Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AEGIX | NA | -3.14% | 10.90% | 11.13% | 6.34% | 2.59% | NA | … | … |
Data as of 03/10/2015, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AEGIX | 06/21/1996 | 03/10/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -13.61 | -3.14 | 10.90 | 11.13 | 6.34 | 2.59 | NA | … | … | -10.58 | 10.13 | 31.07 | 17.87 | 0.69 | 12.88 | 27.98 | -37.36 | 8.17 | 20.85 | 4.39 | 13.82 | 25.41 | -25.20 | -18.65 | -11.35 | 17.61 | 15.05 | 32.06 | 16.37 |
| Sharpe Ratio | NA | -0.17 | 0.69 | 0.60 | 0.25 | NA | NA | … | … | -1.37 | 0.88 | 2.69 | 1.32 | 0.03 | 0.68 | 1.00 | -0.98 | 0.33 | 1.80 | 0.21 | 1.13 | 1.46 | -1.11 | -1.09 | -0.67 | 0.90 | 0.61 | -1.53 | 2.75 |
| Standard Deviation(%) | NA | 18.93 | 15.59 | 18.54 | 21.56 | NA | NA | … | … | 33.37 | 11.45 | 11.52 | 13.64 | 24.77 | 18.68 | 27.91 | 38.96 | 15.84 | 9.79 | 10.73 | 11.38 | 16.95 | 23.74 | 19.52 | 22.93 | 16.01 | 19.10 | 15.13 | 10.82 |
| Draw Down(%) | NA | 14.01 | 14.01 | 21.20 | 53.04 | NA | NA | … | … | 14.01 | 8.37 | 5.17 | 11.01 | 21.20 | 16.11 | 24.94 | 47.84 | 10.54 | 6.44 | 6.95 | 7.11 | 13.56 | 31.51 | 28.95 | 20.93 | 10.70 | 24.74 | 10.24 | 6.59 |
| Yield(%) | 0.00 | 14.34 | 7.49 | 5.83 | 3.70 | 2.34 | 5.65 | … | … | 0.00 | 14.71 | 1.28 | 1.57 | 1.11 | 0.70 | 1.15 | 1.17 | 0.92 | 1.93 | 2.04 | 4.38 | 0.13 | 0.80 | 0.36 | 5.35 | 20.12 | 12.44 | 24.81 | 19.32 |
Data as of 03/10/2015, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AEGIX (AEGIX) |
-20.78%
Mar 2000 – Mar 2003 |
-8.86%
Mar 1998 – Mar 2003 |
-4.14%
Feb 1999 – Feb 2009 |
2.70%
Mar 1998 – Mar 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AEGIX (AEGIX) |
25.22%
Jul 1996 – Jul 1999 |
21.94%
Feb 2009 – Feb 2014 |
9.01%
Mar 2003 – Mar 2013 |
5.03%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart