Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SABA (Saba Capital Income & Opportunities Fund II) | NA | -10.31% | 12.93% | 20.18% | 36.99% | NA | NA | … | … |
Data as of 06/12/2015, Common starting date is 06/26/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SABA (Saba Capital Income & Opportunities Fund II) | 06/26/2000 | 06/12/2015 |
| 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 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.57 | -10.31 | 12.93 | 20.18 | 36.99 | NA | NA | … | … | 40.16 | 10.77 | 28.92 | 47.83 | 167.10 | -69.84 | -17.50 | 52.70 | 0.99 | 16.76 | -18.40 | -79.69 | -66.86 | -30.77 |
| Sharpe Ratio | NA | 0.46 | 0.46 | 0.63 | 0.22 | NA | NA | … | … | 1.30 | 0.20 | 0.51 | 1.46 | 2.55 | -0.95 | -0.46 | 1.02 | -0.02 | 0.39 | -0.25 | -0.84 | -0.47 | -0.46 |
| Standard Deviation(%) | NA | 23.14 | 39.26 | 42.74 | 53.18 | NA | NA | … | … | 30.93 | 53.28 | 56.25 | 32.73 | 65.51 | 74.49 | 44.42 | 48.76 | 57.60 | 40.68 | 76.01 | 96.36 | 148.37 | 120.43 |
| Draw Down(%) | NA | 31.72 | 49.46 | 49.46 | 87.63 | NA | NA | … | … | 33.50 | 44.27 | 49.05 | 17.84 | 25.97 | 81.52 | 45.18 | 28.88 | 48.77 | 25.65 | 45.28 | 84.26 | 89.70 | 65.52 |
| Yield(%) | 0.00 | 5.93 | 8.49 | 12.31 | 16.16 | 2.56 | 1.92 | … | … | 6.92 | 8.96 | 11.65 | 10.39 | 27.44 | 22.12 | 13.03 | 16.56 | 14.07 | 13.03 | 37.97 | 7.66 | 2.74 | 0.93 |
Data as of 06/12/2015, Common starting date is 06/26/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SABA (Saba Capital Income & Opportunities Fund II) |
-63.22%
Sep 2000 – Sep 2003 |
-41.87%
Sep 2000 – Sep 2005 |
-4.17%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SABA (Saba Capital Income & Opportunities Fund II) |
205.57%
Nov 2008 – Nov 2011 |
125.99%
Nov 2008 – Nov 2013 |
45.44%
Jan 2004 – Jan 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart