Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| STGAX (STRATUS GOVERNMENT SECURITIES PORTFOLIO RETAIL SHARES) | NA | -25.51% | -8.91% | -5.30% | -0.30% | -0.34% | NA | … | … |
Data as of 11/23/2016, Common starting date is 01/23/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STGAX (STRATUS GOVERNMENT SECURITIES PORTFOLIO RETAIL SHARES) | 01/23/1998 | 11/23/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -26.16 | -25.51 | -8.91 | -5.30 | -0.30 | -0.34 | NA | … | … | -25.28 | 0.29 | 1.77 | -2.30 | 2.04 | 4.78 | 4.29 | 3.56 | 6.18 | 6.45 | 1.17 | -2.11 | -1.59 | -1.85 | 2.19 | 2.13 | 1.97 | -2.31 | 42.99 |
| Sharpe Ratio | NA | -0.57 | -0.26 | -0.13 | -0.01 | NA | NA | … | … | -0.87 | 0.15 | 0.91 | -0.94 | 1.13 | 1.84 | 1.33 | 0.89 | 1.07 | 1.30 | -1.06 | -2.29 | -1.14 | -1.09 | 0.43 | -0.07 | -0.87 | -2.68 | 1.37 |
| Standard Deviation(%) | NA | 44.75 | 34.38 | 40.47 | 73.98 | NA | NA | … | … | 31.96 | 1.81 | 1.91 | 2.48 | 1.78 | 2.59 | 3.16 | 3.91 | 4.88 | 2.64 | 2.02 | 1.87 | 2.22 | 2.34 | 2.54 | 2.84 | 2.37 | 2.07 | 31.43 |
| Draw Down(%) | NA | 26.30 | 26.30 | 26.30 | 26.30 | NA | NA | … | … | 26.30 | 1.25 | 1.11 | 4.13 | 1.07 | 1.31 | 3.04 | 1.84 | 3.75 | 1.41 | 2.05 | 2.71 | 3.05 | 2.53 | 2.17 | 2.43 | 1.65 | 2.82 | 0.90 |
| Yield(%) | 0.00 | 0.57 | 1.46 | 1.69 | 2.55 | 1.66 | 1.56 | … | … | 0.19 | 2.16 | 1.85 | 1.84 | 2.31 | 2.72 | 2.62 | 2.74 | 3.43 | 3.85 | 0.76 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.11 | 4.84 |
Data as of 11/23/2016, Common starting date is 01/23/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STGAX (STRATUS GOVERNMENT SECURITIES PORTFOLIO RETAIL SHARES) |
-2.09%
May 2003 – May 2006 |
-0.85%
Oct 2001 – Oct 2006 |
0.64%
Oct 1998 – Oct 2008 |
1.58%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STGAX (STRATUS GOVERNMENT SECURITIES PORTFOLIO RETAIL SHARES) |
6.32%
Jun 2007 – Jun 2010 |
5.19%
Jan 2007 – Jan 2012 |
3.03%
Jun 2006 – Jun 2016 |
2.12%
Feb 1998 – Feb 2013 |
Annualized Rolling Returns Comparison Chart