Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SNIVX (TAX-MANAGED INTERNATIONAL PORTFOLIO TAX-MANAGED INTERNATIONAL CLASS) | NA | 3.14% | 1.33% | 5.38% | 3.27% | 1.48% | 3.26% | 5.82% |
Data as of 12/14/2020, AR inception is 12/29/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SNIVX (TAX-MANAGED INTERNATIONAL PORTFOLIO TAX-MANAGED INTERNATIONAL CLASS) | 12/29/1992 | 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 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.14 | 1.33 | 5.38 | 3.27 | 1.48 | 3.26 | 5.82 | 2.62 | 21.60 | -17.94 | 26.28 | -1.52 | 3.18 | -6.33 | 19.91 | 14.40 | -18.75 | 4.72 | 27.37 | -49.04 | 7.37 | 24.86 | 14.44 | 17.58 | 38.83 | -8.27 | -12.52 | -5.05 | 22.73 | 10.95 | 9.31 | 17.46 | 8.07 | 3.78 | 33.61 | -1.18 |
| Sharpe Ratio | NA | 0.13 | 0.02 | 0.27 | 0.17 | NA | NA | 0.22 | 0.08 | 1.91 | -1.45 | 3.56 | -0.11 | 0.22 | -0.61 | 1.61 | 0.85 | -0.66 | 0.21 | 0.92 | -1.13 | 0.20 | 1.39 | 1.13 | 1.23 | 2.51 | -0.46 | -0.94 | -0.77 | 1.82 | 0.46 | 0.48 | 2.01 | 0.50 | 0.10 | 3.33 | -4.65 |
| Standard Deviation(%) | NA | 29.10 | 19.47 | 17.09 | 17.37 | NA | NA | 18.19 | 29.72 | 10.58 | 13.30 | 7.23 | 16.37 | 14.05 | 10.38 | 12.32 | 17.08 | 28.48 | 22.57 | 29.75 | 44.13 | 21.52 | 15.62 | 10.90 | 13.58 | 15.21 | 20.43 | 16.02 | 11.80 | 10.73 | 16.67 | 12.10 | 6.87 | 8.52 | 8.65 | 9.43 | 17.16 |
| Draw Down(%) | NA | 35.36 | 38.62 | 38.62 | 38.62 | NA | NA | 65.88 | 35.36 | 7.02 | 25.45 | 2.15 | 12.22 | 14.40 | 14.20 | 9.68 | 18.40 | 28.61 | 20.48 | 28.94 | 59.03 | 13.26 | 17.76 | 8.07 | 9.30 | 14.30 | 30.86 | 25.66 | 11.67 | 7.58 | 25.30 | 10.35 | 4.59 | 7.06 | 9.26 | 7.80 | 1.35 |
| Yield(%) | 0.00 | 0.55 | 1.08 | 1.47 | 1.65 | 2.94 | 3.74 | 6.86 | 0.54 | 1.62 | 1.34 | 1.65 | 1.80 | 1.52 | 2.15 | 2.27 | 2.26 | 1.83 | 1.70 | 2.25 | 1.82 | 12.92 | 14.75 | 7.76 | 2.29 | 2.06 | 1.46 | 1.54 | 9.03 | 1.67 | 10.09 | 10.29 | 7.40 | 2.82 | 4.73 | 0.14 | 0.42 |
Data as of 12/14/2020, AR inception is 12/29/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SNIVX (TAX-MANAGED INTERNATIONAL PORTFOLIO TAX-MANAGED INTERNATIONAL CLASS) |
-20.09%
Feb 2006 - Feb 2009 |
-12.49%
May 2007 - May 2012 |
-2.53%
Dec 2006 - Dec 2016 |
0.36%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SNIVX (TAX-MANAGED INTERNATIONAL PORTFOLIO TAX-MANAGED INTERNATIONAL CLASS) |
30.81%
Mar 2003 - Mar 2006 |
23.92%
Sep 2002 - Sep 2007 |
10.75%
Oct 1997 - Oct 2007 |
10.54%
Jan 1993 - Jan 2008 |
Annualized Rolling Returns Comparison Chart