Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ESRX (Express Scripts Holding Co) | NA | 24.00% | 1.94% | 5.70% | 11.92% | 17.54% | 17.41% | … | … |
Data as of 12/21/2018, Common starting date is 06/10/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESRX (Express Scripts Holding Co) | 06/10/1992 | 12/21/2018 |
| 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 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.00 | 24.00 | 1.94 | 5.70 | 11.92 | 17.54 | 17.41 | … | … | 23.70 | 8.47 | -21.30 | 3.24 | 20.54 | 30.07 | 20.83 | -17.32 | 25.09 | 57.18 | -24.68 | 103.91 | -14.56 | 119.26 | 15.07 | 39.72 | 3.94 | -7.77 | 59.77 | -4.66 | 123.75 | 67.25 | -29.66 | 38.78 | 56.38 | 44.06 | 150.96 |
| Sharpe Ratio | NA | 0.89 | 0.05 | 0.24 | 0.43 | NA | NA | … | … | 0.89 | 0.33 | -0.85 | 0.15 | 1.11 | 1.63 | 0.76 | -0.52 | 0.92 | 1.51 | -0.49 | 3.79 | -0.57 | 3.87 | 0.53 | 1.18 | 0.06 | -0.19 | 0.88 | -0.11 | 2.72 | 0.29 | -0.58 | 0.71 | 0.97 | 0.83 | 7.00 |
| Standard Deviation(%) | NA | 25.55 | 24.92 | 23.01 | 26.62 | NA | NA | … | … | 25.80 | 23.97 | 25.26 | 20.94 | 18.58 | 18.38 | 27.70 | 33.68 | 27.31 | 37.81 | 51.77 | 26.79 | 31.60 | 30.29 | 26.64 | 33.06 | 47.83 | 53.32 | 63.27 | 70.79 | 44.36 | 41.52 | 57.19 | 49.31 | 55.21 | 50.35 | 58.56 |
| Draw Down(%) | NA | 17.15 | 35.65 | 39.63 | 41.12 | NA | NA | … | … | 17.15 | 22.37 | 25.70 | 14.97 | 16.58 | 10.02 | 23.53 | 41.12 | 20.93 | 24.50 | 37.05 | 10.72 | 36.46 | 8.17 | 25.49 | 27.54 | 35.01 | 37.38 | 53.42 | 50.82 | 24.28 | 17.13 | 53.10 | 31.63 | 28.30 | 40.79 | 24.10 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.14 | … | … | 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 | 1.19 | 1.30 | 0.49 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/21/2018, Common starting date is 06/10/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESRX (Express Scripts Holding Co) |
-7.80%
Nov 2014 – Nov 2017 |
-0.08%
Oct 2012 – Oct 2017 |
6.76%
Nov 2007 – Nov 2017 |
14.79%
Apr 2002 – Apr 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESRX (Express Scripts Holding Co) |
75.85%
Jul 1992 – Jul 1995 |
47.40%
Apr 1997 – Apr 2002 |
38.71%
Jul 1992 – Jul 2002 |
36.23%
Jul 1992 – Jul 2007 |
Annualized Rolling Returns Comparison Chart