Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RDIVX (Laudus Rosenberg US Discovery Inv) | NA | 18.01% | -10.25% | -1.74% | NA | NA | NA | 4.51% |
Data as of 01/05/2010, AR inception is 05/10/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RDIVX (Laudus Rosenberg US Discovery Inv) | 05/10/2001 | 01/05/2010 |
| 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 | 18.01 | -10.25 | -1.74 | NA | NA | NA | 4.51 | 0.00 | 20.21 | -41.37 | 1.63 | 12.82 | 8.67 | 18.38 | 39.69 | -5.04 | 3.20 |
| Sharpe Ratio | NA | 0.66 | -0.38 | -0.14 | NA | NA | NA | 0.12 | 0.00 | 0.74 | -1.03 | -0.08 | 0.63 | 0.47 | 1.22 | 2.66 | -0.32 | 0.25 |
| Standard Deviation(%) | NA | 27.27 | 30.29 | 25.18 | NA | NA | NA | 21.70 | NA | 27.33 | 40.79 | 18.16 | 15.30 | 13.76 | 14.28 | 14.69 | 19.07 | 13.14 |
| Draw Down(%) | NA | 25.90 | 59.38 | 59.38 | NA | NA | NA | 59.38 | 0.00 | 25.90 | 55.21 | 13.82 | 13.82 | 10.38 | 12.06 | 10.51 | 22.39 | 13.90 |
| Yield(%) | 0.00 | 0.03 | 2.83 | 3.12 | 2.59 | 1.73 | 1.30 | 3.24 | 0.00 | 0.03 | 0.51 | 7.90 | 2.78 | 2.11 | 1.46 | 0.00 | 0.00 | 0.00 |
Data as of 01/05/2010, 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 |
|---|---|---|---|---|
| RDIVX (Laudus Rosenberg US Discovery Inv) |
-18.69%
Feb 2006 - Feb 2009 |
-6.95%
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 |
|---|---|---|---|---|
| RDIVX (Laudus Rosenberg US Discovery Inv) |
27.14%
Mar 2003 - Mar 2006 |
17.22%
Sep 2002 - Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart