Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| STGSX (STRATUS GOVERNMENT SECURITIES PORTFOLIO INSTITUTIONAL SHARES) | NA | 0.86% | 0.76% | 0.59% | 2.76% | 1.69% | 2.02% | … | … |
Data as of 11/23/2016, Common starting date is 11/23/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STGSX (STRATUS GOVERNMENT SECURITIES PORTFOLIO INSTITUTIONAL SHARES) | 11/23/1993 | 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 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.86 | 0.76 | 0.59 | 2.76 | 1.69 | 2.02 | … | … | 1.17 | 0.29 | 1.75 | -2.33 | 2.01 | 4.79 | 4.31 | 3.56 | 6.18 | 6.45 | 1.16 | -2.11 | -1.59 | -1.85 | 2.19 | 2.13 | 2.07 | -2.36 | 6.79 | 6.97 | 2.81 | 13.82 | -2.88 | 0.39 |
| Sharpe Ratio | NA | 0.53 | 0.42 | 0.28 | 0.81 | NA | NA | … | … | 0.96 | 0.15 | 0.90 | -0.95 | 1.11 | 1.84 | 1.35 | 0.89 | 1.07 | 1.31 | -1.06 | -2.29 | -1.13 | -1.08 | 0.43 | -0.07 | -0.79 | -1.22 | 1.74 | -22.10 | -0.21 | 3.27 | -1.58 | 0.79 |
| Standard Deviation(%) | NA | 1.25 | 1.69 | 1.89 | 2.84 | NA | NA | … | … | 1.15 | 1.81 | 1.93 | 2.48 | 1.78 | 2.58 | 3.14 | 3.91 | 4.91 | 2.63 | 2.03 | 1.87 | 2.23 | 2.35 | 2.51 | 2.89 | 2.50 | 4.56 | 1.99 | 2.17 | 3.30 | 3.05 | 3.70 | 2.21 |
| Draw Down(%) | NA | 0.84 | 1.25 | 4.14 | 4.14 | NA | NA | … | … | 0.84 | 1.25 | 1.12 | 4.14 | 1.07 | 1.30 | 3.04 | 1.84 | 3.75 | 1.41 | 2.05 | 2.71 | 3.05 | 2.62 | 2.17 | 2.43 | 1.65 | 4.03 | 0.99 | 1.20 | 3.23 | 1.32 | 4.99 | 0.40 |
| Yield(%) | 0.00 | 1.15 | 1.63 | 1.79 | 2.60 | 1.69 | 1.94 | … | … | 0.77 | 2.16 | 1.83 | 1.82 | 2.27 | 2.73 | 2.64 | 2.74 | 3.43 | 3.84 | 0.75 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.17 | 5.19 | 5.35 | 4.90 | 5.26 | 4.06 | 0.80 |
Data as of 11/23/2016, Common starting date is 11/23/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STGSX (STRATUS GOVERNMENT SECURITIES PORTFOLIO INSTITUTIONAL SHARES) |
-2.09%
May 2003 – May 2006 |
-0.85%
Oct 2001 – Oct 2006 |
0.64%
Oct 1998 – Oct 2008 |
1.57%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STGSX (STRATUS GOVERNMENT SECURITIES PORTFOLIO INSTITUTIONAL SHARES) |
7.77%
Dec 1994 – Dec 1997 |
5.96%
Apr 1994 – Apr 1999 |
3.10%
Mar 1994 – Mar 2004 |
3.13%
Nov 1994 – Nov 2009 |
Annualized Rolling Returns Comparison Chart