Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SWOGX (Laudus U.S. MarketMasters Inv) | NA | -26.37% | -8.00% | -2.17% | -1.03% | NA | NA | 0.39% |
Data as of 07/08/2009, AR inception is 05/08/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SWOGX (Laudus U.S. MarketMasters Inv) | 05/08/1998 | 07/08/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -26.37 | -8.00 | -2.17 | -1.03 | NA | NA | 0.39 | 9.04 | -40.76 | 6.50 | 14.56 | 4.63 | 5.70 | 38.55 | -25.05 | -8.67 | -10.36 | 35.75 | 3.73 |
| Sharpe Ratio | NA | -0.58 | -0.33 | -0.17 | -0.13 | NA | NA | -0.08 | 0.48 | -1.04 | 0.22 | 0.98 | 0.25 | 0.39 | 2.09 | -1.03 | -0.62 | -0.47 | 1.37 | 0.15 |
| Standard Deviation(%) | NA | 46.26 | 30.24 | 24.69 | 24.36 | NA | NA | 23.15 | 38.03 | 39.98 | 15.69 | 11.50 | 10.02 | 12.16 | 18.12 | 25.51 | 17.88 | 30.70 | 23.74 | 17.10 |
| Draw Down(%) | NA | 49.92 | 57.52 | 57.52 | 57.52 | NA | NA | 57.52 | 27.09 | 51.56 | 10.60 | 9.98 | 6.76 | 13.96 | 12.94 | 36.59 | 25.89 | 23.55 | 12.45 | 21.31 |
| Yield(%) | 0.00 | 0.43 | 0.39 | 0.30 | 3.05 | 2.51 | 1.88 | 3.42 | 0.00 | 0.38 | 0.25 | 0.45 | 0.14 | 0.00 | 0.00 | 0.00 | 0.87 | 12.59 | 16.93 | 3.56 |
Data as of 07/08/2009, AR inception is 05/08/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWOGX (Laudus U.S. MarketMasters Inv) |
-17.08%
Feb 2000 - Feb 2003 |
-8.12%
Feb 2004 - Feb 2009 |
-2.51%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWOGX (Laudus U.S. MarketMasters Inv) |
17.95%
Mar 2003 - Mar 2006 |
16.10%
Sep 2002 - Sep 2007 |
4.65%
Aug 1998 - Aug 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart