Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| STAN | NA | 11.04% | 11.17% | 6.69% | NA | NA | NA | … | … |
Data as of 11/29/2013, Common starting date is 06/02/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STAN | 06/02/2004 | 11/29/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.92 | 11.04 | 11.17 | 6.69 | NA | NA | NA | … | … | 11.14 | 23.06 | -5.85 | 19.52 | -17.89 | -20.23 | 26.24 | 96.07 | 27.71 | 17.19 |
| Sharpe Ratio | NA | 0.52 | 0.35 | 0.11 | NA | NA | NA | … | … | 0.57 | 0.79 | -0.14 | 0.73 | -0.39 | -0.38 | 0.58 | 2.70 | 0.96 | 0.71 |
| Standard Deviation(%) | NA | 21.05 | 31.63 | 35.41 | NA | NA | NA | … | … | 21.24 | 29.37 | 40.68 | 26.51 | 45.82 | 55.51 | 40.49 | 34.57 | 26.52 | 42.46 |
| Draw Down(%) | NA | 14.44 | 26.00 | 31.56 | NA | NA | NA | … | … | 14.12 | 14.93 | 23.56 | 16.28 | 31.56 | 37.76 | 21.11 | 17.68 | 14.37 | 11.52 |
| 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 11/29/2013, Common starting date is 06/02/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STAN (STAN) |
-11.05%
Sep 2008 – Sep 2011 |
-1.93%
Dec 2007 – Dec 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STAN (STAN) |
49.30%
Oct 2004 – Oct 2007 |
22.25%
Oct 2004 – Oct 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart