Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ASI (American Safety Insurance Holdings Ltd) | NA | 63.96% | 22.44% | 16.43% | 9.37% | 9.58% | NA | … | … |
Data as of 10/03/2013, Common starting date is 02/13/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ASI (American Safety Insurance Holdings Ltd) | 02/13/1998 | 10/03/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 63.96 | 22.44 | 16.43 | 9.37 | 9.58 | NA | … | … | 59.88 | -13.01 | 1.73 | 47.96 | 9.39 | -32.77 | 5.93 | 10.81 | 2.45 | 24.64 | 86.49 | -16.16 | 45.10 | -5.85 | -32.43 | -21.85 |
| Sharpe Ratio | NA | 2.71 | 0.76 | 0.33 | 0.20 | NA | NA | … | … | 3.21 | -0.60 | 0.04 | 1.82 | 0.12 | -0.48 | 0.13 | 0.35 | 0.01 | 0.62 | 2.38 | -0.61 | 1.95 | -0.21 | -0.82 | -0.46 |
| Standard Deviation(%) | NA | 23.62 | 29.52 | 50.02 | 41.87 | NA | NA | … | … | 26.66 | 21.96 | 40.21 | 26.35 | 75.54 | 69.73 | 22.70 | 21.28 | 20.51 | 38.26 | 36.12 | 28.41 | 22.34 | 48.07 | 43.57 | 59.63 |
| Draw Down(%) | NA | 14.84 | 28.07 | 52.12 | 71.90 | NA | NA | … | … | 9.61 | 26.79 | 21.43 | 12.20 | 39.02 | 67.76 | 23.70 | 12.48 | 13.10 | 42.86 | 17.82 | 38.24 | 14.98 | 52.12 | 38.83 | 53.83 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.39 | 0.19 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 5.41 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/03/2013, Common starting date is 02/13/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASI (American Safety Insurance Holdings Ltd) |
-19.47%
Nov 2005 – Nov 2008 |
-13.83%
Apr 1998 – Apr 2003 |
0.50%
Nov 1998 – Nov 2008 |
3.89%
Apr 1998 – Apr 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASI (American Safety Insurance Holdings Ltd) |
49.94%
Sep 2000 – Sep 2003 |
36.31%
Sep 2000 – Sep 2005 |
16.13%
Sep 2000 – Sep 2010 |
9.01%
Aug 1998 – Aug 2013 |
Annualized Rolling Returns Comparison Chart