Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SDCMX (SHORT DURATION CALIFORNIA MUNICIPAL PORTFOLIO SHORT DURATION CALIFORNIA MUNICIPAL PORTFOLIO) | NA | -0.09% | -0.10% | 0.05% | 1.17% | 1.35% | 1.95% | … | … |
Data as of 04/13/2017, Common starting date is 09/30/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SDCMX (SHORT DURATION CALIFORNIA MUNICIPAL PORTFOLIO SHORT DURATION CALIFORNIA MUNICIPAL PORTFOLIO) | 09/30/1994 | 04/13/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.09 | -0.10 | 0.05 | 1.17 | 1.35 | 1.95 | … | … | 0.41 | -0.33 | -0.25 | 0.02 | 0.40 | 0.39 | 1.82 | 0.28 | 3.36 | 2.85 | 3.59 | 2.44 | 1.11 | 0.77 | 1.48 | 2.49 | 4.43 | 4.75 | 2.07 | 3.87 | 3.72 | 3.34 | 5.84 | 0.47 |
| Sharpe Ratio | NA | -0.50 | -0.37 | -0.07 | 1.00 | NA | NA | … | … | 1.74 | -0.74 | -0.51 | 0.00 | 0.54 | 0.65 | 2.79 | 0.28 | 3.32 | 1.38 | 0.56 | -1.00 | -1.43 | -0.20 | 0.86 | 0.82 | 1.67 | 0.58 | -1.14 | 0.50 | -45.14 | -0.10 | 1.29 | -1.15 |
| Standard Deviation(%) | NA | 0.72 | 0.59 | 0.59 | 0.81 | NA | NA | … | … | 0.59 | 0.73 | 0.54 | 0.45 | 0.68 | 0.52 | 0.64 | 0.69 | 0.98 | 1.39 | 1.03 | 0.86 | 0.74 | 0.84 | 0.92 | 1.70 | 1.28 | 1.23 | 1.01 | 1.09 | 1.14 | 1.51 | 1.56 | 1.53 |
| Draw Down(%) | NA | 1.13 | 1.13 | 1.13 | 1.50 | NA | NA | … | … | 0.16 | 1.13 | 0.41 | 0.26 | 0.77 | 0.32 | 0.33 | 0.93 | 0.39 | 1.50 | 0.32 | 0.24 | 0.49 | 1.04 | 0.77 | 0.88 | 0.47 | 0.40 | 0.40 | 0.24 | 0.32 | 0.79 | 0.71 | 0.70 |
| Yield(%) | 0.00 | 0.23 | 0.22 | 0.36 | 0.55 | 0.36 | 0.27 | … | … | 0.00 | 0.23 | 0.23 | 0.26 | 0.64 | 0.63 | 0.93 | 1.55 | 1.00 | 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 | 0.00 | 0.00 |
Data as of 04/13/2017, Common starting date is 09/30/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SDCMX (SHORT DURATION CALIFORNIA MUNICIPAL PORTFOLIO SHORT DURATION CALIFORNIA MUNICIPAL PORTFOLIO) |
-0.23%
Nov 2013 – Nov 2016 |
0.02%
Jan 2012 – Jan 2017 |
1.16%
Mar 2007 – Mar 2017 |
1.32%
Feb 2002 – Feb 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SDCMX (SHORT DURATION CALIFORNIA MUNICIPAL PORTFOLIO SHORT DURATION CALIFORNIA MUNICIPAL PORTFOLIO) |
4.30%
Dec 1994 – Dec 1997 |
3.90%
Nov 1994 – Nov 1999 |
3.29%
Oct 1994 – Oct 2004 |
3.11%
Nov 1994 – Nov 2009 |
Annualized Rolling Returns Comparison Chart