Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SCENX (U.S. Core Equity Individual Fund Option) | NA | 33.24% | 15.99% | 14.87% | NA | NA | NA | 14.83% |
Data as of 07/26/2021, AR inception is 07/19/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCENX (U.S. Core Equity Individual Fund Option) | 07/19/2016 | 07/26/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 33.24 | 15.99 | 14.87 | NA | NA | NA | 14.83 | 14.72 | 14.29 | 29.26 | -2.85 | 19.01 | 1.87 |
| Sharpe Ratio | NA | 2.39 | 0.68 | 0.77 | NA | NA | NA | 0.76 | 2.29 | 0.41 | 2.40 | -0.26 | 3.04 | 0.46 |
| Standard Deviation(%) | NA | 14.25 | 22.32 | 18.40 | NA | NA | NA | 18.36 | 12.12 | 33.86 | 11.59 | 16.17 | 6.08 | 8.36 |
| Draw Down(%) | NA | 9.00 | 32.23 | 32.23 | NA | NA | NA | 32.23 | 3.67 | 32.23 | 5.61 | 16.84 | 2.37 | 5.63 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/26/2021, AR inception is 07/19/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCENX (U.S. Core Equity Individual Fund Option) |
4.41%
Mar 2017 - Mar 2020 |
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 |
|---|---|---|---|---|
| SCENX (U.S. Core Equity Individual Fund Option) |
17.26%
Jun 2018 - Jun 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart