Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BVT (Elements BG Total Market Value) | NA | 17.00% | 26.55% | 21.39% | 17.78% | NA | NA | … | … |
Data as of 12/16/2014, Common starting date is 03/15/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BVT (Elements BG Total Market Value) | 03/15/2004 | 12/16/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.71 | 17.00 | 26.55 | 21.39 | 17.78 | NA | NA | … | … | 10.89 | 27.64 | 43.38 | -10.51 | 21.31 | 82.78 | -43.57 | -7.00 | 50.31 | 20.14 | 55.24 |
| Sharpe Ratio | NA | 0.01 | 0.03 | 0.03 | 0.03 | NA | NA | … | … | 0.01 | 1.15 | 2.48 | -0.80 | 0.67 | 1.46 | -1.37 | -0.42 | 1.59 | 0.83 | 3.25 |
| Standard Deviation(%) | NA | 1,723.56 | 995.25 | 770.48 | 545.54 | NA | NA | … | … | 1,761.22 | 24.09 | 17.64 | 19.67 | 31.52 | 56.77 | 57.25 | 23.94 | 29.70 | 21.54 | 22.15 |
| Draw Down(%) | NA | 93.64 | 93.64 | 93.64 | 93.64 | NA | NA | … | … | 93.64 | 14.89 | 5.95 | 20.23 | 18.34 | 23.23 | 53.23 | 19.56 | 21.05 | 13.89 | 10.40 |
| Yield(%) | 0.00 | 2.85 | 4.10 | 4.44 | 5.99 | 5.99 | 4.49 | … | … | 2.70 | 2.84 | 3.69 | 3.06 | 3.35 | 2.76 | 2.28 | 3.34 | 4.63 | 4.09 | 2.79 |
Data as of 12/16/2014, Common starting date is 03/15/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BVT (Elements BG Total Market Value) |
-45.94%
Sep 2011 – Sep 2014 |
-26.46%
Sep 2009 – Sep 2014 |
-8.07%
Nov 2004 – Nov 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BVT (Elements BG Total Market Value) |
45.04%
Jun 2004 – Jun 2007 |
29.91%
Apr 2009 – Apr 2014 |
22.31%
May 2004 – May 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart