Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SAFT (Safety Insurance Group, Inc.) | -7.09% | -6.46% | 2.09% | 1.78% | 6.06% | 8.18% | 6.60% | … | … |
Data as of 06/09/2026, Common starting date is 11/22/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAFT (Safety Insurance Group, Inc.) | 11/22/2002 | 06/09/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.85 | -6.46 | 2.09 | 1.78 | 6.06 | 8.18 | 6.60 | … | … | -7.09 | -0.84 | 13.25 | -5.36 | 3.14 | 14.08 | -11.81 | 17.21 | 5.67 | 13.66 | 36.69 | -7.39 | 19.09 | 27.72 | 19.95 | -11.14 | 37.72 | 0.01 | 8.32 | -25.25 | 27.84 | 31.00 | 86.80 | 21.64 | 11.47 |
| Sharpe Ratio | NA | -0.51 | -0.01 | -0.07 | 0.19 | NA | NA | … | … | -0.98 | -0.18 | 0.40 | -0.40 | 0.08 | 0.65 | -0.29 | 0.83 | 0.22 | 0.79 | 2.13 | -0.35 | 1.13 | 1.46 | 1.09 | -0.39 | 1.87 | 0.00 | 0.14 | -0.93 | 0.92 | 0.81 | 2.65 | 0.74 | 6.17 |
| Standard Deviation(%) | NA | 19.36 | 21.58 | 21.97 | 23.57 | NA | NA | … | … | 19.46 | 21.13 | 24.18 | 22.98 | 22.17 | 21.57 | 41.86 | 18.86 | 19.51 | 16.51 | 17.13 | 21.17 | 16.88 | 18.96 | 18.40 | 28.83 | 20.10 | 37.08 | 51.18 | 30.79 | 26.70 | 35.62 | 32.43 | 28.20 | 32.07 |
| Draw Down(%) | NA | 14.91 | 20.12 | 30.43 | 32.83 | NA | NA | … | … | 13.05 | 17.39 | 12.56 | 23.13 | 21.19 | 13.26 | 28.47 | 9.32 | 19.58 | 9.36 | 6.75 | 20.46 | 10.49 | 9.12 | 10.88 | 24.77 | 10.66 | 30.32 | 32.79 | 37.34 | 16.79 | 33.21 | 16.08 | 9.82 | 4.58 |
| Yield(%) | 0.00 | 4.64 | 4.75 | 4.46 | 5.72 | 7.35 | 5.81 | … | … | 2.43 | 4.41 | 4.68 | 4.16 | 4.25 | 4.62 | 3.88 | 4.20 | 4.08 | 4.08 | 4.99 | 4.43 | 4.69 | 5.12 | 5.34 | 4.05 | 4.86 | 4.17 | 4.42 | 2.55 | 2.16 | 1.93 | 2.59 | 2.39 | 0.00 |
Data as of 06/09/2026, Common starting date is 11/22/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAFT (Safety Insurance Group, Inc.) |
-12.09%
Jul 2006 – Jul 2009 |
-2.52%
Aug 2018 – Aug 2023 |
6.00%
May 2016 – May 2026 |
6.99%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAFT (Safety Insurance Group, Inc.) |
54.83%
Mar 2003 – Mar 2006 |
27.08%
Jan 2003 – Jan 2008 |
18.27%
Mar 2003 – Mar 2013 |
17.46%
Aug 2003 – Aug 2018 |
Annualized Rolling Returns Comparison Chart