Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NUVA (NuVasive Inc) | NA | -13.94% | -8.03% | -10.48% | 5.17% | -1.31% | NA | … | … |
Data as of 09/08/2023, Common starting date is 05/13/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NUVA (NuVasive Inc) | 05/13/2004 | 09/08/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -13.94 | -8.03 | -10.48 | 5.17 | -1.31 | NA | … | … | -3.61 | -21.42 | -6.83 | -27.17 | 56.05 | -15.27 | -13.17 | 24.49 | 14.74 | 45.87 | 109.12 | 22.80 | -50.92 | -19.79 | -7.71 | -12.32 | 71.08 | 27.62 | 76.59 | -10.90 |
| Sharpe Ratio | NA | -0.55 | -0.25 | -0.27 | 0.13 | NA | NA | … | … | -0.34 | -0.52 | -0.21 | -0.42 | 1.73 | -0.49 | -0.48 | 0.88 | 0.49 | 1.49 | 3.02 | 0.36 | -0.95 | -0.35 | -0.15 | -0.24 | 1.92 | 0.61 | 1.74 | -0.39 |
| Standard Deviation(%) | NA | 32.25 | 37.64 | 43.04 | 37.33 | NA | NA | … | … | 28.61 | 44.14 | 33.05 | 64.86 | 31.65 | 33.91 | 28.58 | 27.38 | 29.84 | 30.69 | 36.09 | 64.12 | 53.67 | 57.26 | 52.32 | 56.04 | 35.70 | 39.81 | 42.79 | 45.67 |
| Draw Down(%) | NA | 27.69 | 50.25 | 59.55 | 59.55 | NA | NA | … | … | 23.71 | 40.28 | 34.20 | 59.55 | 14.80 | 33.29 | 37.64 | 28.29 | 18.57 | 18.10 | 15.45 | 50.89 | 68.05 | 52.07 | 37.70 | 47.23 | 13.23 | 28.13 | 20.42 | 24.87 |
| 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 |
Data as of 09/08/2023, Common starting date is 05/13/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NUVA (NuVasive Inc) |
-31.98%
Oct 2008 – Oct 2011 |
-19.54%
Oct 2007 – Oct 2012 |
0.33%
Jul 2008 – Jul 2018 |
-2.04%
Jul 2008 – Jul 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NUVA (NuVasive Inc) |
64.86%
Nov 2004 – Nov 2007 |
39.85%
Dec 2011 – Dec 2016 |
16.55%
Nov 2004 – Nov 2014 |
14.48%
Nov 2004 – Nov 2019 |
Annualized Rolling Returns Comparison Chart