Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SBCMX (SC WMC Blue Chip Mid Cap Initial ) | NA | 2.33% | 5.49% | -1.93% | 2.23% | NA | NA | … | … |
Data as of 01/16/2013, Common starting date is 01/10/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SBCMX (SC WMC Blue Chip Mid Cap Initial ) | 01/10/2001 | 01/16/2013 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.33 | 5.49 | -1.93 | 2.23 | NA | NA | … | … | 0.00 | 7.10 | -7.79 | 23.17 | 30.04 | -48.08 | -5.72 | -7.57 | 13.62 | 16.14 | 36.09 | -14.91 | -0.30 |
| Sharpe Ratio | NA | 0.15 | 0.26 | -0.07 | 0.04 | NA | NA | … | … | 0.00 | 0.41 | -0.28 | 1.15 | 1.10 | -1.13 | -0.34 | -0.49 | 0.93 | 1.18 | 2.13 | -0.66 | -0.12 |
| Standard Deviation(%) | NA | 17.56 | 22.45 | 29.85 | 26.37 | NA | NA | … | … | NA | 17.34 | 27.79 | 20.09 | 27.20 | 43.13 | 26.04 | 22.05 | 12.29 | 12.86 | 16.61 | 24.16 | 22.40 |
| Draw Down(%) | NA | 11.18 | 28.22 | 59.36 | 67.55 | NA | NA | … | … | 0.00 | 11.18 | 28.22 | 15.26 | 22.34 | 59.36 | 26.32 | 24.28 | 8.13 | 11.09 | 11.93 | 30.64 | 26.31 |
| Yield(%) | 0.00 | 7.78 | 3.01 | 1.40 | 0.96 | 0.56 | 0.42 | … | … | 0.00 | 8.02 | 0.05 | 0.06 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/16/2013, Common starting date is 01/10/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBCMX (SC WMC Blue Chip Mid Cap Initial ) |
-27.84%
Feb 2006 – Feb 2009 |
-12.68%
Feb 2004 – Feb 2009 |
0.21%
Dec 2001 – Dec 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBCMX (SC WMC Blue Chip Mid Cap Initial ) |
25.47%
Mar 2003 – Mar 2006 |
13.01%
Aug 2002 – Aug 2007 |
4.10%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart