Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
RDISX (Laudus Rosenberg U.S. Discovery Sel) | NA | 22.03% | -7.90% | -1.19% | NA | NA | NA | 5.75% |
Data as of 09/02/2010, AR inception is 05/10/2001
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
RDISX (Laudus Rosenberg U.S. Discovery Sel) | 05/10/2001 | 09/02/2010 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 22.03 | -7.90 | -1.19 | NA | NA | NA | 5.75 | 7.77 | 27.14 | -41.20 | 2.03 | 13.24 | 9.08 | 18.71 | 39.71 | -4.84 | 3.20 |
Sharpe Ratio | NA | 1.34 | -0.27 | -0.11 | NA | NA | NA | 0.19 | 0.80 | 0.97 | -1.03 | -0.05 | 0.65 | 0.50 | 1.24 | 2.65 | -0.31 | 0.25 |
Standard Deviation(%) | NA | 16.33 | 30.54 | 25.94 | NA | NA | NA | 21.43 | 14.65 | 27.77 | 40.74 | 18.15 | 15.32 | 13.80 | 14.36 | 14.71 | 19.12 | 13.11 |
Draw Down(%) | NA | 10.48 | 57.97 | 59.13 | NA | NA | NA | 59.13 | 10.48 | 25.91 | 55.12 | 13.70 | 13.75 | 10.39 | 12.02 | 10.39 | 22.28 | 13.90 |
Yield(%) | 0.00 | 1.35 | 2.99 | 3.04 | 2.85 | 1.90 | 1.43 | 3.17 | 0.41 | 0.97 | 0.83 | 7.82 | 2.93 | 2.10 | 1.60 | 0.00 | 0.00 | 0.00 |
Data as of 09/02/2010, AR inception is 05/10/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
RDISX (Laudus Rosenberg U.S. Discovery Sel) |
-18.39%
Feb 2006 - Feb 2009 |
-6.63%
Feb 2004 - Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
RDISX (Laudus Rosenberg U.S. Discovery Sel) |
27.40%
Mar 2003 - Mar 2006 |
17.52%
Sep 2002 - Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart