Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SIMTX (Bernstein (Sanford C.) Intl Value Port) | NA | 3.30% | 1.37% | 5.46% | 3.25% | 1.50% | 3.04% | 2.22% |
Data as of 12/14/2020, AR inception is 04/30/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SIMTX (Bernstein (Sanford C.) Intl Value Port) | 04/30/1999 | 12/14/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.30 | 1.37 | 5.46 | 3.25 | 1.50 | 3.04 | 2.22 | 2.81 | 21.54 | -17.95 | 26.50 | -1.42 | 3.06 | -6.36 | 19.52 | 14.25 | -18.86 | 5.03 | 26.25 | -48.98 | 9.15 | 24.21 | 14.67 | 18.48 | 38.04 | -9.91 | -15.52 | -19.06 | 9.37 |
| Sharpe Ratio | NA | 0.14 | 0.02 | 0.28 | 0.16 | NA | NA | 0.05 | 0.09 | 1.91 | -1.45 | 3.59 | -0.10 | 0.22 | -0.61 | 1.57 | 0.83 | -0.66 | 0.22 | 0.88 | -1.14 | 0.28 | 1.35 | 1.14 | 1.29 | 2.42 | -0.53 | -1.14 | -1.07 | 1.11 |
| Standard Deviation(%) | NA | 29.18 | 19.51 | 17.10 | 17.41 | NA | NA | 20.20 | 29.81 | 10.56 | 13.29 | 7.24 | 16.25 | 14.07 | 10.47 | 12.39 | 17.16 | 28.59 | 22.61 | 29.86 | 43.80 | 21.64 | 15.55 | 10.97 | 13.60 | 15.44 | 20.65 | 15.84 | 21.51 | 9.84 |
| Draw Down(%) | NA | 35.34 | 38.63 | 38.63 | 38.63 | NA | NA | 65.72 | 35.34 | 6.98 | 25.44 | 2.10 | 12.16 | 14.35 | 14.26 | 9.74 | 18.49 | 28.70 | 20.28 | 29.03 | 58.75 | 13.42 | 17.51 | 8.04 | 9.21 | 14.00 | 30.70 | 25.52 | 24.66 | 5.65 |
| Yield(%) | 0.00 | 0.37 | 2.08 | 2.15 | 1.90 | 3.13 | 3.49 | 2.89 | 0.36 | 1.85 | 4.32 | 1.37 | 1.79 | 1.47 | 2.04 | 1.95 | 2.06 | 1.62 | 1.72 | 2.26 | 1.83 | 13.36 | 15.71 | 1.46 | 0.94 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/14/2020, AR inception is 04/30/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIMTX (Bernstein (Sanford C.) Intl Value Port) |
-19.74%
Feb 2006 - Feb 2009 |
-12.38%
May 2007 - May 2012 |
-2.47%
Dec 2006 - Dec 2016 |
0.40%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIMTX (Bernstein (Sanford C.) Intl Value Port) |
30.76%
Mar 2003 - Mar 2006 |
23.67%
Sep 2002 - Sep 2007 |
7.13%
Feb 2009 - Feb 2019 |
6.25%
Mar 2003 - Mar 2018 |
Annualized Rolling Returns Comparison Chart