Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NVGN (Novogen Limited (ADR)) | NA | 88.69% | 21.67% | 9.29% | -25.48% | -16.70% | NA | … | … |
Data as of 11/22/2017, Common starting date is 01/07/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NVGN (Novogen Limited (ADR)) | 01/07/1999 | 11/22/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.60 | 88.69 | 21.67 | 9.29 | -25.48 | -16.70 | NA | … | … | 116.38 | -29.90 | 0.48 | -51.63 | 88.09 | -30.50 | -21.57 | -79.27 | -1.20 | -54.64 | -45.96 | -44.08 | -17.71 | -19.12 | 185.56 | 18.76 | 2.22 | -21.25 | -6.98 |
| Sharpe Ratio | NA | 0.50 | -0.02 | -0.09 | -0.36 | NA | NA | … | … | 0.82 | -1.50 | -0.19 | -0.49 | 0.46 | -0.29 | -0.27 | -1.03 | -0.14 | -0.76 | -1.61 | -1.25 | -1.14 | -0.83 | 2.67 | -0.01 | -0.17 | -0.54 | -0.17 |
| Standard Deviation(%) | NA | 138.95 | 124.81 | 122.63 | 127.78 | NA | NA | … | … | 146.33 | 42.62 | 94.15 | 143.17 | 151.90 | 173.19 | 147.58 | 95.09 | 140.96 | 97.12 | 42.40 | 53.30 | 34.11 | 46.83 | 62.27 | 79.73 | 110.68 | 82.88 | 59.42 |
| Draw Down(%) | NA | 60.34 | 92.31 | 92.31 | 99.31 | NA | NA | … | … | 60.34 | 47.29 | 77.36 | 66.53 | 60.22 | 85.00 | 81.57 | 85.96 | 58.71 | 77.59 | 59.92 | 52.31 | 21.94 | 48.64 | 33.48 | 65.08 | 82.69 | 44.74 | 28.89 |
| 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 |
Data as of 11/22/2017, Common starting date is 01/07/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NVGN (Novogen Limited (ADR)) |
-72.42%
Oct 2009 – Oct 2012 |
-62.36%
Oct 2007 – Oct 2012 |
-36.69%
Oct 2002 – Oct 2012 |
-24.97%
May 2002 – May 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NVGN (Novogen Limited (ADR)) |
101.65%
May 2012 – May 2015 |
42.70%
Oct 2012 – Oct 2017 |
-10.11%
Jul 1999 – Jul 2009 |
-14.77%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart