Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GUPBX (RS Large Cap Alpha B) | NA | -3.95% | 13.50% | 1.29% | 2.99% | 3.62% | NA | … | … |
Data as of 04/12/2012, Common starting date is 11/20/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GUPBX (RS Large Cap Alpha B) | 11/20/1996 | 04/12/2012 |
| 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 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.95 | 13.50 | 1.29 | 2.99 | 3.62 | NA | … | … | 9.03 | -9.71 | 15.77 | 23.89 | -29.87 | 13.76 | 15.69 | 2.93 | 4.67 | 19.72 | -22.31 | -22.46 | -19.50 | 29.52 | 20.25 | 33.74 | 0.52 |
| Sharpe Ratio | NA | -0.16 | 0.62 | 0.03 | 0.08 | NA | NA | … | … | 5.27 | -0.38 | 0.78 | 0.93 | -0.84 | 0.68 | 1.18 | 0.07 | 0.33 | 1.15 | -0.96 | -0.97 | -0.60 | 1.34 | 0.86 | -1.15 | 0.12 |
| Standard Deviation(%) | NA | 24.67 | 21.56 | 25.72 | 21.30 | NA | NA | … | … | 6.92 | 25.32 | 20.08 | 25.49 | 36.54 | 15.87 | 10.52 | 10.20 | 11.19 | 16.52 | 24.30 | 25.95 | 39.04 | 19.64 | 19.64 | 18.69 | 12.77 |
| Draw Down(%) | NA | 27.53 | 27.53 | 46.44 | 46.44 | NA | NA | … | … | 1.15 | 27.53 | 15.41 | 23.28 | 41.30 | 10.97 | 8.77 | 7.05 | 10.31 | 13.88 | 31.34 | 34.49 | 36.09 | 10.70 | 23.25 | 10.00 | 4.53 |
| Yield(%) | 0.00 | 0.00 | 0.75 | 0.34 | 0.22 | 4.25 | 3.34 | … | … | 0.00 | 0.00 | 1.58 | 0.18 | 0.05 | 0.00 | 0.00 | 0.10 | 0.00 | 0.00 | 0.00 | 0.57 | 12.90 | 14.73 | 7.88 | 11.76 | 8.02 |
Data as of 04/12/2012, Common starting date is 11/20/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GUPBX (RS Large Cap Alpha B) |
-25.07%
Mar 2000 – Mar 2003 |
-11.82%
Mar 2000 – Mar 2005 |
-4.90%
Aug 2000 – Aug 2010 |
2.87%
Jan 1997 – Jan 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GUPBX (RS Large Cap Alpha B) |
31.53%
Mar 1997 – Mar 2000 |
12.37%
Sep 2002 – Sep 2007 |
4.46%
Mar 1997 – Mar 2007 |
3.54%
Mar 1997 – Mar 2012 |
Annualized Rolling Returns Comparison Chart