Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LEXICON PHARMACEUTICALS INC. 401 K PLAN Strategic Asset Allocation – Optimal Moderate | NA | -0.95% | 3.36% | 3.73% | 7.91% | 6.26% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LEXICON PHARMACEUTICALS INC. 401 K PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.71 | -0.95 | 3.36 | 3.73 | 7.91 | 6.26 | NA | … | … | -5.86 | 11.23 | 1.75 | -0.55 | 5.85 | 15.51 | 11.50 | 1.04 | 12.13 | 22.46 | -22.90 | 9.65 | 10.23 | 8.45 | 13.06 | 26.17 | -3.45 | 2.72 |
| Sharpe Ratio | NA | -0.22 | 0.07 | 0.12 | 0.49 | NA | NA | … | … | -0.22 | 2.27 | 0.21 | -0.06 | 0.85 | 2.15 | 1.57 | 0.07 | 1.03 | 1.24 | -1.11 | 0.71 | 0.88 | 0.96 | 1.56 | 3.01 | -0.43 | 0.04 |
| Standard Deviation(%) | NA | 32.29 | 19.29 | 15.79 | 14.17 | NA | NA | … | … | 32.29 | 4.66 | 7.35 | 9.25 | 6.83 | 7.20 | 7.30 | 13.94 | 11.65 | 18.06 | 21.40 | 9.34 | 7.89 | 6.57 | 7.77 | 8.47 | 10.48 | 9.41 |
| Draw Down(%) | NA | 20.96 | 20.96 | 20.96 | 20.96 | NA | NA | … | … | 20.96 | 1.97 | 6.66 | 9.03 | 5.08 | 6.00 | 5.47 | 11.24 | 8.95 | 18.39 | 33.72 | 5.84 | 8.13 | 4.13 | 7.02 | 5.82 | 16.19 | 11.53 |
| Yield(%) | NA | 2.23 | 1.69 | 2.47 | 2.70 | NA | NA | … | … | 2.22 | 0.15 | 2.67 | 5.18 | 2.13 | 3.11 | 2.97 | 3.47 | 2.60 | 2.30 | 2.49 | 5.09 | 4.66 | 3.63 | 3.76 | 2.98 | 2.29 | 4.25 |
Data as of 10/31/2018, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LEXICON PHARMACEUTICALS INC. 401 K PLAN Strategic Asset Allocation – Optimal Moderate |
-7.66%
Feb 2006 – Feb 2009 |
-0.92%
Feb 2004 – Feb 2009 |
4.61%
Oct 2007 – Oct 2017 |
6.18%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LEXICON PHARMACEUTICALS INC. 401 K PLAN Strategic Asset Allocation – Optimal Moderate |
19.33%
Feb 2009 – Feb 2012 |
16.21%
Feb 2009 – Feb 2014 |
9.00%
Mar 2003 – Mar 2013 |
8.10%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart