Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EXOSX (OVERSEAS SERIES CLASS I) | 14.12% | 12.01% | 13.22% | 8.51% | 6.70% | 6.49% | 4.86% | 6.55% |
Data as of 07/03/2025, AR inception is 07/22/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EXOSX (OVERSEAS SERIES CLASS I) | 07/22/2002 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.74 | 12.01 | 13.22 | 8.51 | 6.70 | 6.49 | 4.86 | 6.55 | 14.12 | 3.34 | 19.89 | -24.26 | 11.50 | 27.07 | 27.52 | -17.23 | 23.92 | 3.49 | -5.01 | -9.39 | 19.38 | 19.28 | -15.60 | 9.50 | 38.35 | -44.23 | 6.93 | 29.11 | 3.87 | 22.16 | 27.99 | 0.30 |
| Sharpe Ratio | NA | 0.52 | 0.59 | 0.41 | 0.30 | NA | NA | 0.29 | 1.41 | -0.26 | 1.28 | -1.04 | 0.87 | 0.94 | 2.39 | -1.35 | 3.04 | 0.20 | -0.31 | -0.80 | 1.58 | 1.14 | -0.58 | 0.51 | 1.62 | -1.39 | 0.23 | 2.13 | 0.14 | 1.97 | 2.36 | -0.02 |
| Standard Deviation(%) | NA | 16.76 | 15.97 | 16.76 | 17.03 | NA | NA | 17.79 | 19.25 | 12.38 | 12.29 | 24.81 | 13.25 | 28.47 | 10.91 | 13.80 | 7.69 | 16.51 | 16.42 | 11.77 | 12.24 | 16.94 | 27.16 | 18.36 | 23.69 | 32.35 | 17.44 | 12.20 | 12.46 | 10.78 | 11.58 | 16.66 |
| Draw Down(%) | NA | 14.91 | 18.54 | 37.71 | 37.71 | NA | NA | 61.52 | 14.91 | 9.07 | 13.31 | 34.45 | 10.00 | 31.83 | 7.67 | 25.31 | 2.19 | 9.78 | 20.11 | 19.19 | 7.99 | 17.12 | 29.14 | 18.67 | 25.42 | 49.83 | 14.66 | 12.13 | 8.79 | 7.47 | 15.44 | 14.30 |
| Yield(%) | 0.00 | 1.25 | 1.32 | 1.52 | 1.71 | 2.91 | 2.19 | 3.12 | 0.00 | 1.34 | 1.50 | 0.61 | 2.02 | 1.08 | 2.16 | 0.74 | 2.17 | 1.77 | 1.73 | 8.33 | 6.20 | 1.83 | 4.12 | 1.06 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/03/2025, AR inception is 07/22/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EXOSX (OVERSEAS SERIES CLASS I) |
-15.28%
Feb 2006 - Feb 2009 |
-7.40%
May 2007 - May 2012 |
-0.59%
Nov 2006 - Nov 2016 |
0.29%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EXOSX (OVERSEAS SERIES CLASS I) |
25.50%
Mar 2003 - Mar 2006 |
21.99%
Sep 2002 - Sep 2007 |
9.34%
Sep 2011 - Sep 2021 |
8.09%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart