Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BRSCX (Laudus Rosenberg US Small Cap Inv) | NA | 14.58% | -12.68% | -4.59% | 3.72% | NA | NA | 3.30% |
Data as of 01/05/2010, AR inception is 10/24/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRSCX (Laudus Rosenberg US Small Cap Inv) | 10/24/1997 | 01/05/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 14.58 | -12.68 | -4.59 | 3.72 | NA | NA | 3.30 | 0.00 | 15.73 | -41.73 | -2.49 | 11.02 | 3.17 | 19.92 | 40.06 | -5.84 | 10.38 | 5.00 | 14.81 | -4.52 | -2.48 |
| Sharpe Ratio | NA | 0.48 | -0.43 | -0.24 | 0.08 | NA | NA | 0.05 | 0.00 | 0.51 | -1.03 | -0.27 | 0.46 | 0.07 | 1.23 | 2.58 | -0.35 | 0.47 | 0.04 | 0.95 | -0.48 | -0.77 |
| Standard Deviation(%) | NA | 30.36 | 32.27 | 27.17 | 23.48 | NA | NA | 21.85 | NA | 30.38 | 41.24 | 20.15 | 16.75 | 15.00 | 15.41 | 15.25 | 19.73 | 17.33 | 23.90 | 12.24 | 16.46 | 21.28 |
| Draw Down(%) | NA | 30.86 | 63.42 | 63.42 | 63.42 | NA | NA | 63.42 | 0.00 | 30.86 | 53.63 | 15.01 | 15.82 | 10.85 | 12.06 | 11.12 | 26.71 | 18.19 | 20.70 | 11.65 | 33.57 | 6.04 |
| Yield(%) | 0.00 | 0.47 | 7.47 | 9.45 | 9.95 | 6.78 | 5.08 | 8.47 | 0.00 | 0.47 | 6.68 | 16.62 | 13.14 | 13.85 | 12.39 | 2.33 | 2.79 | 6.12 | 3.67 | 0.00 | 0.95 | 5.39 |
Data as of 01/05/2010, AR inception is 10/24/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRSCX (Laudus Rosenberg US Small Cap Inv) |
-22.19%
Feb 2006 - Feb 2009 |
-9.85%
Feb 2004 - Feb 2009 |
1.91%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRSCX (Laudus Rosenberg US Small Cap Inv) |
26.44%
Mar 2003 - Mar 2006 |
15.65%
Mar 2001 - Mar 2006 |
9.74%
Aug 1998 - Aug 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart