Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| STLBX (Barclays Global Investors LP 2010 I) | NA | 16.79% | 0.57% | 3.62% | 3.20% | NA | NA | 5.99% |
Data as of 01/05/2010, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STLBX (Barclays Global Investors LP 2010 I) | 06/21/1996 | 01/05/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 16.79 | 0.57 | 3.62 | 3.20 | NA | NA | 5.99 | 0.00 | 17.35 | -16.98 | 4.17 | 10.14 | 5.10 | 7.25 | 15.65 | -8.01 | -0.72 | 0.68 | 9.57 | 15.73 | 16.58 | 7.59 |
| Sharpe Ratio | NA | 1.42 | -0.06 | 0.17 | 0.14 | NA | NA | 0.38 | 0.00 | 1.47 | -1.05 | 0.16 | 1.15 | 0.56 | 1.04 | 1.97 | -0.69 | -0.38 | -0.39 | 0.83 | 1.40 | 1.82 | 1.83 |
| Standard Deviation(%) | NA | 11.73 | 12.69 | 10.45 | 9.79 | NA | NA | 9.29 | NA | 11.75 | 17.06 | 7.20 | 6.02 | 5.26 | 6.05 | 7.61 | 13.18 | 8.26 | 8.74 | 7.62 | 8.89 | 7.14 | 6.24 |
| Draw Down(%) | NA | 12.97 | 28.41 | 28.41 | 28.41 | NA | NA | 28.41 | 0.00 | 12.97 | 27.59 | 4.83 | 4.69 | 3.17 | 5.60 | 6.85 | 16.76 | 10.56 | 4.90 | 4.53 | 8.80 | 4.41 | 3.54 |
| Yield(%) | 0.00 | 2.45 | 4.08 | 4.51 | 4.05 | 5.45 | 4.09 | 6.29 | 0.00 | 2.45 | 3.79 | 6.59 | 5.38 | 3.73 | 3.44 | 1.76 | 2.16 | 3.73 | 9.36 | 13.41 | 7.17 | 6.84 | 2.31 |
Data as of 01/05/2010, 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 |
|---|---|---|---|---|
| STLBX (Barclays Global Investors LP 2010 I) |
-5.13%
Feb 2006 - Feb 2009 |
-0.80%
Feb 2004 - Feb 2009 |
1.43%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STLBX (Barclays Global Investors LP 2010 I) |
14.79%
Jul 1996 - Jul 1999 |
9.96%
Jul 1996 - Jul 2001 |
7.21%
Aug 1996 - Aug 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart