Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SXFIX (MUNICIPAL BOND FUND INVESTOR CLASS) | NA | 2.05% | 3.51% | 5.25% | 5.20% | 5.51% | NA | 4.41% |
Data as of 10/29/2015, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SXFIX (MUNICIPAL BOND FUND INVESTOR CLASS) | 06/21/1996 | 10/29/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.10 | 2.05 | 3.51 | 5.25 | 5.20 | 5.51 | NA | 4.41 | -1.05 | 7.07 | -5.61 | 5.51 | 5.49 | -0.64 | 17.61 | -15.87 | -2.07 | 1.26 | 0.63 | 5.34 | 2.04 | 2.09 | 0.00 | -2.27 | -11.26 | 1.32 | 6.28 | 2.90 |
| Sharpe Ratio | NA | -0.85 | -0.16 | 0.52 | 0.03 | NA | NA | -1.06 | -0.72 | 3.73 | -1.85 | 2.39 | 2.65 | -0.32 | 5.46 | -2.88 | -2.24 | -1.20 | -0.80 | 1.08 | 0.49 | 0.37 | -1.04 | -2.67 | -5.24 | -1.01 | -17.89 | 0.61 |
| Standard Deviation(%) | NA | 1.92 | 2.51 | 2.44 | 2.94 | NA | NA | 2.84 | 1.78 | 1.89 | 3.05 | 2.30 | 2.06 | 2.27 | 3.21 | 5.81 | 2.29 | 1.71 | 1.93 | 4.06 | 2.76 | 2.65 | 2.27 | 2.36 | 2.76 | 1.98 | 2.72 | 3.43 |
| Draw Down(%) | NA | 3.41 | 9.60 | 9.60 | 19.65 | NA | NA | 22.60 | 3.41 | 1.61 | 8.05 | 2.82 | 2.05 | 5.14 | 1.90 | 18.31 | 4.12 | 1.88 | 2.38 | 4.99 | 4.08 | 4.00 | 3.70 | 3.95 | 11.89 | 2.01 | 2.89 | 2.18 |
| Yield(%) | 0.00 | 3.63 | 3.83 | 4.02 | 4.30 | 4.52 | 3.54 | 3.73 | 2.15 | 3.87 | 3.67 | 4.64 | 4.37 | 3.92 | 6.34 | 4.60 | 4.20 | 4.37 | 3.16 | 4.72 | 3.79 | 3.16 | 4.67 | 6.91 | 0.45 | 0.00 | 0.00 | 0.00 |
Data as of 10/29/2015, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SXFIX (MUNICIPAL BOND FUND INVESTOR CLASS) |
-2.05%
Jan 1997 - Jan 2000 |
0.54%
Jan 1998 - Jan 2003 |
1.79%
Dec 1998 - Dec 2008 |
3.88%
Aug 1998 - Aug 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SXFIX (MUNICIPAL BOND FUND INVESTOR CLASS) |
12.26%
Dec 2008 - Dec 2011 |
8.86%
Dec 2008 - Dec 2013 |
6.38%
Nov 2002 - Nov 2012 |
5.90%
Jan 2000 - Jan 2015 |
Annualized Rolling Returns Comparison Chart