Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WAG (Walgreen Company) | NA | 34.10% | 35.26% | 18.07% | 8.71% | 8.01% | 15.24% | … | … |
Data as of 12/30/2014, Common starting date is 07/01/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WAG (Walgreen Company) | 07/01/1985 | 12/30/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.60 | 34.10 | 35.26 | 18.07 | 8.71 | 8.01 | 15.24 | … | … | 35.03 | 58.94 | 15.31 | -13.31 | 8.15 | 51.24 | -34.37 | -16.35 | 4.36 | 15.94 | 6.03 | 25.28 | -12.93 | -19.20 | 43.55 | 0.38 | 87.25 | 56.42 | 35.18 | 37.33 | 6.96 | -6.12 | 15.03 | 48.19 | 10.03 | 54.71 | -1.50 | -4.94 | 15.26 | 2.31 |
| Sharpe Ratio | NA | 1.11 | 1.36 | 0.67 | 0.28 | NA | NA | … | … | 1.21 | 2.67 | 0.67 | -0.49 | 0.30 | 1.66 | -0.86 | -0.80 | 0.05 | 0.71 | 0.30 | 0.92 | -0.43 | -0.75 | 0.93 | -0.07 | 2.18 | 0.04 | 1.18 | 1.57 | 0.21 | -0.34 | 0.53 | 1.61 | 0.19 | 1.99 | -0.22 | -0.23 | 0.36 | -0.01 |
| Standard Deviation(%) | NA | 30.59 | 25.86 | 26.74 | 27.96 | NA | NA | … | … | 29.15 | 22.08 | 22.89 | 27.22 | 27.07 | 30.76 | 40.87 | 24.33 | 21.91 | 19.48 | 16.72 | 26.72 | 32.38 | 29.04 | 42.31 | 40.99 | 38.43 | 28.34 | 26.58 | 21.28 | 19.08 | 23.87 | 23.87 | 27.40 | 24.77 | 24.59 | 28.35 | 38.80 | 30.27 | 30.93 |
| Draw Down(%) | NA | 22.17 | 22.17 | 34.08 | 57.67 | NA | NA | … | … | 22.17 | 13.32 | 18.75 | 31.05 | 30.05 | 23.32 | 44.72 | 25.10 | 21.96 | 14.03 | 10.69 | 16.98 | 28.95 | 31.37 | 25.61 | 29.29 | 21.58 | 14.88 | 15.34 | 11.00 | 20.12 | 18.77 | 22.48 | 18.94 | 20.31 | 16.94 | 24.55 | 42.43 | 23.17 | 18.16 |
| Yield(%) | 0.00 | 2.26 | 3.51 | 2.65 | 1.73 | 1.73 | 0.92 | … | … | 2.31 | 3.10 | 3.02 | 2.03 | 1.68 | 1.96 | 1.11 | 0.75 | 0.63 | 0.58 | 0.54 | 0.54 | 0.44 | 0.35 | 0.48 | 0.23 | 0.41 | 0.31 | 0.37 | 0.23 | 0.22 | 0.17 | 0.18 | 0.12 | 0.11 | 0.15 | 0.12 | 0.10 | 0.12 | 0.05 |
Data as of 12/30/2014, Common starting date is 07/01/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WAG (Walgreen Company) |
-18.15%
Feb 2006 – Feb 2009 |
-9.33%
Jun 2005 – Jun 2010 |
-2.28%
Feb 1999 – Feb 2009 |
5.32%
Jan 1999 – Jan 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WAG (Walgreen Company) |
58.20%
Dec 1995 – Dec 1998 |
45.69%
Jun 1994 – Jun 1999 |
31.84%
Oct 1990 – Oct 2000 |
25.56%
Oct 1985 – Oct 2000 |
Annualized Rolling Returns Comparison Chart