Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| STWAX (STRATUS GROWTH PORTFOLIO RETAIL SHARES) | NA | 1.97% | 5.23% | 12.31% | 4.53% | 4.62% | NA | … | … |
Data as of 11/23/2016, Common starting date is 01/07/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STWAX (STRATUS GROWTH PORTFOLIO RETAIL SHARES) | 01/07/1998 | 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 (%) | 0.00 | 1.97 | 5.23 | 12.31 | 4.53 | 4.62 | NA | … | … | 4.56 | -3.01 | 11.35 | 30.28 | 13.51 | -3.81 | 9.77 | 23.54 | -33.96 | 7.76 | 7.51 | 5.66 | 13.69 | 26.73 | -23.72 | -9.43 | -17.41 | 4.64 | 11.41 |
| Sharpe Ratio | NA | 0.16 | 0.41 | 0.97 | 0.20 | NA | NA | … | … | 0.46 | -0.20 | 1.02 | 2.77 | 1.04 | -0.17 | 0.56 | 0.91 | -0.91 | 0.31 | 0.37 | 0.30 | 1.06 | 1.58 | -1.05 | -0.65 | -0.82 | 0.05 | 0.38 |
| Standard Deviation(%) | NA | 11.24 | 12.38 | 12.58 | 19.77 | NA | NA | … | … | 10.66 | 15.11 | 11.09 | 10.92 | 12.98 | 22.28 | 17.18 | 25.89 | 38.25 | 15.18 | 10.99 | 11.24 | 12.03 | 16.48 | 23.77 | 18.70 | 26.43 | 26.98 | 21.40 |
| Draw Down(%) | NA | 11.56 | 14.49 | 14.49 | 50.93 | NA | NA | … | … | 8.45 | 13.50 | 8.36 | 5.17 | 11.33 | 21.46 | 15.68 | 25.60 | 44.56 | 8.61 | 9.94 | 8.00 | 7.52 | 11.01 | 29.23 | 23.65 | 25.88 | 23.42 | 23.07 |
| Yield(%) | 0.00 | 21.58 | 11.09 | 10.47 | 5.19 | 4.47 | 2.87 | … | … | 0.00 | 21.50 | 6.84 | 5.55 | 1.31 | 0.89 | 0.61 | 0.80 | 1.36 | 8.81 | 2.72 | 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 01/07/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STWAX (STRATUS GROWTH PORTFOLIO RETAIL SHARES) |
-18.45%
Mar 2000 – Mar 2003 |
-10.67%
Mar 1998 – Mar 2003 |
-5.18%
Feb 1999 – Feb 2009 |
0.62%
Mar 1998 – Mar 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STWAX (STRATUS GROWTH PORTFOLIO RETAIL SHARES) |
19.75%
Sep 2011 – Sep 2014 |
17.98%
Feb 2009 – Feb 2014 |
6.79%
Mar 2003 – Mar 2013 |
5.29%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart