Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CVD (Covance Inc) | NA | -85.99% | -32.83% | -24.02% | -10.53% | -0.23% | NA | … | … |
Data as of 02/24/2015, Common starting date is 12/17/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CVD (Covance Inc) | 12/17/1996 | 02/24/2015 |
| 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 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -86.47 | -85.99 | -32.83 | -24.02 | -10.53 | -0.23 | NA | … | … | -86.04 | 17.92 | 52.43 | 26.36 | -11.07 | -5.79 | 18.55 | -46.86 | 47.04 | 21.34 | 25.29 | 44.59 | 8.99 | 8.33 | 111.16 | -0.56 | -62.88 | 46.48 | -5.33 | -11.58 |
| Sharpe Ratio | NA | -0.43 | -0.28 | -0.26 | -0.16 | NA | NA | … | … | -0.19 | 0.57 | 2.87 | 1.09 | -0.35 | -0.17 | 0.47 | -0.93 | 2.59 | 0.80 | 0.90 | 1.77 | 0.21 | 0.15 | 1.97 | -0.06 | -1.04 | 1.04 | -1.40 | -5.26 |
| Standard Deviation(%) | NA | 202.00 | 118.08 | 94.00 | 70.50 | NA | NA | … | … | 528.71 | 31.42 | 18.23 | 24.40 | 31.67 | 35.44 | 38.92 | 51.01 | 17.08 | 22.79 | 25.70 | 24.66 | 39.04 | 47.05 | 56.53 | 83.21 | 63.66 | 41.66 | 43.19 | 19.08 |
| Draw Down(%) | NA | 86.55 | 86.55 | 86.55 | 86.55 | NA | NA | … | … | 86.55 | 29.00 | 7.80 | 12.04 | 31.31 | 40.03 | 28.90 | 66.36 | 7.70 | 15.37 | 12.67 | 13.00 | 37.36 | 44.01 | 39.92 | 57.66 | 74.72 | 17.47 | 32.95 | 11.58 |
| 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 |
Data as of 02/24/2015, Common starting date is 12/17/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CVD (Covance Inc) |
-27.83%
May 1997 – May 2000 |
-10.00%
Oct 2007 – Oct 2012 |
2.05%
Jan 1999 – Jan 2009 |
5.27%
Sep 1997 – Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CVD (Covance Inc) |
50.11%
Jun 2003 – Jun 2006 |
44.21%
May 2000 – May 2005 |
22.38%
May 2000 – May 2010 |
16.28%
Dec 1999 – Dec 2014 |
Annualized Rolling Returns Comparison Chart