Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SHPG (Shire plc) | NA | 20.19% | -1.23% | 4.70% | 14.23% | 12.61% | 11.48% | … | … |
Data as of 01/08/2019, Common starting date is 03/26/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SHPG (Shire plc) | 03/26/1998 | 01/08/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.76 | 20.19 | -1.23 | 4.70 | 14.23 | 12.61 | 11.48 | … | … | 2.96 | 12.20 | -8.96 | -16.89 | -3.55 | 50.43 | 53.28 | -11.28 | 43.55 | 23.30 | 31.09 | -35.05 | 11.64 | 59.22 | 21.41 | 9.94 | 53.84 | -48.39 | -20.54 | 58.15 | 43.83 | -3.57 |
| Sharpe Ratio | NA | 0.69 | -0.07 | 0.12 | 0.42 | NA | NA | … | … | 25.32 | 0.39 | -0.39 | -0.50 | -0.12 | 1.07 | 2.25 | -0.46 | 1.59 | 1.06 | 1.01 | -0.81 | 0.32 | 1.83 | 0.72 | 0.36 | 1.61 | -0.87 | -0.53 | 0.79 | 1.04 | -0.12 |
| Standard Deviation(%) | NA | 27.15 | 28.91 | 35.45 | 33.35 | NA | NA | … | … | 41.94 | 27.69 | 24.67 | 34.26 | 29.65 | 46.95 | 23.71 | 24.76 | 27.42 | 21.91 | 30.62 | 44.55 | 27.41 | 30.63 | 26.66 | 25.01 | 32.91 | 57.05 | 43.88 | 68.71 | 39.16 | 63.62 |
| Draw Down(%) | NA | 17.08 | 39.47 | 53.36 | 53.36 | NA | NA | … | … | 1.09 | 21.47 | 27.24 | 26.63 | 29.67 | 35.10 | 14.80 | 23.80 | 15.93 | 14.86 | 32.63 | 52.59 | 18.66 | 22.75 | 14.74 | 26.51 | 26.76 | 51.47 | 40.11 | 50.60 | 25.98 | 40.45 |
| 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 |
Data as of 01/08/2019, Common starting date is 03/26/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHPG (Shire plc) |
-31.06%
Feb 2000 – Feb 2003 |
-10.63%
Oct 2000 – Oct 2005 |
1.09%
Oct 2000 – Oct 2010 |
7.41%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHPG (Shire plc) |
45.75%
Jul 2012 – Jul 2015 |
41.52%
Jun 2009 – Jun 2014 |
25.16%
Aug 2004 – Aug 2014 |
16.41%
Aug 1999 – Aug 2014 |
Annualized Rolling Returns Comparison Chart