Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGR (Shaw Group) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 06/22/2010, Common starting date is 12/10/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGR (Shaw Group) | 12/10/1993 | 06/22/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | 59.11 | -66.13 | 80.42 | 15.16 | 62.97 | 31.06 | -17.20 | -30.00 | -53.00 | 295.10 | 216.37 | -65.22 | -1.63 | 163.29 | 97.33 | -76.92 | 18.18 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 1.50 | -0.72 | 1.71 | 0.28 | 1.28 | 0.77 | -0.28 | -0.45 | -0.82 | 4.48 | 4.00 | -0.98 | -0.82 | 2.73 | 1.58 | -0.75 | 40.21 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | 0.00 | 71.86 | 92.83 | 45.42 | 42.37 | 47.46 | 38.87 | 64.46 | 68.47 | 68.30 | 65.03 | 53.23 | 69.77 | 69.04 | 57.78 | 59.01 | 107.06 | 47.76 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 32.86 | 82.34 | 29.51 | 44.90 | 29.64 | 32.16 | 62.63 | 69.94 | 66.97 | 33.02 | 25.13 | 75.13 | 51.40 | 43.06 | 16.39 | 84.15 | 5.63 |
| Yield(%) | NA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | NA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/22/2010, Common starting date is 12/10/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGR (Shaw Group) |
-41.45%
May 2001 – May 2004 |
-14.64%
May 2001 – May 2006 |
-0.91%
Mar 1994 – Mar 2004 |
4.46%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGR (Shaw Group) |
89.33%
Aug 1998 – Aug 2001 |
62.30%
Dec 1995 – Dec 2000 |
28.52%
Aug 1998 – Aug 2008 |
11.67%
Jul 1994 – Jul 2009 |
Annualized Rolling Returns Comparison Chart