.90 | 68.13 | 63.74 |
| 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 |
Data as of 06/05/2013, Common starting date is 02/02/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPTS (Conceptus Inc) |
-64.55%
Apr 1996 – Apr 1999 |
-15.03%
Mar 1996 – Mar 2001 |
-6.05%
Dec 2001 – Dec 2011 |
-2.48%
Jun 1996 – Jun 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPTS (Conceptus Inc) |
188.97%
Aug 1998 – Aug 2001 |
88.01%
Aug 1998 – Aug 2003 |
37.69%
Aug 1998 – Aug 2008 |
16.84%
May 1998 – May 2013 |
Annualized Rolling Returns Comparison Chart