Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGSIX | NA | -100.00% | -100.00% | -100.00% | NA | NA | NA | … | … |
Data as of 11/05/2010, Common starting date is 01/14/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGSIX | 01/14/2002 | 11/05/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | NA | NA | NA | … | … | -100.00 | 44.03 | -47.28 | 4.09 | 18.19 | 10.17 | 22.46 | 40.53 | -22.09 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 1.74 | -1.35 | 0.07 | 1.06 | 0.66 | 1.73 | 3.22 | -1.41 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 25.30 | 35.72 | 16.53 | 14.15 | 12.09 | 12.44 | 12.38 | 16.93 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | NA | NA | NA | … | … | 100.00 | 25.22 | 56.92 | 13.96 | 17.34 | 10.05 | 11.48 | 12.73 | 33.23 |
| Yield(%) | NA | 0.90 | 3.66 | 5.16 | 3.87 | 2.58 | 1.93 | … | … | 0.00 | 1.23 | 0.66 | 10.97 | 13.26 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/05/2010, Common starting date is 01/14/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGSIX (SGSIX) |
-20.42%
Feb 2006 – Feb 2009 |
-7.01%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGSIX (SGSIX) |
31.58%
Mar 2003 – Mar 2006 |
20.77%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart