Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SRTTX (SERIES T SERIES T) | NA | -0.61% | 1.32% | 0.88% | 0.92% | -4.50% | NA | … | … |
Data as of 12/07/2020, Common starting date is 03/17/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SRTTX (SERIES T SERIES T) | 03/17/2004 | 12/07/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.61 | 1.32 | 0.88 | 0.92 | -4.50 | NA | … | … | -0.41 | 10.86 | -5.79 | 1.52 | 0.44 | -2.97 | 4.42 | -3.42 | 4.00 | 3.69 | 1.64 | -14.54 | -44.84 | -6.95 | 0.31 | -3.18 | -1.85 |
| Sharpe Ratio | NA | -0.09 | 0.05 | 0.02 | 0.12 | NA | NA | … | … | -0.08 | 2.17 | -1.66 | 0.26 | 0.07 | -0.81 | 1.65 | -0.99 | 1.22 | 0.80 | 0.32 | -1.83 | -5.57 | -2.85 | -1.18 | -2.11 | -1.00 |
| Standard Deviation(%) | NA | 7.93 | 5.84 | 5.03 | 4.45 | NA | NA | … | … | 8.10 | 4.61 | 4.30 | 3.50 | 3.27 | 3.69 | 2.66 | 3.49 | 3.25 | 4.60 | 4.84 | 7.98 | 8.20 | 3.52 | 2.55 | 2.54 | 3.36 |
| Draw Down(%) | NA | 15.70 | 15.70 | 15.70 | 15.70 | NA | NA | … | … | 15.70 | 2.63 | 7.07 | 1.51 | 4.38 | 4.99 | 1.06 | 5.93 | 1.31 | 2.21 | 5.29 | 17.89 | 45.30 | 8.30 | 3.06 | 4.15 | 4.09 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.01 | 0.01 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.49 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/07/2020, Common starting date is 03/17/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRTTX (SERIES T SERIES T) |
-24.38%
Mar 2006 – Mar 2009 |
-16.01%
Apr 2004 – Apr 2009 |
-7.39%
Apr 2004 – Apr 2014 |
-4.99%
Apr 2004 – Apr 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRTTX (SERIES T SERIES T) |
3.40%
May 2009 – May 2012 |
2.34%
Jun 2009 – Jun 2014 |
1.54%
Feb 2010 – Feb 2020 |
-4.45%
Feb 2005 – Feb 2020 |
Annualized Rolling Returns Comparison Chart