Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SMHG (Sanders Morris Harris Group) | NA | 52.52% | 6.03% | -10.33% | 4.87% | NA | NA | … | … |
Data as of 05/26/2011, Common starting date is 02/11/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SMHG (Sanders Morris Harris Group) | 02/11/1999 | 05/26/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.13 | 52.52 | 6.03 | -10.33 | 4.87 | NA | NA | … | … | 10.74 | 34.47 | -4.93 | -40.11 | -18.37 | -21.10 | -6.77 | 44.91 | 43.65 | 74.12 | 20.00 | 6.25 | -42.86 |
| Sharpe Ratio | NA | 1.48 | 0.09 | -0.22 | 0.07 | NA | NA | … | … | 0.82 | 0.93 | -0.07 | -0.59 | -0.55 | -0.85 | -0.35 | 1.43 | 1.20 | 1.95 | 0.20 | 0.02 | -0.67 |
| Standard Deviation(%) | NA | 35.36 | 60.15 | 51.86 | 45.94 | NA | NA | … | … | 35.17 | 36.88 | 68.73 | 69.09 | 39.08 | 28.78 | 25.58 | 30.85 | 35.83 | 37.47 | 91.28 | 92.89 | 74.43 |
| Draw Down(%) | NA | 15.58 | 65.05 | 74.47 | 78.56 | NA | NA | … | … | 9.89 | 21.67 | 39.26 | 59.34 | 40.67 | 33.63 | 18.60 | 24.30 | 15.56 | 14.61 | 57.30 | 48.15 | 44.57 |
| Yield(%) | 0.00 | 3.54 | 2.53 | 1.18 | 2.58 | 1.44 | 1.08 | … | … | 1.35 | 2.40 | 2.92 | 1.79 | 1.43 | 1.12 | 1.05 | 1.24 | 1.52 | 1.96 | 0.00 | 0.00 | 0.00 |
Data as of 05/26/2011, Common starting date is 02/11/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMHG (Sanders Morris Harris Group) |
-36.27%
Mar 2006 – Mar 2009 |
-21.39%
Jan 2005 – Jan 2010 |
-1.44%
Mar 1999 – Mar 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMHG (Sanders Morris Harris Group) |
57.52%
Nov 2001 – Nov 2004 |
40.05%
Mar 2000 – Mar 2005 |
7.35%
Mar 2000 – Mar 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart