Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SQETX (RidgeWorth Large Cap Quantitative Eq I ) | NA | 25.60% | 4.69% | 2.70% | NA | NA | NA | … | … |
Data as of 07/15/2011, Common starting date is 08/28/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SQETX (RidgeWorth Large Cap Quantitative Eq I ) | 08/28/2003 | 07/15/2011 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.90 | 25.60 | 4.69 | 2.70 | NA | NA | NA | … | … | 9.29 | 14.95 | 22.12 | -36.27 | 7.24 | 8.17 | 8.42 | 10.25 | 13.64 |
| Sharpe Ratio | NA | 1.73 | 0.16 | 0.06 | NA | NA | NA | … | … | 1.32 | 0.78 | 0.88 | -0.94 | 0.26 | 0.39 | 0.43 | 0.56 | 2.45 |
| Standard Deviation(%) | NA | 14.72 | 28.91 | 24.75 | NA | NA | NA | … | … | 13.58 | 19.16 | 24.89 | 39.51 | 16.24 | 12.45 | 14.45 | 16.59 | 18.32 |
| Draw Down(%) | NA | 7.26 | 45.12 | 52.68 | NA | NA | NA | … | … | 5.69 | 15.68 | 25.79 | 49.03 | 11.68 | 10.92 | 10.16 | 11.32 | 5.55 |
| Yield(%) | 0.00 | 0.81 | 0.69 | 3.72 | 3.51 | 2.34 | 1.76 | … | … | 0.32 | 0.66 | 1.08 | 0.55 | 12.71 | 3.14 | 8.30 | 0.00 | 2.34 |
Data as of 07/15/2011, Common starting date is 08/28/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SQETX (RidgeWorth Large Cap Quantitative Eq I ) |
-16.26%
Feb 2006 – Feb 2009 |
-6.91%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SQETX (RidgeWorth Large Cap Quantitative Eq I ) |
12.19%
Sep 2003 – Sep 2006 |
4.69%
Sep 2003 – Sep 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart