Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SNGSX (U.S. GOVERNMENT SHORT DURATION PORTFOLIO U.S. GOVERNMENT SHORT DURATION PORTFOLIO) | NA | -0.32% | -0.05% | 0.09% | 1.73% | 2.02% | NA | 2.11% |
Data as of 05/09/2016, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SNGSX (U.S. GOVERNMENT SHORT DURATION PORTFOLIO U.S. GOVERNMENT SHORT DURATION PORTFOLIO) | 06/21/1996 | 05/09/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.32 | -0.05 | 0.09 | 1.73 | 2.02 | NA | 2.11 | 0.24 | -0.64 | -0.08 | -1.03 | -0.63 | -0.55 | 0.95 | 0.79 | 0.00 | 1.37 | 0.00 | -1.74 | -1.41 | -1.91 | 1.08 | 2.13 | 2.10 | -1.59 | 0.48 | 0.16 | 0.72 |
| Sharpe Ratio | NA | -0.76 | -0.50 | -0.72 | -0.40 | NA | NA | -2.50 | 0.54 | -0.71 | -0.13 | -1.68 | -0.96 | -0.48 | 0.62 | 0.42 | -0.37 | -1.05 | -3.35 | -3.81 | -1.57 | -1.43 | -0.01 | -0.08 | -1.69 | -4.56 | -2.53 | -54.23 | -1.34 |
| Standard Deviation(%) | NA | 0.95 | 0.83 | 0.86 | 1.35 | NA | NA | 1.45 | 0.96 | 0.95 | 0.73 | 0.63 | 0.72 | 1.19 | 1.38 | 1.66 | 2.52 | 1.58 | 0.99 | 1.03 | 1.50 | 1.82 | 2.20 | 2.38 | 1.15 | 1.05 | 1.12 | 1.01 | 1.57 |
| Draw Down(%) | NA | 1.12 | 1.51 | 3.65 | 3.95 | NA | NA | 7.11 | 0.64 | 1.11 | 0.48 | 1.19 | 0.78 | 1.24 | 1.16 | 0.95 | 3.05 | 1.04 | 1.05 | 1.90 | 2.40 | 2.59 | 1.81 | 2.50 | 0.97 | 1.74 | 1.02 | 1.04 | 0.64 |
| Yield(%) | 0.00 | 0.32 | 0.32 | 0.66 | 1.64 | 2.18 | 2.01 | 2.12 | 0.02 | 0.30 | 0.24 | 0.61 | 0.86 | 1.70 | 1.28 | 1.57 | 2.92 | 4.15 | 3.25 | 2.79 | 2.37 | 3.29 | 4.02 | 5.31 | 4.87 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/09/2016, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SNGSX (U.S. GOVERNMENT SHORT DURATION PORTFOLIO U.S. GOVERNMENT SHORT DURATION PORTFOLIO) |
-0.43%
Nov 1996 - Nov 1999 |
0.13%
Apr 2011 - Apr 2016 |
1.72%
Dec 2005 - Dec 2015 |
2.06%
Apr 2001 - Apr 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SNGSX (U.S. GOVERNMENT SHORT DURATION PORTFOLIO U.S. GOVERNMENT SHORT DURATION PORTFOLIO) |
6.70%
Jan 2000 - Jan 2003 |
4.45%
Jan 2000 - Jan 2005 |
3.83%
Jan 2000 - Jan 2010 |
2.73%
Jan 2000 - Jan 2015 |
Annualized Rolling Returns Comparison Chart