Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SVVSX (SC Davis Venture Value Svc ) | NA | -12.77% | -1.50% | -3.75% | NA | NA | NA | -2.39% |
Data as of 01/16/2013, AR inception is 05/02/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SVVSX (SC Davis Venture Value Svc ) | 05/02/2006 | 01/16/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -12.77 | -1.50 | -3.75 | NA | NA | NA | -2.39 | 0.00 | -9.66 | -4.03 | 12.68 | 28.85 | -38.87 | 3.50 | 8.59 |
| Sharpe Ratio | NA | -0.44 | -0.05 | -0.13 | NA | NA | NA | -0.12 | 0.00 | -0.41 | -0.17 | 0.69 | 0.96 | -0.95 | 0.03 | 1.00 |
| Standard Deviation(%) | NA | 27.73 | 24.79 | 31.14 | NA | NA | NA | 25.84 | NA | 23.68 | 23.22 | 18.25 | 30.04 | 41.66 | 14.81 | 9.74 |
| Draw Down(%) | NA | 20.81 | 22.11 | 54.98 | NA | NA | NA | 57.44 | 0.00 | 20.81 | 22.11 | 15.13 | 28.65 | 49.93 | 9.97 | 7.33 |
| Yield(%) | 0.00 | 5.04 | 3.60 | 1.87 | 0.98 | 0.65 | 0.49 | 1.63 | 0.00 | 5.10 | 4.84 | 0.24 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/16/2013, AR inception is 05/02/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVVSX (SC Davis Venture Value Svc ) |
-10.87%
Jun 2007 - Jun 2010 |
-5.10%
Dec 2007 - Dec 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVVSX (SC Davis Venture Value Svc ) |
23.93%
Feb 2009 - Feb 2012 |
0.81%
Jun 2006 - Jun 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart