Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRMCX (Bridgeway Micro-Cap Limited) | NA | -13.86% | 8.59% | -6.78% | 1.06% | NA | NA | … | … |
Data as of 06/05/2012, Common starting date is 07/14/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRMCX (Bridgeway Micro-Cap Limited) | 07/14/1998 | 06/05/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.82 | -13.86 | 8.59 | -6.78 | 1.06 | NA | NA | … | … | -3.89 | -9.47 | 29.10 | 17.64 | -41.72 | -4.96 | -2.06 | 6.92 | 9.69 | 64.97 | -15.63 | 30.23 | 5.83 | 49.50 | 3.26 |
| Sharpe Ratio | NA | -0.43 | 0.29 | -0.21 | 0.00 | NA | NA | … | … | -0.47 | -0.26 | 1.02 | 0.53 | -0.91 | -0.36 | -0.26 | 0.20 | 0.40 | 2.92 | -0.80 | 1.35 | 0.07 | 2.53 | 0.12 |
| Standard Deviation(%) | NA | 35.75 | 29.75 | 34.89 | 29.63 | NA | NA | … | … | 19.23 | 35.99 | 28.39 | 33.09 | 46.66 | 22.24 | 20.94 | 23.95 | 21.77 | 22.02 | 21.02 | 21.10 | 24.35 | 18.33 | 32.03 |
| Draw Down(%) | NA | 34.65 | 36.15 | 63.24 | 69.56 | NA | NA | … | … | 15.65 | 36.15 | 18.14 | 32.71 | 56.23 | 15.62 | 21.27 | 18.68 | 24.84 | 11.54 | 30.20 | 23.99 | 21.11 | 16.37 | 38.81 |
| Yield(%) | 0.00 | 1.79 | 2.05 | 0.74 | 6.16 | 9.45 | 7.09 | … | … | 0.00 | 1.77 | 2.02 | 1.26 | 0.19 | 0.18 | 19.84 | 0.00 | 17.56 | 12.57 | 7.63 | 6.40 | 5.43 | 5.72 | 0.00 |
Data as of 06/05/2012, Common starting date is 07/14/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRMCX (Bridgeway Micro-Cap Limited) |
-27.82%
Feb 2006 – Feb 2009 |
-14.31%
Feb 2004 – Feb 2009 |
1.13%
May 2002 – May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRMCX (Bridgeway Micro-Cap Limited) |
43.43%
Aug 1998 – Aug 2001 |
30.60%
Aug 1998 – Aug 2003 |
15.67%
Aug 1998 – Aug 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart