Find A Portfolio/Ticker
Comparison Box
SDFIX: SWAN DEFINED RISK EMERGING MARKETS FUND SWAN DEFINED RISK EMERGING MARKETS FUND CLASS I SHARES (MUTUAL FUND)
Basic Info
| Asset Class: | Intermediate-Term Bond |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 06/21/1996 |
| Last Dividend Date: | 12/28/2012 |
| 12-Mo. Yield | 2.46% |
| Expenses | 0.56% |
| Sign up to get fund ranking change alerts | |
Performance Analytics (As of 02/04/2013)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 06/21/1996 |
2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | 5.7 | 6.6 | 6.4 | 5.5 | 5.7 | 6.2 | -0.5 | 7.6 | 6.1 | 9.0 | 18.3 | -5.0 | 3.7 | 4.3 | 3.1 | 5.7 | 5.2 | 8.9 | 7.2 | 10.3 | -0.7 | 5.3 | 6.0 | 11.2 |
| Sharpe Ratio | NA | 2.53 | 2.01 | 1.45 | 1.16 | NA | 0.45 | -2.5 | 3.36 | 1.67 | 2.4 | 3.86 | -0.94 | 0.2 | 0.38 | 0.34 | 1.38 | 1.23 | 2.31 | 0.65 | 2.12 | -1.08 | 0.51 | -10.03 | 3.39 |
| Draw Down(%) | NA | 1.1 | 3.0 | 11.1 | 11.6 | NA | 11.6 | 0.7 | 1.1 | 1.8 | 3.0 | 4.2 | 11.6 | 2.2 | 2.0 | 2.1 | 4.1 | 4.5 | 2.1 | 5.0 | 2.5 | 3.8 | 3.6 | 3.7 | 1.7 |
| Standard Deviation(%) | NA | 2.2 | 3.2 | 4.3 | 3.8 | NA | 4.2 | 2.1 | 2.3 | 3.6 | 3.7 | 4.7 | 6.3 | 3.4 | 2.6 | 2.6 | 3.5 | 3.7 | 3.4 | 7.5 | 2.9 | 3.7 | 3.8 | 4.9 | 5.6 |
| Treynor Ratio | NA | 0.1 | 0.11 | 0.1 | 0.07 | NA | 0.03 | -0.81 | 0.13 | 0.1 | 0.14 | 0.31 | -0.09 | 0.01 | 0.02 | 0.01 | 0.07 | 0.07 | 0.14 | 0.11 | 0.13 | -0.07 | 0.04 | -0.71 | 0.3 |
| Alpha | NA | 0.01 | 0.01 | 0.01 | 0.0 | NA | 0.0 | -0.02 | 0.01 | 0.01 | 0.01 | 0.03 | -0.01 | -0.01 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.01 | 0.01 | 0.0 | 0.0 | -0.07 | 0.04 |
| Beta | NA | 0.56 | 0.61 | 0.62 | 0.63 | NA | 0.59 | 0.06 | 0.59 | 0.63 | 0.62 | 0.58 | 0.65 | 0.66 | 0.63 | 0.61 | 0.67 | 0.66 | 0.56 | 0.44 | 0.48 | 0.58 | 0.48 | 0.69 | 0.64 |
| RSquared | NA | 0.56 | 0.7 | 0.69 | 0.73 | NA | 0.55 | 0.01 | 0.64 | 0.72 | 0.74 | 0.73 | 0.66 | 0.81 | 0.77 | 0.75 | 0.85 | 0.84 | 0.8 | 0.13 | 0.6 | 0.67 | 0.48 | 0.39 | 0.41 |
| Yield(%) | N/A | 2.5 | 3.0 | 3.6 | 4.1 | 4.8 | N/A | 0.0 | 2.5 | 2.1 | 4.2 | 5.0 | 4.4 | 5.1 | 4.5 | 5.0 | 5.6 | 3.3 | 4.6 | 6.9 | 7.8 | 7.2 | 8.3 | 8.0 | 5.9 |
| Dividend Growth(%) | N/A | 21.8 | -33.2 | -24.0 | N/A | N/A | N/A | -100.0 | 21.8 | -47.6 | -3.2 | 1.8 | -14.4 | 12.9 | -11.9 | -10.7 | 72.8 | -25.4 | -33.4 | -9.9 | 0.1 | -16.6 | 6.2 | 38.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/21/1996
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
|
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Intermediate-Term Bond Asset Class Trend Rankings |
Top Rated Funds in Intermediate-Term Bond
Best Mutual Funds
- VBMFX (VANGUARD TOTAL BOND MARKET INDEX FUND INVESTOR SHARES) (100%)
- VBIIX (VANGUARD INTERMEDIATE-TERM BOND INDEX FUND INVESTOR SHARES) (100%)
- CMFCX (AMERICAN FUNDS MORTGAGE FUND CLASS 529-C) (99%)
- VFICX (VANGUARD INTERMEDIATE-TERM INVESTMENT-GRADE FUND INVESTOR SHARES) (99%)
- VFIDX (VANGUARD INTERMEDIATE-TERM INVESTMENT-GRADE FUND ADMIRAL SHARES) (98%)
- GPBFX (GMO CORE PLUS BOND FUND CLASS IV) (98%)
- SAMIX (MODERATELY AGGRESSIVE BALANCED ALLOCATION PORTFOLIO CLASS I) (98%)
- OWFIX (OLD WESTBURY FIXED INCOME FUND OLD WESTBURY FIXED INCOME FUND) (98%)
- TAIBX (PRUDENTIAL CORE BOND FUND CLASS Z) (98%)
- ACBPX (DIVERSIFIED BOND FUND I CLASS) (97%)
Best ETFs
- AGG (iShares Core U.S. Aggregate Bond ETF) (100%)
- BIV (Vanguard Intermediate-Term Bond ETF) (99%)
- BND (Vanguard Total Bond Market ETF) (99%)
- GBF (iShares Government/Credit Bond ETF) (99%)
- GVI (iShares Intermediate Government/Credit Bond ETF) (99%)
- MBB (iShares MBS ETF) (98%)
- VCIT (Vanguard Intermediate-Term Corporate Bond ETF) (36%)
- VMBS (Vanguard Mortgage-Backed Securities ETF) (36%)
- SCHZ (Schwab US Aggregate Bond ETF) (31%)
- CMBS (iShares CMBS ETF) (31%)
Best Closed End Funds
* Day change on 02/04/2013.Latest Articles Related to SDFIX
Register for FREE
No Credit Card Required
Or Start FREE 30-day trial now >>
Or Start FREE 30-day trial now >>
