Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MLNM (Millennium Pharmaceuticals Inc) | NA | 132.28% | 41.79% | 11.86% | 18.86% | NA | NA | … | … |
Data as of 05/23/2008, Common starting date is 05/08/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MLNM (Millennium Pharmaceuticals Inc) | 05/08/1996 | 05/23/2008 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 132.28 | 41.79 | 11.86 | 18.86 | NA | NA | … | … | 66.69 | 37.43 | 12.37 | -20.10 | -34.91 | 134.89 | -67.61 | -60.39 | 102.89 | 371.59 | 36.16 | 9.38 | -4.82 |
| Sharpe Ratio | NA | 2.90 | 1.09 | 0.26 | 0.22 | NA | NA | … | … | 3.58 | 1.14 | 0.31 | -0.57 | -0.88 | 2.49 | -0.82 | -0.65 | 0.76 | 5.30 | 0.53 | -0.78 | -0.14 |
| Standard Deviation(%) | NA | 44.90 | 35.77 | 38.12 | 73.89 | NA | NA | … | … | 72.85 | 30.20 | 29.25 | 38.75 | 40.95 | 53.93 | 84.15 | 97.26 | 129.79 | 69.52 | 62.39 | 58.78 | 78.50 |
| Draw Down(%) | NA | 21.11 | 27.89 | 60.32 | 92.57 | NA | NA | … | … | 21.11 | 20.10 | 27.89 | 35.83 | 48.29 | 33.14 | 71.56 | 73.93 | 66.70 | 27.62 | 52.79 | 41.86 | 53.13 |
| 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 |
Data as of 05/23/2008, Common starting date is 05/08/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLNM (Millennium Pharmaceuticals Inc) |
-52.07%
Feb 2000 – Feb 2003 |
-33.95%
Oct 2000 – Oct 2005 |
7.61%
Sep 1997 – Sep 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLNM (Millennium Pharmaceuticals Inc) |
176.78%
Aug 1997 – Aug 2000 |
55.81%
Jun 1996 – Jun 2001 |
18.00%
Apr 1998 – Apr 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart