Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WBCBX (GAMCO Westwood Balanced B) | NA | 8.14% | 7.06% | 9.90% | 4.65% | NA | NA | 5.64% |
Data as of 03/26/2014, AR inception is 10/14/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WBCBX (GAMCO Westwood Balanced B) | 10/14/2002 | 03/26/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.14 | 7.06 | 9.90 | 4.65 | NA | NA | 5.64 | -1.73 | 16.60 | 9.80 | 0.45 | 8.40 | 8.81 | -19.88 | 9.57 | 11.58 | 0.67 | 7.08 | 11.94 | 3.75 |
| Sharpe Ratio | NA | 1.19 | 0.67 | 0.92 | 0.29 | NA | NA | 0.37 | -1.90 | 2.30 | 1.21 | 0.03 | 0.74 | 0.56 | -0.88 | 0.65 | 1.27 | -0.15 | 0.91 | 1.25 | 1.41 |
| Standard Deviation(%) | NA | 6.80 | 10.30 | 10.65 | 12.48 | NA | NA | 12.07 | 3.86 | 7.19 | 8.14 | 14.49 | 11.19 | 15.56 | 23.60 | 10.09 | 6.53 | 10.03 | 6.73 | 8.96 | 12.62 |
| Draw Down(%) | NA | 4.30 | 13.89 | 13.89 | 34.93 | NA | NA | 34.93 | 2.11 | 4.30 | 7.41 | 13.89 | 10.80 | 18.35 | 29.26 | 5.80 | 4.61 | 7.60 | 6.61 | 8.28 | 3.36 |
| Yield(%) | 0.00 | 7.51 | 3.30 | 2.90 | 3.71 | 2.87 | 2.15 | 3.91 | 0.00 | 7.86 | 0.75 | 0.90 | 0.69 | 0.89 | 1.44 | 8.97 | 13.49 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/26/2014, AR inception is 10/14/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WBCBX (GAMCO Westwood Balanced B) |
-5.93%
Feb 2006 - Feb 2009 |
-2.06%
Feb 2004 - Feb 2009 |
4.11%
Nov 2002 - Nov 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WBCBX (GAMCO Westwood Balanced B) |
13.09%
Feb 2009 - Feb 2012 |
11.34%
Feb 2009 - Feb 2014 |
5.43%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart