Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ESGAX | NA | -3.24% | 8.66% | 3.90% | 7.41% | NA | NA | … | … |
Data as of 02/26/2013, Common starting date is 05/16/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESGAX | 05/16/2001 | 02/26/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.24 | 8.66 | 3.90 | 7.41 | NA | NA | … | … | 0.00 | 9.50 | -1.37 | 18.27 | 35.03 | -36.30 | 17.11 | 5.59 | 6.83 | 7.23 | 28.48 | -25.78 | -15.30 |
| Sharpe Ratio | NA | -0.33 | 0.44 | 0.15 | 0.31 | NA | NA | … | … | 0.00 | 0.89 | -0.05 | 0.89 | 1.45 | -0.99 | 0.87 | 0.18 | 0.43 | 0.50 | 1.62 | -1.10 | -1.13 |
| Standard Deviation(%) | NA | 9.87 | 19.47 | 25.15 | 20.51 | NA | NA | … | … | NA | 10.74 | 25.54 | 20.39 | 24.04 | 37.56 | 16.33 | 12.73 | 10.86 | 12.68 | 17.14 | 24.49 | 22.73 |
| Draw Down(%) | NA | 12.26 | 19.13 | 45.46 | 48.38 | NA | NA | … | … | 0.00 | 12.26 | 19.13 | 18.16 | 18.97 | 45.81 | 9.69 | 13.16 | 6.66 | 12.93 | 9.27 | 30.54 | 32.28 |
| Yield(%) | 0.00 | 0.00 | 0.07 | 1.43 | 1.73 | 0.71 | 0.53 | … | … | 0.00 | 0.00 | 0.07 | 0.13 | 0.75 | 5.93 | 2.88 | 0.00 | 0.08 | 0.64 | 0.12 | 0.02 | 0.00 |
Data as of 02/26/2013, Common starting date is 05/16/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESGAX (ESGAX) |
-10.78%
Feb 2006 – Feb 2009 |
-4.40%
Feb 2004 – Feb 2009 |
2.69%
Jun 2001 – Jun 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESGAX (ESGAX) |
24.81%
Feb 2009 – Feb 2012 |
12.80%
Sep 2002 – Sep 2007 |
7.27%
Jan 2003 – Jan 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart