Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SIEPX (INTERNATIONAL EQUITY PORTFOLIO INTERNATIONAL EQUITY PORTFOLIO CLASS I) | 14.10% | 24.74% | 19.82% | 7.35% | 6.99% | 3.51% | 2.46% | … | … |
Data as of 06/04/2026, Common starting date is 12/29/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SIEPX (INTERNATIONAL EQUITY PORTFOLIO INTERNATIONAL EQUITY PORTFOLIO CLASS I) | 12/29/1994 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 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 (%) | 0.83 | 24.74 | 19.82 | 7.35 | 6.99 | 3.51 | 2.46 | … | … | 14.10 | 31.89 | 5.25 | 14.79 | -21.85 | 19.33 | 5.87 | 19.76 | -23.90 | 18.62 | 0.42 | -5.96 | -11.71 | 12.52 | 17.16 | -20.17 | 11.67 | 29.10 | -46.20 | 9.25 | 22.60 | 12.51 | 17.43 | 32.03 | -23.56 | -28.75 | -26.00 | 37.73 | 12.28 | 6.49 | 6.55 | 2.24 | 0.31 |
| Sharpe Ratio | NA | 1.57 | 1.11 | 0.30 | 0.30 | NA | NA | … | … | 1.82 | 1.81 | 0.13 | 0.84 | -1.04 | 1.36 | 0.17 | 1.60 | -1.78 | 2.14 | 0.01 | -0.37 | -1.10 | 1.00 | 1.06 | -0.80 | 0.60 | 1.02 | -1.18 | 0.38 | 1.27 | 1.03 | 1.22 | 1.79 | -1.08 | -1.29 | -1.17 | 2.22 | 0.39 | 0.21 | 0.39 | -0.16 | NA |
| Standard Deviation(%) | NA | 14.87 | 14.86 | 16.45 | 17.79 | NA | NA | … | … | 18.83 | 16.06 | 12.84 | 13.44 | 22.36 | 14.14 | 33.24 | 11.40 | 14.26 | 8.43 | 19.54 | 16.18 | 10.63 | 12.54 | 16.28 | 25.15 | 19.41 | 28.46 | 39.97 | 15.97 | 15.13 | 9.98 | 13.49 | 17.49 | 22.94 | 24.60 | 25.78 | 15.47 | 22.69 | 13.10 | 7.37 | 10.88 | 0.00 |
| Draw Down(%) | NA | 11.41 | 15.63 | 35.31 | 46.48 | NA | NA | … | … | 11.41 | 15.63 | 9.51 | 10.94 | 35.31 | 7.11 | 38.51 | 11.00 | 31.20 | 3.37 | 16.20 | 20.36 | 16.11 | 9.93 | 16.25 | 30.37 | 19.15 | 28.59 | 57.24 | 13.14 | 16.90 | 8.90 | 12.33 | 18.17 | 33.00 | 41.71 | 30.70 | 10.00 | 30.01 | 13.75 | 6.36 | 9.16 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 0.56 | 0.41 | 0.79 | 0.76 | 0.76 | … | … | 0.00 | 0.00 | 0.75 | 0.93 | 0.24 | 0.49 | 1.83 | 2.32 | 0.44 | 0.03 | 0.64 | 0.14 | 0.44 | 2.34 | 1.43 | 1.26 | 0.92 | 1.80 | 1.14 | 1.10 | 0.26 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.16 | 0.00 | 0.10 |
Data as of 06/04/2026, Common starting date is 12/29/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIEPX (INTERNATIONAL EQUITY PORTFOLIO INTERNATIONAL EQUITY PORTFOLIO CLASS I) |
-28.66%
Mar 2000 – Mar 2003 |
-13.16%
Mar 1998 – Mar 2003 |
-5.48%
Feb 1999 – Feb 2009 |
-2.98%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIEPX (INTERNATIONAL EQUITY PORTFOLIO INTERNATIONAL EQUITY PORTFOLIO CLASS I) |
28.09%
Mar 2003 – Mar 2006 |
20.30%
Sep 2002 – Sep 2007 |
7.76%
Feb 2016 – Feb 2026 |
4.91%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart