Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SLGSX (SC WMC Large Cap Growth Svc ) | NA | -0.14% | 4.80% | -0.23% | NA | NA | NA | 0.78% |
Data as of 01/16/2013, AR inception is 05/30/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SLGSX (SC WMC Large Cap Growth Svc ) | 05/30/2006 | 01/16/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.14 | 4.80 | -0.23 | NA | NA | NA | 0.78 | 0.00 | 4.32 | -4.80 | 19.19 | 36.82 | -44.31 | 6.51 | 9.07 |
| Sharpe Ratio | NA | 0.04 | 0.25 | -0.02 | NA | NA | NA | -0.01 | 0.00 | 0.29 | -0.19 | 0.93 | 1.39 | -1.15 | 0.20 | 0.70 |
| Standard Deviation(%) | NA | 15.10 | 21.05 | 26.79 | NA | NA | NA | 24.80 | NA | 15.10 | 25.78 | 20.53 | 26.36 | 39.08 | 17.94 | 17.79 |
| Draw Down(%) | NA | 11.99 | 22.17 | 49.95 | NA | NA | NA | 55.32 | 0.00 | 11.99 | 22.17 | 17.07 | 19.64 | 52.96 | 10.59 | 9.22 |
| Yield(%) | 0.00 | 8.81 | 3.43 | 1.76 | 0.94 | 0.62 | 0.47 | 1.56 | 0.00 | 9.05 | 0.07 | 0.05 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/16/2013, AR inception is 05/30/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SLGSX (SC WMC Large Cap Growth Svc ) |
-10.76%
Jun 2006 - Jun 2009 |
-2.04%
Dec 2007 - Dec 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SLGSX (SC WMC Large Cap Growth Svc ) |
25.68%
Feb 2009 - Feb 2012 |
2.44%
Jul 2006 - Jul 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart