Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMS (IMS Health Holdings Inc) | NA | 10.87% | 23.67% | 15.32% | 10.07% | 9.54% | NA | … | … |
Data as of 12/16/2014, Common starting date is 08/18/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMS (IMS Health Holdings Inc) | 08/18/1995 | 12/16/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.87 | 23.67 | 15.32 | 10.07 | 9.54 | NA | … | … | 69.14 | 9.95 | 16.42 | -6.49 | 23.04 | -8.78 | 0.08 | 9.73 | 4.05 | -1.18 | 9.89 | 5.15 | 8.55 | 26.92 | -1.57 | 21.87 | 27.43 | 17.71 | 10.03 |
| Sharpe Ratio | NA | 1.61 | 0.86 | 0.82 | 0.55 | NA | NA | … | … | 0.49 | 1.34 | 1.49 | -0.71 | 1.50 | -0.36 | -0.31 | 0.71 | 0.21 | -0.19 | 0.94 | 0.41 | 0.70 | 2.15 | -0.46 | 1.91 | -2.31 | 1.04 | 2.04 |
| Standard Deviation(%) | NA | 43.03 | 27.58 | 18.63 | 16.63 | NA | NA | … | … | 55.57 | 9.54 | 11.03 | 9.32 | 15.25 | 27.07 | 9.43 | 9.07 | 8.87 | 10.93 | 9.77 | 9.81 | 8.99 | 10.62 | 10.31 | 9.71 | 12.00 | 13.54 | 12.87 |
| Draw Down(%) | NA | 15.50 | 15.50 | 16.64 | 28.12 | NA | NA | … | … | 15.50 | 8.61 | 7.56 | 14.55 | 10.64 | 28.12 | 8.62 | 4.55 | 6.50 | 12.64 | 7.67 | 6.73 | 5.88 | 4.81 | 10.38 | 3.34 | 5.32 | 5.45 | 3.03 |
| Yield(%) | 0.00 | 0.00 | 1.36 | 2.59 | 3.61 | 4.96 | 7.79 | … | … | 0.00 | 4.02 | 4.57 | 4.11 | 4.95 | 5.00 | 4.63 | 4.49 | 4.61 | 4.79 | 7.01 | 5.00 | 6.92 | 6.53 | 10.59 | 9.60 | 7.73 | 9.16 | 2.27 |
Data as of 12/16/2014, Common starting date is 08/18/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMS (IMS Health Holdings Inc) |
-1.03%
Sep 2005 – Sep 2008 |
0.59%
Dec 2003 – Dec 2008 |
3.62%
Jan 2001 – Jan 2011 |
7.57%
Sep 1997 – Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMS (IMS Health Holdings Inc) |
31.32%
Aug 2011 – Aug 2014 |
18.49%
Sep 1995 – Sep 2000 |
12.55%
Sep 1995 – Sep 2005 |
11.56%
Aug 1999 – Aug 2014 |
Annualized Rolling Returns Comparison Chart