Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SAPE (Sapient Corp) | NA | 56.71% | 23.13% | 29.85% | 15.31% | -2.83% | NA | … | … |
Data as of 02/06/2015, Common starting date is 04/08/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAPE (Sapient Corp) | 04/08/1996 | 02/06/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.48 | 56.71 | 23.13 | 29.85 | 15.31 | -2.83 | NA | … | … | 0.40 | 43.32 | 64.39 | -16.19 | 4.13 | 46.31 | 86.26 | -49.60 | 60.47 | -3.51 | -28.07 | 40.25 | 175.12 | -73.45 | -35.34 | -83.06 | 403.36 | 82.86 | 45.38 | 23.91 |
| Sharpe Ratio | NA | 1.52 | 0.70 | 0.74 | 0.28 | NA | NA | … | … | 1.42 | 1.03 | 2.25 | -0.46 | 0.09 | 1.34 | 1.44 | -0.71 | 1.33 | -0.12 | -0.66 | 0.63 | 2.19 | -0.60 | -0.32 | -0.73 | 5.54 | 1.07 | -0.22 | 0.52 |
| Standard Deviation(%) | NA | 37.18 | 32.82 | 35.41 | 47.25 | NA | NA | … | … | 2.89 | 42.24 | 28.62 | 35.66 | 45.32 | 34.47 | 59.73 | 70.64 | 43.44 | 58.30 | 45.50 | 62.73 | 79.53 | 123.35 | 118.08 | 118.92 | 72.29 | 74.58 | 44.89 | 58.03 |
| Draw Down(%) | NA | 21.13 | 28.92 | 41.67 | 66.26 | NA | NA | … | … | 0.44 | 21.13 | 12.15 | 30.79 | 41.67 | 10.95 | 29.31 | 65.02 | 27.82 | 45.34 | 42.19 | 34.77 | 32.00 | 90.93 | 81.74 | 86.60 | 38.83 | 59.76 | 34.22 | 45.41 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 1.79 | 1.01 | 0.05 | 0.10 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 2.87 | 4.07 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/06/2015, Common starting date is 04/08/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAPE (Sapient Corp) |
-69.24%
Dec 1999 – Dec 2002 |
-36.73%
Jul 1997 – Jul 2002 |
-19.29%
Dec 1999 – Dec 2009 |
-5.82%
Dec 1999 – Dec 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAPE (Sapient Corp) |
137.41%
Dec 1996 – Dec 1999 |
59.07%
Jul 2002 – Jul 2007 |
32.28%
Jul 2002 – Jul 2012 |
8.89%
Mar 1997 – Mar 2012 |
Annualized Rolling Returns Comparison Chart