Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGOBX (MSCI EAFE EQUAL WEIGHT B) | NA | 0.00% | 4.61% | 4.32% | 3.07% | 4.30% | 4.57% | … | … |
Data as of 07/12/2016, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGOBX (MSCI EAFE EQUAL WEIGHT B) | 06/21/1996 | 07/12/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 4.61 | 4.32 | 3.07 | 4.30 | 4.57 | … | … | 0.00 | -1.74 | 1.59 | 16.68 | 14.10 | -15.91 | 14.09 | 20.19 | -39.06 | -29.10 | 1.36 | 12.56 | 17.14 | 40.90 | -24.10 | -13.84 | -17.73 | 40.15 | 9.46 | -3.68 | -4.44 |
| Sharpe Ratio | NA | 0.00 | 0.26 | 0.16 | -0.13 | NA | NA | … | … | 0.00 | -0.24 | 0.18 | 1.39 | 0.95 | -0.64 | 0.76 | 0.98 | -1.16 | -0.67 | -0.10 | 1.11 | 1.30 | 2.69 | -1.31 | -0.91 | -0.73 | 2.18 | 0.39 | -4.20 | -0.85 |
| Standard Deviation(%) | NA | 1.34 | 7.68 | 14.26 | 35.14 | NA | NA | … | … | NA | 7.33 | 8.91 | 12.01 | 14.90 | 24.94 | 18.38 | 20.47 | 34.32 | 48.10 | 18.71 | 9.33 | 12.48 | 14.94 | 19.17 | 18.07 | 29.98 | 16.97 | 15.57 | 13.97 | 13.78 |
| Draw Down(%) | NA | 0.00 | 10.82 | 23.52 | 70.29 | NA | NA | … | … | 0.00 | 5.67 | 10.82 | 9.71 | 16.75 | 25.51 | 15.09 | 20.93 | 48.80 | 40.43 | 14.08 | 6.88 | 12.37 | 15.69 | 31.16 | 28.32 | 33.88 | 11.25 | 21.01 | 19.93 | 10.04 |
| Yield(%) | 0.00 | 0.00 | 2.68 | 2.06 | 6.26 | 5.79 | 5.96 | … | … | 0.00 | 1.64 | 3.40 | 2.88 | 1.96 | 0.07 | 0.99 | 0.00 | 0.95 | 39.78 | 15.16 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 20.05 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/12/2016, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGOBX (MSCI EAFE EQUAL WEIGHT B) |
-18.31%
Mar 2000 – Mar 2003 |
-6.42%
May 2007 – May 2012 |
0.17%
Jun 2000 – Jun 2010 |
2.88%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGOBX (MSCI EAFE EQUAL WEIGHT B) |
29.53%
Mar 2003 – Mar 2006 |
20.21%
Oct 2002 – Oct 2007 |
9.60%
Dec 1997 – Dec 2007 |
6.08%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison Chart