Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SCGMX (SC Goldman Sachs Mid Cap Value Initial ) | NA | 18.05% | 12.14% | 3.52% | NA | NA | NA | 5.10% |
Data as of 05/01/2013, AR inception is 03/11/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCGMX (SC Goldman Sachs Mid Cap Value Initial ) | 03/11/2008 | 05/01/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.10 | 18.05 | 12.14 | 3.52 | NA | NA | NA | 5.10 | 12.69 | 16.38 | 2.47 | 22.13 | 14.43 | -31.72 |
| Sharpe Ratio | NA | 1.33 | 0.60 | 0.11 | NA | NA | NA | 0.16 | 3.33 | 1.25 | 0.09 | 0.99 | 0.41 | -0.80 |
| Standard Deviation(%) | NA | 13.54 | 21.05 | 30.26 | NA | NA | NA | 29.73 | 13.10 | 13.22 | 26.31 | 22.22 | 34.66 | 47.81 |
| Draw Down(%) | NA | 8.84 | 22.87 | 57.89 | NA | NA | NA | 57.89 | 3.82 | 10.60 | 22.87 | 17.82 | 33.80 | 52.42 |
| Yield(%) | 0.00 | 13.95 | 9.11 | 4.61 | 2.48 | 1.66 | 1.24 | 4.97 | 0.00 | 15.37 | 10.16 | 2.57 | 0.00 | 0.00 |
Data as of 05/01/2013, AR inception is 03/11/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCGMX (SC Goldman Sachs Mid Cap Value Initial ) |
-2.68%
Sep 2008 - Sep 2011 |
4.17%
Apr 2008 - Apr 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCGMX (SC Goldman Sachs Mid Cap Value Initial ) |
26.14%
Feb 2009 - Feb 2012 |
4.17%
Apr 2008 - Apr 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart