Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRAIX (Bridgeway Aggressive Investors 2) | NA | -22.10% | 3.05% | -10.22% | 1.93% | NA | NA | … | … |
Data as of 06/05/2012, Common starting date is 11/12/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRAIX (Bridgeway Aggressive Investors 2) | 11/12/2001 | 06/05/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.76 | -22.10 | 3.05 | -10.22 | 1.93 | NA | NA | … | … | -8.63 | -10.81 | 12.09 | 29.84 | -55.07 | 32.19 | 5.46 | 18.58 | 16.23 | 44.01 | -20.92 | 7.46 |
| Sharpe Ratio | NA | -0.70 | 0.11 | -0.31 | 0.02 | NA | NA | … | … | -0.86 | -0.33 | 0.48 | 1.05 | -1.03 | 1.29 | 0.10 | 0.84 | 0.74 | 1.97 | -0.45 | 6.19 |
| Standard Deviation(%) | NA | 33.63 | 26.67 | 34.77 | 31.75 | NA | NA | … | … | 22.29 | 32.79 | 25.01 | 28.39 | 54.01 | 22.60 | 20.75 | 19.41 | 20.67 | 21.93 | 49.21 | 11.63 |
| Draw Down(%) | NA | 32.41 | 33.37 | 65.57 | 65.57 | NA | NA | … | … | 21.25 | 33.37 | 21.08 | 23.07 | 64.72 | 15.03 | 21.38 | 14.00 | 20.20 | 14.63 | 32.00 | 1.36 |
| Yield(%) | 0.00 | 0.71 | 0.80 | 0.81 | 1.49 | 1.03 | 0.77 | … | … | 0.00 | 0.73 | 0.78 | 0.49 | 0.00 | 3.40 | 2.17 | 2.45 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/05/2012, Common starting date is 11/12/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRAIX (Bridgeway Aggressive Investors 2) |
-19.73%
Feb 2006 – Feb 2009 |
-9.46%
May 2007 – May 2012 |
1.99%
May 2002 – May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRAIX (Bridgeway Aggressive Investors 2) |
33.71%
Mar 2003 – Mar 2006 |
23.09%
Oct 2002 – Oct 2007 |
4.33%
Feb 2002 – Feb 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart