Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SCEPX (U.S. Core Equity Individual Fund Option) | NA | 33.67% | 16.37% | 15.26% | NA | NA | NA | … | … |
Data as of 07/26/2021, Common starting date is 07/19/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCEPX (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 | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 33.67 | 16.37 | 15.26 | NA | NA | NA | … | … | 14.92 | 14.64 | 29.68 | -2.48 | 19.44 | 2.03 |
| Sharpe Ratio | NA | 2.42 | 0.70 | 0.79 | NA | NA | NA | … | … | 2.32 | 0.42 | 2.44 | -0.24 | 3.09 | 0.50 |
| Standard Deviation(%) | NA | 14.25 | 22.32 | 18.40 | NA | NA | NA | … | … | 12.14 | 33.85 | 11.59 | 16.19 | 6.11 | 8.42 |
| Draw Down(%) | NA | 9.00 | 32.18 | 32.18 | NA | NA | NA | … | … | 3.66 | 32.18 | 5.59 | 16.75 | 2.33 | 5.55 |
| 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 |
Data as of 07/26/2021, Common starting date is 07/19/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCEPX (U.S. Core Equity Individual Fund Option) |
4.78%
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 |
|---|---|---|---|---|
| SCEPX (U.S. Core Equity Individual Fund Option) |
17.66%
Jun 2018 – Jun 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart