Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SCADX (SCA Directional Investor) | NA | 12.10% | NA | NA | NA | NA | NA | … | … |
Data as of 10/25/2013, Common starting date is 09/08/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCADX (SCA Directional Investor) | 09/08/2011 | 10/25/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.10 | NA | NA | NA | NA | NA | … | … | 10.87 | 3.65 | -0.50 |
| Sharpe Ratio | NA | 1.87 | NA | NA | NA | NA | NA | … | … | 2.07 | 0.52 | -0.14 |
| Standard Deviation(%) | NA | 6.46 | NA | NA | NA | NA | NA | … | … | 6.45 | 6.97 | 11.26 |
| Draw Down(%) | NA | 4.61 | NA | NA | NA | NA | NA | … | … | 4.61 | 6.71 | 5.39 |
| Yield(%) | 0.00 | 0.13 | 0.04 | 0.03 | 0.01 | 0.01 | 0.01 | … | … | 0.00 | 0.13 | 0.00 |
Data as of 10/25/2013, Common starting date is 09/08/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCADX (SCA Directional Investor) |
0.00%
NA |
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 |
|---|---|---|---|---|
| SCADX (SCA Directional Investor) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart