Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGZA | NA | 0.20% | -0.82% | 2.46% | NA | NA | NA | … | … |
Data as of 03/25/2019, Common starting date is 02/25/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGZA | 02/25/2013 | 03/25/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.04 | 0.20 | -0.82 | 2.46 | NA | NA | NA | … | … | 5.01 | -4.88 | 5.36 | -8.11 | 4.04 | 26.45 | -20.25 |
| Sharpe Ratio | NA | -0.16 | -0.19 | 0.23 | NA | NA | NA | … | … | 2.56 | -0.79 | 0.62 | -0.82 | 0.52 | 3.10 | -1.83 |
| Standard Deviation(%) | NA | 8.44 | 8.54 | 8.34 | NA | NA | NA | … | … | 8.76 | 7.83 | 7.67 | 10.08 | 7.65 | 8.54 | 12.75 |
| Draw Down(%) | NA | 9.39 | 12.91 | 12.91 | NA | NA | NA | … | … | 2.16 | 9.39 | 2.91 | 12.54 | 4.82 | 4.30 | 23.66 |
| Yield(%) | 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 03/25/2019, Common starting date is 02/25/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGZA (SGZA) |
-2.42%
Dec 2015 – Dec 2018 |
-0.24%
Apr 2013 – Apr 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGZA (SGZA) |
8.17%
Sep 2013 – Sep 2016 |
4.95%
Feb 2014 – Feb 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart