Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BJSCX (Brazos Small Cap Y) | NA | 43.57% | -8.16% | 0.19% | -1.09% | NA | NA | … | … |
Data as of 02/02/2010, Common starting date is 04/14/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BJSCX (Brazos Small Cap Y) | 04/14/1997 | 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 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.88 | 43.57 | -8.16 | 0.19 | -1.09 | NA | NA | … | … | -7.73 | 45.40 | -54.36 | 33.10 | 15.27 | 3.66 | 5.57 | 32.66 | -31.08 | -8.98 | 5.22 | 37.03 | 13.57 | 51.72 |
| Sharpe Ratio | NA | 1.48 | -0.28 | -0.06 | -0.11 | NA | NA | … | … | -3.09 | 1.43 | -1.32 | 1.50 | 0.65 | 0.09 | 0.25 | 1.76 | -1.31 | -0.48 | 0.04 | 1.78 | 0.40 | 3.98 |
| Standard Deviation(%) | NA | 29.41 | 33.16 | 28.14 | 25.85 | NA | NA | … | … | 20.02 | 31.61 | 41.67 | 20.21 | 18.46 | 16.05 | 18.59 | 18.18 | 24.58 | 23.77 | 28.74 | 19.01 | 25.47 | 18.72 |
| Draw Down(%) | NA | 18.03 | 64.01 | 64.01 | 64.01 | NA | NA | … | … | 10.93 | 21.47 | 61.05 | 11.77 | 19.46 | 12.66 | 21.58 | 10.90 | 37.25 | 23.71 | 21.17 | 12.49 | 37.83 | 12.09 |
| Yield(%) | 0.00 | 0.00 | 0.79 | 0.62 | 1.35 | 2.86 | 2.14 | … | … | 0.00 | 0.00 | 0.00 | 2.51 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 11.21 | 1.04 | 0.00 | 12.44 |
Data as of 02/02/2010, Common starting date is 04/14/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BJSCX (Brazos Small Cap Y) |
-17.53%
Feb 2006 – Feb 2009 |
-7.96%
Feb 2004 – Feb 2009 |
-1.69%
Jan 1999 – Jan 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BJSCX (Brazos Small Cap Y) |
24.86%
Jun 1997 – Jun 2000 |
18.19%
Oct 2002 – Oct 2007 |
9.95%
May 1997 – May 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart