Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NOVN (Novan Inc) | NA | 36.39% | 26.52% | 13.63% | 20.74% | 13.61% | 10.54% | … | … |
Data as of 12/05/2014, Common starting date is 04/13/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NOVN (Novan Inc) | 04/13/1992 | 12/05/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.32 | 36.39 | 26.52 | 13.63 | 20.74 | 13.61 | 10.54 | … | … | 34.38 | 26.41 | 10.19 | 0.66 | 0.44 | 417.27 | -20.75 | -45.46 | 68.21 | -11.31 | 12.16 | 64.79 | -48.00 | -52.51 | 106.18 | 233.27 | -22.29 | -50.00 | 24.44 | -9.13 | -12.32 | 9.63 | 66.19 |
| Sharpe Ratio | NA | 2.48 | 1.90 | 0.85 | 0.48 | NA | NA | … | … | 2.53 | 1.72 | 0.89 | 0.03 | 0.02 | 3.56 | -0.38 | -1.04 | 2.05 | -0.25 | 0.22 | 0.92 | -0.68 | -0.49 | 0.93 | 3.94 | -0.31 | -1.46 | 0.30 | -0.19 | -0.28 | 0.20 | 2.11 |
| Standard Deviation(%) | NA | 14.65 | 13.93 | 15.99 | 39.95 | NA | NA | … | … | 14.74 | 15.32 | 11.52 | 20.96 | 16.54 | 117.02 | 56.67 | 46.62 | 31.89 | 54.69 | 50.80 | 70.00 | 72.44 | 113.08 | 109.64 | 58.37 | 82.40 | 72.05 | 68.23 | 66.52 | 55.19 | 38.43 | 47.26 |
| Draw Down(%) | NA | 11.26 | 14.12 | 30.07 | 70.65 | NA | NA | … | … | 11.26 | 14.12 | 8.96 | 27.29 | 14.18 | 26.89 | 39.99 | 53.83 | 13.75 | 38.93 | 39.82 | 38.22 | 67.10 | 63.88 | 74.90 | 35.83 | 64.71 | 61.83 | 52.55 | 45.48 | 40.28 | 28.98 | 22.85 |
| 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 | 0.00 | 0.00 | 0.00 |
Data as of 12/05/2014, Common starting date is 04/13/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOVN (Novan Inc) |
-39.03%
Oct 2000 – Oct 2003 |
-23.25%
Mar 1994 – Mar 1999 |
-4.67%
Jan 1993 – Jan 2003 |
-5.21%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOVN (Novan Inc) |
88.42%
Feb 2009 – Feb 2012 |
59.65%
Feb 2009 – Feb 2014 |
24.33%
Jan 2003 – Jan 2013 |
21.91%
Oct 1998 – Oct 2013 |
Annualized Rolling Returns Comparison Chart