Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SFG (StanCorp Financial Group Inc) | NA | 88.03% | -2.04% | -0.33% | NA | NA | NA | … | … |
Data as of 08/23/2021, Common starting date is 12/01/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SFG (StanCorp Financial Group Inc) | 12/01/2014 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -11.65 | 88.03 | -2.04 | -0.33 | NA | NA | NA | … | … | 47.85 | 22.17 | -54.89 | 12.50 | 2.56 | -8.72 | -19.89 | -8.33 | 0.00 |
| Sharpe Ratio | NA | 1.77 | -0.06 | -0.03 | 0.02 | NA | NA | … | … | 1.61 | 0.48 | -2.01 | -0.33 | -0.61 | -1.46 | -1.40 | -1.96 | NA |
| Standard Deviation(%) | NA | 49.72 | 43.55 | 37.97 | 2,739.27 | NA | NA | … | … | 52.28 | 45.11 | 38.94 | 27.79 | 27.56 | 29.19 | 27.51 | 67.02 | 0.00 |
| Draw Down(%) | NA | 22.33 | 73.89 | 73.89 | 99.93 | NA | NA | … | … | 22.33 | 22.82 | 67.33 | 14.29 | 19.19 | 21.59 | 28.18 | 23.74 | 0.00 |
| 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 | 0.01 | 0.00 | 0.00 |
Data as of 08/23/2021, Common starting date is 12/01/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFG (StanCorp Financial Group Inc) |
-28.67%
Mar 2017 – Mar 2020 |
-22.17%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFG (StanCorp Financial Group Inc) |
9.16%
May 2016 – May 2019 |
-3.29%
Jun 2016 – Jun 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart