Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGBFX (Core I) | NA | -0.64% | -0.82% | -0.31% | 1.01% | NA | NA | … | … |
Data as of 11/14/2014, Common starting date is 09/05/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGBFX (Core I) | 09/05/2002 | 11/14/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.64 | -0.82 | -0.31 | 1.01 | NA | NA | … | … | -0.79 | -1.35 | -0.18 | -0.35 | 0.88 | 1.80 | 3.25 | 4.63 | 2.44 | 0.00 | -0.61 | -1.10 | -0.10 |
| Sharpe Ratio | NA | -0.82 | -0.84 | -0.30 | 0.01 | NA | NA | … | … | -1.12 | -1.56 | -0.19 | -0.29 | 0.58 | 1.23 | 0.85 | 0.98 | -0.74 | -2.35 | -1.71 | -1.54 | -1.57 |
| Standard Deviation(%) | NA | 0.81 | 1.01 | 1.16 | 1.44 | NA | NA | … | … | 0.82 | 0.89 | 1.27 | 1.30 | 1.38 | 1.38 | 2.72 | 1.64 | 1.17 | 0.93 | 0.91 | 1.16 | 0.81 |
| Draw Down(%) | NA | 0.83 | 2.61 | 2.96 | 2.96 | NA | NA | … | … | 0.79 | 1.63 | 0.95 | 0.63 | 0.52 | 0.72 | 1.26 | 0.41 | 0.30 | 0.61 | 1.01 | 1.20 | 0.30 |
| Yield(%) | 0.00 | 0.46 | 0.97 | 1.27 | 1.93 | 1.27 | 0.95 | … | … | 0.32 | 1.04 | 1.41 | 1.33 | 1.91 | 1.99 | 4.61 | 4.53 | 2.42 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/14/2014, Common starting date is 09/05/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGBFX (Core I) |
-0.89%
Oct 2011 – Oct 2014 |
-0.33%
Oct 2009 – Oct 2014 |
0.99%
Sep 2003 – Sep 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGBFX (Core I) |
3.83%
Apr 2006 – Apr 2009 |
2.72%
Aug 2005 – Aug 2010 |
1.10%
Nov 2002 – Nov 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart