Select Page
Performance Comparison
Comparison Box

Portfolio Performance Comparison
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
ENDIX (Endowments Growth and Income ) NA 18.61% 1.48% 4.27% 4.66% NA NA 8.59%
Data as of 05/18/2011, AR inception is 06/21/1996
More Performance Analytics Comparison
Name Start Date End Date
ENDIX (Endowments Growth and Income ) 06/21/1996 05/18/2011
Last 1 Week 1 Yr 3 Yr 5 Yr 10 Yr 15 Yr 20 Yr Inception 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996
Annualized Return (%) 0.00 18.61 1.48 4.27 4.66 NA NA 8.59 5.19 12.49 23.94 -30.88 8.77 13.98 2.94 8.32 28.69 -10.43 1.65 18.19 3.70 10.69 28.81 10.55
Sharpe Ratio NA 1.32 0.05 0.14 0.19 NA NA 0.15 1.56 0.78 0.97 -0.92 0.44 1.35 0.09 0.85 2.07 -0.59 -0.05 0.98 0.05 0.64 -0.48 2.34
Standard Deviation(%) NA 14.04 25.78 21.67 17.92 NA NA 21.96 9.19 15.92 24.59 34.52 13.10 7.92 8.49 8.69 13.52 19.39 13.92 14.37 9.86 11.60 55.27 7.45
Draw Down(%) NA 7.58 45.57 49.32 49.32 NA NA 49.32 5.19 14.41 26.04 41.99 7.31 5.92 5.93 6.30 11.40 24.47 15.26 11.04 11.46 15.29 32.56 4.42
Yield(%) 0.00 1.75 1.53 3.30 3.42 7.69 5.77 8.24 0.41 1.64 1.96 1.82 4.31 6.96 5.09 4.10 1.74 1.57 3.67 8.06 11.32 29.52 42.13 12.00
Data as of 05/18/2011, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
ENDIX (Endowments Growth and Income ) -11.76%
Feb 2006 - Feb 2009 		-5.47%
Feb 2004 - Feb 2009 		1.33%
Feb 1999 - Feb 2009 		0.00%
NA
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
ENDIX (Endowments Growth and Income ) 21.10%
Jul 1996 - Jul 1999 		15.21%
Jul 1996 - Jul 2001 		10.38%
Jul 1996 - Jul 2006 		0.00%
NA
Annualized Rolling Returns Comparison Chart