Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SDNYX (SHORT DURATION NEW YORK MUNICIPAL PORTFOLIO SHORT DURATION NEW YORK MUNICIPAL PORTFOLIO) | NA | 0.22% | 0.28% | 0.33% | 1.36% | 1.54% | 2.10% | … | … |
Data as of 04/13/2017, Common starting date is 10/19/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SDNYX (SHORT DURATION NEW YORK MUNICIPAL PORTFOLIO SHORT DURATION NEW YORK MUNICIPAL PORTFOLIO) | 10/19/1994 | 04/13/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.08 | 0.22 | 0.28 | 0.33 | 1.36 | 1.54 | 2.10 | … | … | 0.20 | 0.24 | 0.23 | 0.42 | 0.18 | 0.80 | 2.27 | 0.17 | 3.56 | 2.60 | 3.66 | 2.51 | 1.46 | 1.01 | 1.77 | 2.84 | 4.52 | 4.68 | 1.96 | 3.78 | 3.88 | 3.43 | 6.03 | 0.35 |
| Sharpe Ratio | NA | -0.07 | 0.24 | 0.36 | 1.18 | NA | NA | … | … | 0.43 | 0.04 | 0.33 | 0.64 | 0.21 | 1.25 | 2.85 | 0.10 | 4.00 | 1.20 | 0.61 | -0.85 | -0.79 | 0.07 | 1.12 | 0.77 | 1.77 | 0.54 | -1.11 | 0.38 | -39.85 | -0.05 | 1.54 | -1.06 |
| Standard Deviation(%) | NA | 0.75 | 0.66 | 0.65 | 0.84 | NA | NA | … | … | 0.69 | 0.75 | 0.60 | 0.63 | 0.67 | 0.60 | 0.79 | 0.82 | 0.86 | 1.38 | 1.05 | 0.93 | 0.91 | 0.91 | 0.97 | 2.27 | 1.26 | 1.19 | 1.13 | 1.19 | 1.28 | 1.48 | 1.42 | 1.88 |
| Draw Down(%) | NA | 0.70 | 0.70 | 0.83 | 1.67 | NA | NA | … | … | 0.22 | 0.70 | 0.39 | 0.32 | 0.83 | 0.29 | 0.40 | 0.97 | 0.24 | 1.67 | 0.32 | 0.24 | 0.49 | 1.12 | 0.71 | 1.41 | 0.43 | 0.33 | 0.32 | 0.32 | 0.40 | 0.71 | 0.48 | 0.64 |
| Yield(%) | 0.00 | 0.46 | 0.36 | 0.47 | 1.30 | 1.56 | 2.07 | … | … | 0.04 | 0.48 | 0.30 | 0.34 | 0.66 | 0.72 | 1.36 | 1.76 | 2.07 | 2.73 | 3.11 | 2.39 | 2.08 | 1.79 | 1.91 | 2.40 | 3.48 | 3.76 | 3.30 | 3.62 | 4.12 | 4.22 | 4.22 | 1.22 |
Data as of 04/13/2017, Common starting date is 10/19/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SDNYX (SHORT DURATION NEW YORK MUNICIPAL PORTFOLIO SHORT DURATION NEW YORK MUNICIPAL PORTFOLIO) |
0.17%
Mar 2013 – Mar 2016 |
0.33%
Mar 2012 – Mar 2017 |
1.36%
Mar 2007 – Mar 2017 |
1.53%
Feb 2002 – Feb 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SDNYX (SHORT DURATION NEW YORK MUNICIPAL PORTFOLIO SHORT DURATION NEW YORK MUNICIPAL PORTFOLIO) |
4.47%
Nov 1994 – Nov 1997 |
3.97%
Nov 1994 – Nov 1999 |
3.41%
Nov 1994 – Nov 2004 |
3.21%
Nov 1994 – Nov 2009 |
Annualized Rolling Returns Comparison Chart