Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SPEBX (Saratoga Energy & Basic Materials B) | NA | 7.97% | -3.57% | 13.16% | 7.41% | 8.95% | NA | … | … |
Data as of 02/24/2014, Common starting date is 10/08/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPEBX (Saratoga Energy & Basic Materials B) | 10/08/1998 | 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 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.97 | -3.57 | 13.16 | 7.41 | 8.95 | NA | … | … | 0.00 | 13.00 | -2.62 | -11.79 | 23.38 | 41.40 | -48.22 | 32.22 | 4.91 | 37.58 | 27.70 | 18.09 | -6.42 | -13.73 | 24.44 | 39.15 | -0.54 |
| Sharpe Ratio | NA | 0.43 | -0.15 | 0.48 | 0.21 | NA | NA | … | … | 0.00 | 1.05 | -0.14 | -0.33 | 0.81 | 1.10 | -0.88 | 1.27 | 0.06 | 1.61 | 1.44 | 1.21 | -0.33 | -0.59 | 0.79 | 1.85 | -0.31 |
| Standard Deviation(%) | NA | 11.12 | 24.42 | 27.55 | 30.92 | NA | NA | … | … | NA | 12.33 | 19.26 | 35.54 | 28.68 | 37.56 | 55.65 | 23.01 | 26.49 | 22.00 | 18.61 | 14.41 | 23.08 | 27.54 | 25.70 | 19.41 | 17.02 |
| Draw Down(%) | NA | 8.60 | 38.29 | 38.29 | 63.01 | NA | NA | … | … | 0.00 | 8.60 | 23.20 | 38.29 | 27.55 | 24.85 | 63.01 | 16.06 | 27.42 | 15.21 | 11.28 | 11.00 | 30.46 | 42.40 | 24.07 | 12.52 | 12.56 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 10.54 | 11.95 | 8.57 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 21.05 | 40.49 | 3.22 | 0.00 | 0.00 | 0.00 | 0.00 | 8.70 | 8.04 | 0.00 | 3.37 |
Data as of 02/24/2014, Common starting date is 10/08/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPEBX (Saratoga Energy & Basic Materials B) |
-15.05%
Feb 2006 – Feb 2009 |
-5.85%
Jun 2008 – Jun 2013 |
4.58%
Jun 2000 – Jun 2010 |
8.77%
Dec 1998 – Dec 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPEBX (Saratoga Energy & Basic Materials B) |
37.12%
Apr 2003 – Apr 2006 |
25.96%
Jun 2003 – Jun 2008 |
10.21%
Mar 2003 – Mar 2013 |
8.99%
Jan 1999 – Jan 2014 |
Annualized Rolling Returns Comparison Chart