Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SVDHX (SAVOS DYNAMIC HEDGING FUND SAVOS DYNAMIC HEDGING FUND) | NA | -16.03% | -1.44% | 0.77% | NA | NA | NA | … | … |
Data as of 09/28/2022, Common starting date is 10/15/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SVDHX (SAVOS DYNAMIC HEDGING FUND SAVOS DYNAMIC HEDGING FUND) | 10/15/2015 | 09/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.60 | -16.03 | -1.44 | 0.77 | NA | NA | NA | … | … | -22.67 | 23.18 | -7.87 | 24.93 | -11.96 | 20.48 | 7.29 | -1.06 |
| Sharpe Ratio | NA | -1.13 | -0.09 | 0.00 | NA | NA | NA | … | … | -2.06 | 1.66 | -0.33 | 1.76 | -0.84 | 3.09 | 0.67 | -0.45 |
| Standard Deviation(%) | NA | 14.77 | 18.23 | 16.77 | NA | NA | NA | … | … | 14.72 | 13.94 | 24.60 | 13.37 | 15.89 | 6.46 | 10.54 | 11.23 |
| Draw Down(%) | NA | 23.15 | 25.69 | 25.69 | NA | NA | NA | … | … | 23.15 | 6.24 | 25.69 | 7.97 | 21.45 | 2.79 | 8.90 | 4.97 |
| Yield(%) | 0.00 | 0.00 | 0.11 | 0.12 | 0.07 | 0.05 | 0.04 | … | … | 0.00 | 0.00 | 0.29 | 0.29 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/28/2022, Common starting date is 10/15/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVDHX (SAVOS DYNAMIC HEDGING FUND SAVOS DYNAMIC HEDGING FUND) |
-1.40%
Jan 2018 – Jan 2021 |
1.08%
Aug 2017 – Aug 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVDHX (SAVOS DYNAMIC HEDGING FUND SAVOS DYNAMIC HEDGING FUND) |
12.52%
Dec 2018 – Dec 2021 |
8.68%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart