Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SFI | NA | -4.27% | 38.63% | 531.89% | 109.02% | 78.53% | 68.23% | … | … |
Data as of 03/30/2015, Common starting date is 11/16/1989
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SFI | 11/16/1989 | 03/30/2015 |
| 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 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.26 | -4.27 | 38.63 | 531.89 | 109.02 | 78.53 | 68.23 | … | … | 7.95 | -1.62 | 63.07 | 54.06 | -32.35 | 205.47 | 14.80 | -90.24 | -40.35 | 44.44 | -15.09 | 24.57 | 49.14 | 23.05 | 39.60 | 31.59 | -67.89 | 71.01 | 250.63 | 247.83 | -9.80 | -44.57 | -94.00 | 4.71 | 42.23 | -41.54 | -3.77 |
| Sharpe Ratio | NA | 0.00 | 0.01 | 0.21 | 0.06 | NA | NA | … | … | 2.15 | 0.00 | 2.25 | 1.62 | -0.51 | 2.77 | 0.10 | -0.47 | -1.07 | 2.71 | -0.98 | 1.42 | 3.30 | 1.20 | 1.80 | 1.11 | -0.76 | 0.98 | 2.13 | 2.24 | -0.12 | -0.38 | -0.32 | 0.09 | 1.54 | -1.84 | -1.82 |
| Standard Deviation(%) | NA | 2,973.39 | 2,872.83 | 2,573.64 | 1,833.25 | NA | NA | … | … | 17.61 | 2,973.43 | 29.18 | 33.66 | 63.22 | 74.06 | 141.60 | 195.71 | 40.52 | 15.23 | 17.64 | 16.61 | 14.68 | 18.27 | 21.15 | 24.79 | 93.59 | 69.39 | 90.82 | 107.69 | 117.55 | 126.42 | 297.93 | 26.03 | 24.91 | 25.31 | 18.52 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 8.08 | 100.00 | 17.75 | 27.82 | 55.29 | 60.30 | 71.64 | 96.00 | 48.53 | 6.67 | 17.98 | 18.16 | 8.14 | 17.68 | 20.92 | 12.53 | 76.57 | 40.09 | 42.78 | 30.16 | 33.33 | 66.88 | 96.44 | 20.12 | 10.51 | 42.30 | 9.99 |
| Yield(%) | 0.00 | 17.81 | 20.56 | 48,889.33 | 2,666.80 | 4,260.49 | 96,728.18 | … | … | 0.00 | 19.76 | 8.82 | 1,250,083.33 | 18,656.72 | 0.00 | 0.00 | 6.76 | 6.96 | 8.43 | 6.53 | 7.17 | 9.43 | 10.25 | 12.78 | 14.07 | 3.15 | 20.32 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/30/2015, Common starting date is 11/16/1989
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFI (SFI) |
-69.45%
Jul 1992 – Jul 1995 |
-67.40%
Apr 2007 – Apr 2012 |
-38.09%
Apr 2002 – Apr 2012 |
-25.32%
Dec 1997 – Dec 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFI (SFI) |
2,315.85%
Jan 2009 – Jan 2012 |
751.37%
Jan 2009 – Jan 2014 |
112.40%
Apr 2004 – Apr 2014 |
81.03%
May 1996 – May 2011 |
Annualized Rolling Returns Comparison Chart