Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SLVZX (Saratoga Large Capitalization Value B) | NA | 13.72% | 7.06% | 16.27% | 0.97% | NA | NA | … | … |
Data as of 02/24/2014, Common starting date is 03/16/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SLVZX (Saratoga Large Capitalization Value B) | 03/16/1999 | 02/24/2014 |
| 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 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.72 | 7.06 | 16.27 | 0.97 | NA | NA | … | … | 0.00 | 17.67 | 16.97 | -6.63 | 13.60 | 35.72 | -52.12 | -10.24 | 17.48 | 4.82 | 8.07 | 30.43 | -29.39 | -12.95 | 7.10 | -10.46 |
| Sharpe Ratio | NA | 1.30 | 0.35 | 0.77 | 0.00 | NA | NA | … | … | 0.00 | 1.85 | 1.07 | -0.23 | 0.67 | 1.29 | -1.38 | -0.71 | 1.34 | 0.23 | 0.60 | 1.77 | -1.15 | -0.77 | 0.15 | -0.88 |
| Standard Deviation(%) | NA | 8.68 | 19.88 | 20.96 | 21.60 | NA | NA | … | … | NA | 9.53 | 15.96 | 28.98 | 20.16 | 27.56 | 38.34 | 18.85 | 10.60 | 11.40 | 11.82 | 16.84 | 26.62 | 20.14 | 19.94 | 18.36 |
| Draw Down(%) | NA | 5.98 | 28.47 | 28.47 | 67.10 | NA | NA | … | … | 0.00 | 5.98 | 13.95 | 28.47 | 19.16 | 23.50 | 58.61 | 20.16 | 9.08 | 9.25 | 8.81 | 15.52 | 40.25 | 21.08 | 15.80 | 22.37 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 1.73 | 0.91 | 0.69 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.19 | 12.25 | 0.30 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/24/2014, Common starting date is 03/16/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SLVZX (Saratoga Large Capitalization Value B) |
-24.20%
Feb 2006 – Feb 2009 |
-13.30%
Feb 2004 – Feb 2009 |
-7.98%
Apr 1999 – Apr 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SLVZX (Saratoga Large Capitalization Value B) |
21.73%
Feb 2009 – Feb 2012 |
15.18%
Jan 2009 – Jan 2014 |
3.60%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart