Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MHS (MEDCO HEALTH SOLUTIONS INC) | NA | 15.85% | 18.64% | 13.79% | NA | NA | NA | … | … |
Data as of 05/22/2012, Common starting date is 08/21/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MHS (MEDCO HEALTH SOLUTIONS INC) | 08/21/2003 | 05/22/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 15.85 | 18.64 | 13.79 | NA | NA | NA | … | … | 31.93 | -8.76 | -4.13 | 52.49 | -17.34 | 89.75 | -4.23 | 34.13 | 22.35 | 33.02 |
| Sharpe Ratio | NA | 0.43 | 0.65 | 0.39 | NA | NA | NA | … | … | 4.36 | -0.25 | -0.16 | 1.67 | -0.39 | 3.25 | -0.28 | 1.05 | 0.74 | 3.55 |
| Standard Deviation(%) | NA | 34.28 | 28.53 | 33.84 | NA | NA | NA | … | … | 23.85 | 34.77 | 27.12 | 31.30 | 47.02 | 26.84 | 27.30 | 30.52 | 29.05 | 33.75 |
| Draw Down(%) | NA | 30.81 | 34.64 | 42.23 | NA | NA | NA | … | … | 8.08 | 30.81 | 34.64 | 23.88 | 42.23 | 9.21 | 25.28 | 15.33 | 22.28 | 12.21 |
| 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 |
Data as of 05/22/2012, Common starting date is 08/21/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MHS (MEDCO HEALTH SOLUTIONS INC) |
0.59%
Aug 2007 – Aug 2010 |
9.30%
Sep 2006 – Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MHS (MEDCO HEALTH SOLUTIONS INC) |
43.01%
Sep 2004 – Sep 2007 |
29.06%
Sep 2004 – Sep 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart
