Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
BABIX (Boston Advisors Broad Allc Strat Instl) | NA | -8.22% | -1.52% | NA | NA | NA | NA | -1.39% |
Data as of 01/23/2015, AR inception is 02/04/2011
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
BABIX (Boston Advisors Broad Allc Strat Instl) | 02/04/2011 | 01/23/2015 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -3.42 | -8.22 | -1.52 | NA | NA | NA | NA | -1.39 | 0.00 | -5.45 | 0.44 | 7.03 | -2.34 |
Sharpe Ratio | NA | -0.83 | -0.06 | NA | NA | NA | NA | -0.03 | 0.00 | -0.88 | 0.05 | 1.17 | -0.27 |
Standard Deviation(%) | NA | 6.01 | 6.56 | NA | NA | NA | NA | 7.41 | 0.00 | 6.18 | 7.53 | 6.01 | 9.80 |
Draw Down(%) | NA | 10.41 | 10.41 | NA | NA | NA | NA | 10.48 | 0.00 | 10.41 | 8.02 | 5.94 | 10.48 |
Yield(%) | 0.00 | 0.00 | 0.95 | 0.70 | 0.35 | 0.23 | 0.18 | 1.17 | 0.00 | 0.00 | 1.41 | 1.42 | 0.67 |
Data as of 01/23/2015, AR inception is 02/04/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
BABIX (Boston Advisors Broad Allc Strat Instl) |
0.55%
Dec 2011 - Dec 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
BABIX (Boston Advisors Broad Allc Strat Instl) |
3.43%
Sep 2011 - Sep 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart