Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| STPGX (STRATUS GROWTH PORTFOLIO INSTITUTIONAL SHARES) | NA | 1.94% | 5.20% | 12.31% | 4.52% | 4.63% | 2.78% | … | … |
Data as of 11/23/2016, Common starting date is 10/08/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STPGX (STRATUS GROWTH PORTFOLIO INSTITUTIONAL SHARES) | 10/08/1993 | 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 | 1.94 | 5.20 | 12.31 | 4.52 | 4.63 | 2.78 | … | … | 4.54 | -24.14 | 4.58 | 24.44 | 12.20 | -4.78 | 9.18 | 22.82 | -35.33 | -0.88 | 4.61 | 5.65 | 13.40 | 26.68 | -23.26 | -9.05 | -17.11 | 4.87 | 10.09 | 11.46 | 13.56 | 27.18 | -2.73 | 2.50 |
| Sharpe Ratio | NA | -1.99 | -1.55 | -1.01 | -0.98 | NA | NA | … | … | -2.54 | -1.47 | -1.10 | 0.51 | -0.49 | -1.05 | -0.55 | 0.16 | -1.43 | -1.41 | -1.59 | -1.39 | -0.52 | 0.46 | -1.84 | -1.66 | -3.25 | 1.28 | 2.05 | -1.81 | 1.27 | -4.30 | -0.11 | 3.40 |
| Standard Deviation(%) | NA | 27.22 | 19.41 | 17.12 | 21.47 | NA | NA | … | … | 10.67 | 29.06 | 12.64 | 11.60 | 13.09 | 22.17 | 17.23 | 25.94 | 38.16 | 16.29 | 11.20 | 11.10 | 11.82 | 16.22 | 23.44 | 18.57 | 26.39 | 23.41 | 21.16 | 19.38 | 12.23 | 8.11 | 9.67 | 7.30 |
| Draw Down(%) | NA | 30.84 | 34.70 | 34.70 | 55.78 | NA | NA | … | … | 8.43 | 27.32 | 8.34 | 5.16 | 11.31 | 21.44 | 15.68 | 25.62 | 44.58 | 12.45 | 9.77 | 7.90 | 7.42 | 10.76 | 28.79 | 23.30 | 25.61 | 15.62 | 23.01 | 14.13 | 7.87 | 3.37 | 8.31 | 2.24 |
| Yield(%) | 0.00 | 21.26 | 10.94 | 10.34 | 5.12 | 4.42 | 2.91 | … | … | 0.00 | 21.18 | 6.74 | 5.48 | 1.30 | 0.88 | 0.60 | 0.79 | 1.34 | 8.70 | 2.69 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/23/2016, Common starting date is 10/08/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STPGX (STRATUS GROWTH PORTFOLIO INSTITUTIONAL SHARES) |
-18.08%
Mar 2000 – Mar 2003 |
-10.38%
Mar 1998 – Mar 2003 |
-5.07%
Feb 1999 – Feb 2009 |
-0.27%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STPGX (STRATUS GROWTH PORTFOLIO INSTITUTIONAL SHARES) |
22.16%
Jul 1994 – Jul 1997 |
17.99%
Feb 2009 – Feb 2014 |
6.73%
Mar 2003 – Mar 2013 |
5.29%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart