Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SIEZX (Saratoga International Equity B) | NA | 3.55% | -2.30% | 9.99% | 1.51% | NA | NA | … | … |
Data as of 02/24/2014, Common starting date is 03/16/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SIEZX (Saratoga International Equity B) | 03/16/1999 | 02/24/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.55 | -2.30 | 9.99 | 1.51 | NA | NA | … | … | 0.00 | 2.59 | 15.97 | -20.88 | 10.48 | 27.90 | -46.78 | 8.13 | 22.35 | 11.48 | 16.19 | 30.64 | -24.26 | -29.13 | -26.64 | 35.29 |
| Sharpe Ratio | NA | 0.16 | -0.13 | 0.50 | 0.02 | NA | NA | … | … | 0.00 | 0.25 | 0.99 | -0.83 | 0.54 | 0.97 | -1.19 | 0.32 | 1.27 | 0.93 | 1.14 | 1.72 | -1.11 | -1.30 | -1.18 | 2.97 |
| Standard Deviation(%) | NA | 9.34 | 18.18 | 19.93 | 21.51 | NA | NA | … | … | NA | 10.21 | 16.28 | 25.10 | 19.41 | 28.53 | 39.90 | 15.99 | 15.10 | 9.99 | 13.33 | 17.42 | 22.75 | 24.53 | 25.93 | 14.31 |
| Draw Down(%) | NA | 9.98 | 30.67 | 30.67 | 62.39 | NA | NA | … | … | 0.00 | 9.98 | 16.40 | 30.67 | 19.25 | 28.83 | 57.59 | 13.18 | 16.91 | 9.01 | 12.46 | 18.22 | 33.41 | 42.12 | 31.18 | 5.46 |
| Yield(%) | 0.00 | 0.00 | 0.08 | 0.16 | 0.26 | 0.12 | 0.09 | … | … | 0.00 | 0.00 | 0.00 | 0.23 | 0.24 | 0.00 | 1.01 | 0.00 | 0.28 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/24/2014, Common starting date is 03/16/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIEZX (Saratoga International Equity B) |
-29.21%
Mar 2000 – Mar 2003 |
-10.69%
May 2007 – May 2012 |
-5.67%
Jun 2000 – Jun 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIEZX (Saratoga International Equity B) |
26.78%
Mar 2003 – Mar 2006 |
19.27%
Sep 2002 – Sep 2007 |
5.50%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart