Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SEPR (Sepracor Inc) | NA | 74.89% | -24.04% | -12.93% | -5.76% | 15.47% | NA | … | … |
Data as of 10/29/2009, Common starting date is 09/24/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SEPR (Sepracor Inc) | 09/24/1991 | 10/29/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 74.89 | -24.04 | -12.93 | -5.76 | 15.47 | NA | … | … | 109.29 | -58.17 | -57.37 | 19.34 | -13.09 | 148.10 | 147.47 | -83.05 | -28.78 | 61.55 | 12.56 | 119.97 | 141.03 | -9.53 | 344.79 | -36.46 | -31.58 | 11.76 | -39.29 |
| Sharpe Ratio | NA | 1.34 | -0.43 | -0.26 | NA | NA | NA | … | … | 2.70 | -1.03 | -1.21 | 0.42 | -0.53 | 2.62 | 2.49 | -0.67 | -0.42 | 0.59 | 0.14 | 2.21 | 1.54 | -0.23 | 4.93 | -0.62 | -0.51 | 0.12 | -0.94 |
| Standard Deviation(%) | NA | 55.78 | 58.94 | 56.71 | NA | NA | NA | … | … | 53.07 | 57.39 | 50.02 | 38.39 | 28.91 | 56.16 | 58.96 | 126.14 | 75.36 | 96.97 | 65.33 | 52.76 | 55.22 | 55.45 | 69.15 | 63.51 | 65.66 | 77.30 | 92.81 |
| Draw Down(%) | NA | 28.08 | 83.61 | 84.44 | 97.09 | NA | NA | … | … | 21.77 | 66.41 | 63.51 | 26.82 | 25.33 | 20.61 | 30.22 | 92.99 | 69.37 | 54.10 | 56.95 | 24.82 | 30.11 | 45.24 | 38.27 | 58.64 | 43.18 | 54.84 | 52.54 |
| 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 10/29/2009, Common starting date is 09/24/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEPR (Sepracor Inc) |
-50.41%
Feb 2000 – Feb 2003 |
-21.55%
Apr 2004 – Apr 2009 |
-13.29%
Feb 1999 – Feb 2009 |
7.79%
Nov 1993 – Nov 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEPR (Sepracor Inc) |
124.12%
Sep 2002 – Sep 2005 |
93.36%
Feb 1995 – Feb 2000 |
39.92%
Dec 1994 – Dec 2004 |
19.70%
Nov 1991 – Nov 2006 |
Annualized Rolling Returns Comparison Chart