Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SCESX (US Aggressive Equity Individual Fund Opt) | NA | 32.61% | 10.88% | 11.77% | NA | NA | NA | … | … |
Data as of 07/26/2021, Common starting date is 07/20/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCESX (US Aggressive Equity Individual Fund Opt) | 07/20/2016 | 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 | 32.61 | 10.88 | 11.77 | NA | NA | NA | … | … | 9.30 | 19.17 | 24.62 | -7.93 | 14.37 | 3.37 |
| Sharpe Ratio | NA | 1.93 | 0.41 | 0.53 | NA | NA | NA | … | … | 1.02 | 0.54 | 1.61 | -0.48 | 1.35 | 0.56 |
| Standard Deviation(%) | NA | 17.74 | 24.58 | 20.78 | NA | NA | NA | … | … | 16.81 | 35.21 | 14.44 | 19.35 | 10.19 | 13.13 |
| Draw Down(%) | NA | 8.87 | 32.64 | 32.64 | NA | NA | NA | … | … | 6.90 | 32.64 | 8.70 | 22.35 | 5.68 | 8.95 |
| 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 07/20/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCESX (US Aggressive Equity Individual Fund Opt) |
-0.82%
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 |
|---|---|---|---|---|
| SCESX (US Aggressive Equity Individual Fund Opt) |
13.86%
Apr 2018 – Apr 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart