Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AIAIX (SALIENT ADAPTIVE INCOME FUND INVESTOR CLASS) | NA | 2.24% | 2.03% | 2.39% | 4.60% | 3.09% | NA | 2.83% |
Data as of 08/13/2018, AR inception is 03/27/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AIAIX (SALIENT ADAPTIVE INCOME FUND INVESTOR CLASS) | 03/27/2001 | 08/13/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.24 | 2.03 | 2.39 | 4.60 | 3.09 | NA | 2.83 | -1.48 | 8.30 | 6.16 | -7.95 | 4.57 | 5.21 | 10.62 | 5.28 | 5.83 | 14.98 | -7.18 | 2.58 | 3.15 | -1.58 | -0.78 | 0.66 | 0.60 | 1.81 |
| Sharpe Ratio | NA | 0.34 | 0.29 | 0.38 | 0.89 | NA | NA | 0.46 | -0.73 | 1.84 | 1.21 | -1.52 | 0.61 | 0.93 | 3.14 | 1.29 | 1.60 | 3.84 | -1.72 | -0.34 | -0.21 | -2.63 | -0.84 | -0.03 | -0.24 | 0.13 |
| Standard Deviation(%) | NA | 4.74 | 5.04 | 5.44 | 4.92 | NA | NA | 3.98 | 4.98 | 4.18 | 4.93 | 5.26 | 7.46 | 5.54 | 3.39 | 4.05 | 3.60 | 3.88 | 4.71 | 1.69 | 1.25 | 1.46 | 2.11 | 2.31 | 2.27 | 2.07 |
| Draw Down(%) | NA | 5.76 | 10.76 | 16.20 | 16.20 | NA | NA | 16.20 | 5.76 | 2.00 | 4.82 | 11.37 | 6.62 | 8.27 | 3.61 | 3.08 | 3.53 | 2.78 | 11.72 | 1.78 | 0.89 | 1.97 | 2.53 | 2.70 | 1.77 | 1.83 |
| Yield(%) | 0.00 | 4.88 | 3.96 | 5.01 | 5.05 | 3.76 | 2.96 | 3.48 | 2.41 | 4.53 | 3.95 | 3.82 | 9.22 | 4.69 | 5.00 | 4.42 | 3.28 | 4.70 | 4.44 | 5.21 | 3.74 | 0.00 | 0.00 | 0.00 | 0.00 | 3.98 |
Data as of 08/13/2018, AR inception is 03/27/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AIAIX (SALIENT ADAPTIVE INCOME FUND INVESTOR CLASS) |
-1.70%
Nov 2005 - Nov 2008 |
-1.52%
Nov 2003 - Nov 2008 |
1.99%
Oct 2001 - Oct 2011 |
2.48%
Apr 2001 - Apr 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AIAIX (SALIENT ADAPTIVE INCOME FUND INVESTOR CLASS) |
9.34%
Nov 2008 - Nov 2011 |
8.99%
Nov 2008 - Nov 2013 |
4.59%
Jan 2008 - Jan 2018 |
3.29%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart