Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GENZ (Genzyme Corp) | NA | 45.60% | 1.31% | 3.65% | 4.85% | 12.92% | 11.09% | … | … |
Data as of 04/08/2011, Common starting date is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GENZ (Genzyme Corp) | 03/26/1990 | 04/08/2011 |
| 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 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.32 | 45.60 | 1.31 | 3.65 | 4.85 | 12.92 | 11.09 | … | … | 7.09 | 45.28 | -26.16 | -10.84 | 20.88 | -13.00 | 21.89 | 17.81 | 66.69 | -50.60 | 33.11 | 99.87 | -6.38 | 79.30 | 27.57 | -30.26 | 98.03 | 14.52 | -39.22 | -22.98 | 105.26 | 76.11 |
| Sharpe Ratio | NA | 1.95 | 0.03 | 0.06 | NA | NA | NA | … | … | 2.63 | 1.57 | -0.74 | -0.29 | 0.73 | -0.64 | 0.75 | 0.59 | 1.61 | -0.76 | 0.21 | 1.37 | -0.15 | 1.58 | -0.54 | -0.67 | 2.06 | 0.31 | -0.80 | -0.52 | 1.94 | 2.19 |
| Standard Deviation(%) | NA | 23.29 | 34.45 | 31.60 | NA | NA | NA | … | … | 10.97 | 28.84 | 35.69 | 40.85 | 24.62 | 25.37 | 26.36 | 28.60 | 40.97 | 67.69 | 147.53 | 70.05 | 64.15 | 48.03 | 51.31 | 50.18 | 45.63 | 37.28 | 51.23 | 48.08 | 52.14 | 47.10 |
| Draw Down(%) | NA | 13.39 | 43.35 | 43.35 | 72.33 | NA | NA | … | … | 3.04 | 20.59 | 34.50 | 30.69 | 13.57 | 26.71 | 10.29 | 28.18 | 18.35 | 71.80 | 52.60 | 33.60 | 46.92 | 29.70 | 26.42 | 47.04 | 24.63 | 29.36 | 41.98 | 46.48 | 22.94 | 26.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.06 | 0.06 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.87 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/08/2011, Common starting date is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GENZ (Genzyme Corp) |
-18.76%
Dec 1991 – Dec 1994 |
-5.83%
Dec 1991 – Dec 1996 |
4.70%
Dec 2000 – Dec 2010 |
9.69%
Jan 1996 – Jan 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GENZ (Genzyme Corp) |
70.31%
Jun 1998 – Jun 2001 |
41.62%
Dec 1996 – Dec 2001 |
23.44%
Jun 1991 – Jun 2001 |
20.61%
Oct 1990 – Oct 2005 |
Annualized Rolling Returns Comparison Chart