Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BCEIX (Brown Capital Mgmt Equity Instl) | NA | -26.61% | -9.62% | -5.39% | -5.31% | NA | NA | -0.73% |
Data as of 07/08/2009, AR inception is 05/12/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BCEIX (Brown Capital Mgmt Equity Instl) | 05/12/1997 | 07/08/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -26.61 | -9.62 | -5.39 | -5.31 | NA | NA | -0.73 | 7.79 | -40.74 | 4.57 | 5.27 | 3.93 | 1.33 | 31.07 | -29.05 | -18.24 | 0.56 | 7.80 | 29.27 | 16.14 |
| Sharpe Ratio | NA | -0.61 | -0.39 | -0.30 | -0.30 | NA | NA | -0.13 | 0.50 | -1.01 | 0.09 | 0.16 | 0.16 | 0.03 | 1.61 | -1.09 | -0.79 | -0.14 | 0.24 | 1.17 | 1.39 |
| Standard Deviation(%) | NA | 44.12 | 29.82 | 24.60 | 24.04 | NA | NA | 23.03 | 31.46 | 41.27 | 17.41 | 12.29 | 11.31 | 13.48 | 18.81 | 27.66 | 26.52 | 24.46 | 19.08 | 22.16 | 16.38 |
| Draw Down(%) | NA | 47.82 | 55.35 | 55.35 | 62.68 | NA | NA | 62.68 | 22.89 | 50.52 | 10.48 | 13.12 | 8.63 | 14.65 | 13.59 | 37.48 | 36.00 | 16.05 | 16.56 | 27.20 | 9.26 |
| Yield(%) | 0.00 | 0.30 | 0.10 | 0.06 | 1.65 | 2.53 | 1.90 | 3.17 | 0.10 | 0.21 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.17 | 8.65 | 8.52 | 8.88 | 5.18 |
Data as of 07/08/2009, AR inception is 05/12/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BCEIX (Brown Capital Mgmt Equity Instl) |
-17.94%
Feb 2006 - Feb 2009 |
-10.22%
Feb 2004 - Feb 2009 |
-6.32%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BCEIX (Brown Capital Mgmt Equity Instl) |
17.65%
Aug 1997 - Aug 2000 |
10.35%
Sep 2002 - Sep 2007 |
3.16%
Jun 1997 - Jun 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart