Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BENDX (Endowments Bond) | NA | 14.77% | 0.48% | 2.16% | 4.75% | NA | NA | … | … |
Data as of 03/31/2010, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BENDX (Endowments Bond) | 06/21/1996 | 03/31/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 14.77 | 0.48 | 2.16 | 4.75 | NA | NA | … | … | 0.99 | 12.97 | -11.59 | 2.11 | 5.09 | 1.94 | 4.79 | 9.67 | 8.30 | 7.76 | 9.72 | -0.41 | 7.48 | 8.72 | 6.21 |
| Sharpe Ratio | NA | 3.56 | -0.12 | 0.09 | 0.75 | NA | NA | … | … | 1.31 | 2.70 | -2.26 | -0.31 | 0.77 | -0.09 | 1.08 | 2.19 | 1.77 | 1.28 | 1.34 | -0.92 | 0.98 | -11.12 | 2.40 |
| Standard Deviation(%) | NA | 4.13 | 4.63 | 3.89 | 3.97 | NA | NA | … | … | 3.11 | 4.77 | 5.52 | 2.93 | 2.35 | 2.49 | 3.57 | 4.10 | 4.07 | 4.31 | 4.24 | 3.94 | 4.26 | 4.17 | 3.60 |
| Draw Down(%) | NA | 1.42 | 16.15 | 16.15 | 16.15 | NA | NA | … | … | 1.42 | 3.80 | 16.15 | 1.95 | 1.25 | 2.33 | 4.36 | 4.63 | 3.66 | 3.16 | 2.96 | 3.64 | 3.49 | 2.44 | 1.54 |
| Yield(%) | 0.00 | 5.41 | 4.97 | 5.19 | 5.97 | 5.66 | 4.25 | … | … | 0.70 | 5.91 | 5.57 | 5.60 | 5.72 | 5.57 | 5.47 | 5.77 | 6.60 | 7.01 | 7.39 | 6.89 | 6.93 | 7.30 | 3.70 |
Data as of 03/31/2010, 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 |
|---|---|---|---|---|
| BENDX (Endowments Bond) |
-2.31%
Oct 2005 – Oct 2008 |
-0.42%
Mar 2004 – Mar 2009 |
3.32%
Nov 1998 – Nov 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BENDX (Endowments Bond) |
10.75%
May 2000 – May 2003 |
8.12%
Jan 2000 – Jan 2005 |
6.47%
Aug 1996 – Aug 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart