Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BJMIX (Brazos Micro Cap Y) | NA | 41.24% | -9.46% | -0.59% | -1.22% | NA | NA | … | … |
Data as of 02/02/2010, Common starting date is 01/21/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BJMIX (Brazos Micro Cap Y) | 01/21/1998 | 02/02/2010 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.29 | 41.24 | -9.46 | -0.59 | -1.22 | NA | NA | … | … | -5.28 | 35.75 | -51.77 | 27.19 | 19.18 | -0.52 | 9.17 | 62.35 | -39.76 | 4.70 | -10.16 | 57.08 | 35.10 |
| Sharpe Ratio | NA | 1.39 | -0.34 | -0.09 | -0.12 | NA | NA | … | … | -2.22 | 1.13 | -1.37 | 1.26 | 0.94 | -0.18 | 0.44 | 3.29 | -1.88 | 0.11 | -0.43 | 2.38 | 1.77 |
| Standard Deviation(%) | NA | 29.51 | 31.40 | 26.51 | 25.67 | NA | NA | … | … | 21.56 | 31.49 | 38.28 | 19.26 | 17.04 | 14.98 | 18.63 | 18.73 | 21.79 | 22.83 | 33.07 | 22.62 | 19.21 |
| Draw Down(%) | NA | 18.30 | 63.86 | 63.86 | 63.86 | NA | NA | … | … | 9.97 | 25.86 | 60.51 | 12.51 | 20.08 | 13.92 | 25.19 | 11.11 | 42.57 | 29.73 | 31.76 | 20.89 | 30.62 |
| Yield(%) | 0.00 | 0.00 | 6.03 | 8.12 | 3.70 | 5.56 | 4.17 | … | … | 0.00 | 0.00 | 0.00 | 19.22 | 19.53 | 0.70 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/02/2010, Common starting date is 01/21/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BJMIX (Brazos Micro Cap Y) |
-22.85%
Feb 2000 – Feb 2003 |
-8.38%
Feb 2004 – Feb 2009 |
-0.93%
Jan 2000 – Jan 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BJMIX (Brazos Micro Cap Y) |
27.95%
Mar 2003 – Mar 2006 |
22.21%
Oct 2002 – Oct 2007 |
9.60%
Aug 1998 – Aug 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart