Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SQBZX (Saratoga Investment Quality Bond B) | NA | -1.40% | 0.71% | 1.78% | 0.48% | NA | NA | … | … |
Data as of 02/24/2014, Common starting date is 03/16/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SQBZX (Saratoga Investment Quality Bond 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 | -1.40 | 0.71 | 1.78 | 0.48 | NA | NA | … | … | 0.00 | -1.37 | 1.82 | 1.95 | 2.64 | 2.81 | -0.10 | 2.68 | 0.00 | -2.71 | -2.25 | -3.41 | 1.54 | 2.26 | 3.99 | -3.83 |
| Sharpe Ratio | NA | -0.90 | 0.36 | 0.60 | -0.18 | NA | NA | … | … | 0.00 | -0.96 | 1.06 | 0.71 | 0.80 | 0.58 | -0.19 | -0.11 | -1.61 | -2.15 | -0.99 | -0.84 | 0.10 | -0.02 | -0.02 | -2.93 |
| Standard Deviation(%) | NA | 1.37 | 1.90 | 2.86 | 3.21 | NA | NA | … | … | NA | 1.46 | 1.67 | 2.71 | 3.17 | 4.67 | 5.50 | 3.01 | 2.05 | 2.27 | 3.24 | 4.87 | 4.39 | 3.77 | 2.79 | 2.74 |
| Draw Down(%) | NA | 2.60 | 2.78 | 3.17 | 8.80 | NA | NA | … | … | 0.00 | 2.60 | 0.88 | 2.36 | 3.17 | 4.48 | 7.46 | 2.35 | 2.36 | 3.20 | 3.87 | 5.74 | 3.05 | 3.73 | 2.74 | 4.31 |
| Yield(%) | 0.00 | 0.40 | 1.73 | 1.81 | 0.87 | 0.58 | 0.44 | … | … | 0.00 | 0.43 | 1.91 | 3.01 | 3.41 | 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 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 |
|---|---|---|---|---|
| SQBZX (Saratoga Investment Quality Bond B) |
-3.81%
May 2003 – May 2006 |
-2.31%
Oct 2003 – Oct 2008 |
-0.34%
Apr 1999 – Apr 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SQBZX (Saratoga Investment Quality Bond B) |
4.30%
Oct 2008 – Oct 2011 |
2.65%
Oct 2008 – Oct 2013 |
0.75%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart