Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMGN (ImmunoGen Inc) | NA | 641.81% | 58.25% | 40.08% | 7.32% | 12.67% | 8.18% | … | … |
Data as of 02/09/2024, Common starting date is 11/17/1989
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMGN (ImmunoGen Inc) | 11/17/1989 | 02/09/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 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 | 1991 | 1990 | 1989 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 6.73 | 641.81 | 58.25 | 40.08 | 7.32 | 12.67 | 8.18 | … | … | 5.33 | 497.78 | -33.15 | 15.04 | 26.22 | 6.46 | -25.12 | 214.22 | -84.97 | 122.46 | -58.42 | 15.06 | 10.10 | 25.05 | 17.81 | 83.22 | 3.37 | -18.15 | -1.17 | -41.97 | 75.05 | 62.90 | -81.30 | -22.66 | 289.77 | 151.43 | 159.26 | -64.47 | 5.56 | 5.88 | -76.71 | -13.10 | -44.00 | 61.29 | 45.31 | -15.79 |
| Sharpe Ratio | NA | 5.35 | 0.63 | 0.42 | 0.08 | NA | NA | … | … | 3.22 | 4.14 | -0.48 | 0.23 | 0.29 | -0.15 | -0.67 | 2.49 | -1.53 | 1.25 | -0.98 | -0.07 | -0.19 | 0.12 | -0.01 | 1.08 | -0.18 | -0.88 | -0.46 | -1.24 | 0.84 | 0.57 | -0.91 | -0.42 | 1.70 | 1.91 | 1.66 | -1.17 | 0.07 | -0.49 | -0.69 | -0.15 | -0.58 | 0.78 | 0.53 | -1.39 |
| Standard Deviation(%) | NA | 119.22 | 89.30 | 93.71 | 86.42 | NA | NA | … | … | 17.37 | 121.41 | 72.54 | 65.72 | 89.63 | 110.92 | 69.38 | 78.85 | 77.74 | 83.29 | 78.77 | 46.43 | 45.00 | 56.68 | 68.85 | 60.00 | 88.28 | 45.70 | 51.43 | 50.60 | 66.31 | 76.75 | 110.58 | 105.52 | 129.90 | 92.41 | 116.31 | 95.00 | 106.56 | 114.64 | 108.05 | 88.33 | 75.30 | 78.31 | 85.70 | 56.45 |
| Draw Down(%) | NA | 37.86 | 70.09 | 70.09 | 91.95 | NA | NA | … | … | 2.11 | 37.86 | 57.89 | 54.89 | 68.82 | 69.54 | 69.58 | 40.14 | 88.50 | 50.80 | 67.35 | 35.13 | 39.01 | 39.42 | 50.67 | 33.03 | 47.70 | 35.66 | 46.52 | 46.15 | 61.86 | 38.71 | 87.52 | 66.58 | 63.78 | 41.84 | 56.96 | 75.00 | 56.82 | 76.14 | 78.21 | 57.84 | 58.85 | 43.21 | 32.76 | 19.48 |
| 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 | 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 02/09/2024, Common starting date is 11/17/1989
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMGN (ImmunoGen Inc) |
-52.83%
Jan 1992 – Jan 1995 |
-40.36%
Nov 1992 – Nov 1997 |
-15.81%
Jul 1992 – Jul 2002 |
-13.79%
Nov 2001 – Nov 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMGN (ImmunoGen Inc) |
201.29%
Sep 1997 – Sep 2000 |
75.80%
Nov 1995 – Nov 2000 |
21.30%
Mar 2003 – Mar 2013 |
19.91%
Jul 1998 – Jul 2013 |
Annualized Rolling Returns Comparison Chart