Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ENDIX (Endowments Growth and Income ) | NA | 18.61% | 1.48% | 4.27% | 4.66% | NA | NA | … | … |
Data as of 05/18/2011, Common starting date 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 | Common | 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 | … | … | 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 | 0.18 | NA | NA | … | … | 1.56 | 0.78 | 0.97 | -0.92 | 0.43 | 1.34 | 0.08 | 0.84 | 2.07 | -0.60 | -0.06 | 0.97 | 0.03 | 0.62 | 0.45 | 2.32 |
| Standard Deviation(%) | NA | 14.03 | 25.64 | 21.46 | 17.72 | NA | NA | … | … | 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 | … | … | 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 | … | … | 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, Common starting date 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