Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SRX (SRA INTERNATIONAL INC.) | NA | 49.50% | 12.94% | 4.12% | NA | NA | NA | … | … |
Data as of 07/20/2011, Common starting date is 05/28/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SRX (SRA INTERNATIONAL INC.) | 05/28/2002 | 07/20/2011 |
| 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 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.13 | 49.50 | 12.94 | 4.12 | NA | NA | NA | … | … | 52.86 | 7.07 | 10.72 | -41.43 | 10.13 | -12.44 | -4.86 | 48.96 | 59.10 | 23.14 |
| Sharpe Ratio | NA | 1.79 | 0.24 | 0.05 | NA | NA | NA | … | … | 4.21 | 0.23 | 0.28 | -0.72 | 0.21 | -0.45 | -0.23 | 1.46 | 1.45 | 0.89 |
| Standard Deviation(%) | NA | 27.67 | 53.43 | 62.09 | NA | NA | NA | … | … | 27.80 | 30.07 | 38.64 | 58.73 | 34.52 | 35.10 | 30.26 | 32.84 | 40.30 | 45.26 |
| Draw Down(%) | NA | 17.78 | 52.07 | 64.02 | NA | NA | NA | … | … | 7.46 | 21.16 | 34.97 | 58.68 | 24.77 | 38.39 | 27.88 | 19.02 | 26.94 | 21.68 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 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 07/20/2011, Common starting date is 05/28/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRX (SRA INTERNATIONAL INC.) |
-26.96%
Mar 2006 – Mar 2009 |
-11.08%
Sep 2005 – Sep 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRX (SRA INTERNATIONAL INC.) |
47.11%
Mar 2003 – Mar 2006 |
17.71%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart