Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LLCVX (Laudus Rosenberg US Lg Cap Value Sel) | NA | 16.55% | -12.63% | NA | NA | NA | NA | -4.24% |
Data as of 12/04/2009, AR inception is 06/06/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LLCVX (Laudus Rosenberg US Lg Cap Value Sel) | 06/06/2005 | 12/04/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 16.55 | -12.63 | NA | NA | NA | NA | -4.24 | 9.39 | -36.06 | -5.77 | 19.20 | 7.02 |
| Sharpe Ratio | NA | 0.62 | -0.46 | NA | NA | NA | NA | -0.22 | 0.38 | -0.89 | -0.42 | 1.39 | 0.83 |
| Standard Deviation(%) | NA | 26.73 | 30.66 | NA | NA | NA | NA | 25.98 | 26.12 | 41.63 | 21.11 | 11.54 | 12.23 |
| Draw Down(%) | NA | 29.65 | 60.95 | NA | NA | NA | NA | 60.95 | 29.65 | 47.32 | 17.46 | 10.26 | 7.93 |
| Yield(%) | 0.00 | 1.01 | 3.11 | 2.36 | 1.18 | 0.79 | 0.59 | 2.94 | 0.00 | 0.61 | 3.26 | 6.61 | 0.00 |
Data as of 12/04/2009, AR inception is 06/06/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LLCVX (Laudus Rosenberg US Lg Cap Value Sel) |
-18.18%
Feb 2006 - Feb 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LLCVX (Laudus Rosenberg US Lg Cap Value Sel) |
0.94%
Jul 2005 - Jul 2008 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart