Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SHPGY (Shire PLC ADR) | NA | -9.46% | 27.93% | 2.95% | 12.55% | NA | NA | … | … |
Data as of 07/10/2012, Common starting date is 03/25/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SHPGY (Shire PLC ADR) | 03/25/1998 | 07/10/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.75 | -9.46 | 27.93 | 2.95 | 12.55 | NA | NA | … | … | -17.24 | 44.20 | 20.14 | 32.17 | -34.75 | 12.02 | 59.83 | 21.99 | 10.16 | 53.84 | -48.39 | -20.54 | 58.17 | 43.80 | 1.25 |
| Sharpe Ratio | NA | -0.34 | 1.09 | 0.08 | 0.36 | NA | NA | … | … | -1.07 | 1.60 | 0.91 | 1.05 | -0.80 | 0.33 | 1.86 | 0.74 | 0.37 | 1.61 | -0.86 | -0.53 | 0.78 | 1.03 | -0.03 |
| Standard Deviation(%) | NA | 30.54 | 25.54 | 31.96 | 31.60 | NA | NA | … | … | 28.59 | 27.63 | 22.12 | 30.54 | 44.56 | 27.40 | 30.62 | 26.65 | 25.00 | 32.91 | 57.23 | 43.88 | 69.42 | 39.22 | 64.04 |
| Draw Down(%) | NA | 23.33 | 23.33 | 59.23 | 59.23 | NA | NA | … | … | 23.33 | 15.93 | 15.56 | 32.16 | 52.37 | 18.59 | 22.54 | 14.45 | 26.51 | 26.76 | 51.47 | 40.11 | 50.60 | 25.96 | 40.45 |
| Yield(%) | 0.00 | 0.48 | 0.98 | 0.47 | 0.87 | 0.77 | 0.58 | … | … | 0.37 | 0.55 | 0.58 | 0.65 | 0.39 | 0.36 | 0.48 | 0.55 | 0.19 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/10/2012, Common starting date is 03/25/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHPGY (Shire PLC ADR) |
-31.06%
Feb 2000 – Feb 2003 |
-10.51%
Oct 2000 – Oct 2005 |
1.10%
Oct 2000 – Oct 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHPGY (Shire PLC ADR) |
45.50%
Aug 2004 – Aug 2007 |
30.38%
Feb 2003 – Feb 2008 |
16.06%
Apr 2002 – Apr 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart