Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SNG (Southern New England Telecommunications Corp) | NA | 6.55% | 16.57% | 138.25% | 37.55% | NA | NA | … | … |
Data as of 12/05/2014, Common starting date is 10/24/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SNG (Southern New England Telecommunications Corp) | 10/24/2002 | 12/05/2014 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.62 | 6.55 | 16.57 | 138.25 | 37.55 | NA | NA | … | … | 8.03 | 57.20 | 5.26 | -44.49 | 11.67 | -37.50 | -67.01 | 46.23 | -1.97 | 26.87 | -36.51 | 159.79 | 40.58 |
| Sharpe Ratio | NA | 0.94 | 0.31 | 1.37 | 0.49 | NA | NA | … | … | 0.90 | 1.17 | 0.10 | -0.70 | 0.65 | -0.25 | -0.73 | 0.89 | -0.16 | 0.48 | -0.38 | 2.49 | 7.53 |
| Standard Deviation(%) | NA | 33.85 | 47.95 | 92.47 | 79.83 | NA | NA | … | … | 16.29 | 49.27 | 55.18 | 63.91 | 45.83 | 149.40 | 92.38 | 48.80 | 32.59 | 50.94 | 99.12 | 63.84 | 72.40 |
| Draw Down(%) | NA | 14.52 | 36.68 | 57.58 | 95.97 | NA | NA | … | … | 7.00 | 31.79 | 24.99 | 49.49 | 21.77 | 84.17 | 79.66 | 28.49 | 29.28 | 31.13 | 71.75 | 33.33 | 20.79 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/05/2014, Common starting date is 10/24/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SNG (Southern New England Telecommunications Corp) |
-54.04%
Jul 2011 – Jul 2014 |
-36.33%
Feb 2004 – Feb 2009 |
10.04%
Jul 2004 – Jul 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SNG (Southern New England Telecommunications Corp) |
311.02%
May 2009 – May 2012 |
160.37%
May 2009 – May 2014 |
42.98%
Aug 2004 – Aug 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart