Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LPRBX (Barclays Global Investors LP 2010 R) | NA | 16.59% | 0.33% | 3.36% | NA | NA | NA | … | … |
Data as of 01/05/2010, Common starting date is 03/06/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LPRBX (Barclays Global Investors LP 2010 R) | 03/06/2003 | 01/05/2010 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 16.59 | 0.33 | 3.36 | NA | NA | NA | … | … | 0.00 | 17.16 | -17.22 | 3.92 | 9.87 | 4.86 | 6.29 | 17.20 |
| Sharpe Ratio | NA | 1.40 | -0.08 | 0.14 | NA | NA | NA | … | … | 0.00 | 1.45 | -1.06 | 0.12 | 1.10 | 0.51 | 0.89 | 2.88 |
| Standard Deviation(%) | NA | 11.75 | 12.76 | 10.50 | NA | NA | NA | … | … | NA | 11.77 | 17.03 | 7.58 | 6.03 | 5.24 | 6.03 | 7.12 |
| Draw Down(%) | NA | 13.01 | 29.02 | 29.02 | NA | NA | NA | … | … | 0.00 | 13.01 | 27.69 | 4.90 | 4.76 | 3.19 | 6.00 | 3.71 |
| Yield(%) | 0.00 | 2.31 | 3.95 | 4.34 | 2.90 | 1.93 | 1.45 | … | … | 0.00 | 2.30 | 3.65 | 6.45 | 5.21 | 3.55 | 2.55 | 0.00 |
Data as of 01/05/2010, Common starting date is 03/06/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LPRBX (Barclays Global Investors LP 2010 R) |
-5.41%
Feb 2006 – Feb 2009 |
-1.20%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LPRBX (Barclays Global Investors LP 2010 R) |
9.18%
Sep 2004 – Sep 2007 |
7.27%
Apr 2003 – Apr 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart