Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SPMBX (Saratoga Mid Capitalization B) | NA | 16.22% | 7.99% | 18.10% | 3.78% | NA | NA | … | … |
Data as of 02/24/2014, Common starting date is 07/23/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPMBX (Saratoga Mid Capitalization B) | 07/23/2002 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 16.22 | 7.99 | 18.10 | 3.78 | NA | NA | … | … | 0.00 | 23.36 | 14.42 | -4.91 | 18.65 | 29.90 | -33.49 | 7.14 | 8.56 | -11.91 | 5.02 | 37.41 | 1.60 |
| Sharpe Ratio | NA | 1.31 | 0.40 | 0.84 | 0.12 | NA | NA | … | … | 0.00 | 2.05 | 0.96 | -0.17 | 0.84 | 1.03 | -0.86 | 0.24 | 0.42 | -0.68 | 0.22 | 2.14 | 0.08 |
| Standard Deviation(%) | NA | 10.43 | 19.68 | 21.59 | 23.60 | NA | NA | … | … | NA | 11.38 | 15.06 | 28.40 | 22.00 | 29.05 | 40.00 | 17.12 | 12.50 | 20.77 | 18.16 | 17.16 | 31.99 |
| Draw Down(%) | NA | 5.88 | 28.14 | 28.14 | 53.19 | NA | NA | … | … | 0.00 | 5.88 | 12.53 | 28.14 | 19.91 | 24.71 | 49.89 | 13.14 | 12.73 | 18.62 | 12.21 | 14.15 | 24.29 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 2.83 | 2.70 | 2.02 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 8.73 | 23.63 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/24/2014, Common starting date is 07/23/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPMBX (Saratoga Mid Capitalization B) |
-14.41%
Nov 2005 – Nov 2008 |
-9.85%
Feb 2004 – Feb 2009 |
3.37%
Aug 2002 – Aug 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPMBX (Saratoga Mid Capitalization B) |
23.65%
Feb 2009 – Feb 2012 |
17.05%
Jan 2009 – Jan 2014 |
7.03%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart