Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SRYS (Sagient Research Systems, Inc.) | NA | 288.89% | 132.39% | 82.44% | 25.07% | NA | NA | … | … |
Data as of 09/25/2012, Common starting date is 05/19/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SRYS (Sagient Research Systems, Inc.) | 05/19/2000 | 09/25/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 288.89 | 132.39 | 82.44 | 25.07 | NA | NA | … | … | 775.00 | -76.38 | 381.08 | 71.06 | -33.11 | 216.96 | 23.61 | 0.21 | -33.47 | 18.81 | -94.99 | 2.74 | -44.31 |
| Sharpe Ratio | NA | 1.19 | 0.60 | 0.41 | 0.11 | NA | NA | … | … | 7.06 | -0.36 | 1.82 | 0.37 | -0.23 | 1.63 | 0.07 | -0.01 | -0.25 | 0.11 | -0.42 | 0.00 | -0.05 |
| Standard Deviation(%) | NA | 242.90 | 222.22 | 201.53 | 214.76 | NA | NA | … | … | 257.59 | 213.34 | 209.00 | 194.22 | 149.56 | 132.06 | 300.33 | 272.02 | 138.90 | 171.10 | 228.00 | 183.14 | 1,265.60 |
| Draw Down(%) | NA | 78.57 | 93.88 | 93.88 | 94.81 | NA | NA | … | … | 25.00 | 91.84 | 47.37 | 57.40 | 58.94 | 41.70 | 88.78 | 85.56 | 84.30 | 59.92 | 97.34 | 80.20 | 99.96 |
| Yield(%) | 0.00 | 0.00 | 10.44 | 16.80 | 3.88 | 2.79 | 2.09 | … | … | 0.00 | 5.26 | 17.37 | 25.83 | 17.20 | 51.67 | 5.38 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/25/2012, Common starting date is 05/19/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRYS (Sagient Research Systems, Inc.) |
-97.73%
Jul 2000 – Jul 2003 |
-89.39%
Jun 2000 – Jun 2005 |
-56.22%
Jul 2000 – Jul 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRYS (Sagient Research Systems, Inc.) |
177.25%
Mar 2008 – Mar 2011 |
150.62%
Feb 2006 – Feb 2011 |
25.04%
Aug 2002 – Aug 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart