Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PURIX (THE PURISIMA TOTAL RETURN FUND THE PURISIMA TOTAL RETURN FUND) | NA | -2.97% | 5.86% | 3.46% | 2.98% | 4.22% | NA | … | … |
Data as of 07/01/2016, Common starting date is 04/14/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PURIX (THE PURISIMA TOTAL RETURN FUND THE PURISIMA TOTAL RETURN FUND) | 04/14/1998 | 07/01/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.97 | 5.86 | 3.46 | 2.98 | 4.22 | NA | … | … | -30.35 | -1.75 | -1.72 | 17.93 | 4.11 | -8.83 | 13.94 | 34.77 | -44.63 | 4.06 | 13.70 | 8.22 | 7.44 | 34.76 | -22.90 | -6.19 | -10.56 | 24.33 | 9.75 |
| Sharpe Ratio | NA | -0.59 | -0.21 | -0.10 | 0.11 | NA | NA | … | … | -1.02 | -0.10 | -0.13 | 1.53 | 0.28 | -0.33 | 0.63 | 1.12 | -1.07 | 0.06 | 0.71 | 0.58 | 0.54 | 1.91 | -1.07 | -0.63 | -0.80 | 1.20 | 0.45 |
| Standard Deviation(%) | NA | 56.95 | 47.34 | 69.86 | 22.99 | NA | NA | … | … | 50.89 | 16.96 | 13.02 | 11.68 | 14.68 | 26.52 | 22.06 | 30.96 | 42.46 | 18.66 | 14.71 | 10.50 | 12.01 | 17.82 | 22.53 | 13.66 | 18.17 | 17.61 | 23.43 |
| Draw Down(%) | NA | 35.98 | 36.96 | 36.96 | 63.38 | NA | NA | … | … | 31.34 | 13.18 | 10.00 | 7.33 | 15.60 | 25.24 | 18.80 | 27.66 | 54.96 | 14.88 | 16.57 | 7.73 | 10.49 | 15.35 | 30.86 | 15.41 | 16.48 | 8.67 | 21.19 |
| Yield(%) | 0.00 | 30.51 | 15.09 | 9.32 | 5.87 | 5.64 | 5.40 | … | … | 29.00 | 3.54 | 6.35 | 5.19 | 2.14 | 0.93 | 0.77 | 1.33 | 1.70 | 8.21 | 1.27 | 0.52 | 0.39 | 0.49 | 0.96 | 10.38 | 3.15 | 0.00 | 0.00 |
Data as of 07/01/2016, Common starting date is 04/14/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PURIX (THE PURISIMA TOTAL RETURN FUND THE PURISIMA TOTAL RETURN FUND) |
-17.09%
Feb 2006 – Feb 2009 |
-7.12%
Feb 2004 – Feb 2009 |
-1.35%
Feb 1999 – Feb 2009 |
3.57%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PURIX (THE PURISIMA TOTAL RETURN FUND THE PURISIMA TOTAL RETURN FUND) |
24.91%
Feb 2009 – Feb 2012 |
18.58%
Feb 2009 – Feb 2014 |
7.65%
Aug 1998 – Aug 2008 |
5.88%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison Chart