Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 09/05/2014.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SLA (American Select) | NA | 26.05% | 11.44% | 10.22% | 7.17% | 8.97% | 16.02% | 18.88% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SLA (American Select) | 09/14/1993 | 09/05/2014 |
The return data shown below all have the same latest date: 09/05/2014.
AR inception is since 09/14/1993.
AR inception is since 09/14/1993.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.51 | 26.05 | 11.44 | 10.22 | 7.17 | 8.97 | 16.02 | 18.88 | 20.80 | -5.59 | 17.92 | 5.60 | 3.55 | 32.00 | -10.65 | -0.40 | 10.17 | 7.07 | -1.05 | 16.08 | 8.91 | 22.81 | 11.40 | 19.89 | 19.76 | 35.64 | 25.60 | 83.85 | 93.47 | 4.76 |
| Sharpe Ratio | NA | 3.78 | 0.98 | 0.88 | 0.37 | NA | NA | 0.81 | 5.27 | -0.56 | 1.50 | 0.46 | 0.24 | 1.48 | -0.35 | -0.18 | 0.71 | 0.49 | -0.20 | 1.34 | 0.48 | 2.00 | 0.61 | 1.74 | 1.57 | -1.54 | 1.44 | 3.41 | 2.18 | 0.56 |
| Standard Deviation(%) | NA | 6.88 | 10.72 | 11.66 | 16.63 | NA | NA | 17.44 | 6.08 | 9.95 | 12.03 | 12.21 | 14.19 | 21.52 | 32.77 | 18.59 | 9.78 | 10.06 | 10.06 | 11.48 | 16.40 | 10.45 | 12.11 | 9.57 | 10.49 | 12.72 | 15.19 | 23.49 | 41.55 | 26.08 |
| Draw Down(%) | NA | 2.75 | 13.67 | 15.36 | 38.00 | NA | NA | 38.00 | 2.54 | 12.79 | 9.87 | 11.21 | 15.36 | 24.71 | 36.29 | 18.85 | 7.24 | 8.47 | 16.04 | 11.31 | 12.53 | 6.28 | 4.40 | 3.85 | 2.65 | 3.30 | 7.96 | 7.78 | 15.86 | 6.26 |
| Yield(%) | 0.79 | 11.65 | 8.89 | 9.74 | 7.62 | 9.19 | 21.07 | 22.55 | 5.31 | 9.79 | 8.13 | 9.79 | 12.44 | 9.97 | 7.24 | 8.08 | 8.95 | 9.67 | 7.34 | 8.29 | 9.83 | 9.50 | 8.83 | 9.84 | 10.62 | 13.64 | 14.46 | 41.87 | 61.26 | 11.39 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SLA (American Select) |
-4.42%
Nov 2005 - Nov 2008 |
-2.60%
Feb 2004 - Feb 2009 |
5.26%
Dec 2003 - Dec 2013 |
8.50%
Nov 1998 - Nov 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SLA (American Select) |
69.58%
Jul 1994 - Jul 1997 |
50.52%
Oct 1993 - Oct 1998 |
31.21%
Mar 1994 - Mar 2004 |
20.77%
Jul 1994 - Jul 2009 |
Annualized Rolling Returns Comparison Chart