Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| STRTX (ISI Strategy) | NA | 11.02% | 13.11% | 10.42% | 7.73% | 5.48% | NA | … | … |
Data as of 04/15/2015, Common starting date is 12/17/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STRTX (ISI Strategy) | 12/17/1997 | 04/15/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.02 | 13.11 | 10.42 | 7.73 | 5.48 | NA | … | … | 0.67 | 9.32 | 26.49 | 13.56 | -0.03 | 13.77 | 24.52 | -30.14 | 7.66 | 11.90 | 7.92 | 8.96 | 21.17 | -12.55 | -5.73 | -1.61 | 10.01 | 18.57 | 0.99 |
| Sharpe Ratio | NA | 1.10 | 1.33 | 0.72 | 0.41 | NA | NA | … | … | 0.21 | 0.92 | 2.96 | 1.36 | 0.00 | 0.84 | 1.13 | -1.02 | 0.36 | 0.97 | 0.69 | 1.06 | 1.64 | -0.82 | -0.62 | -0.39 | 0.57 | 1.32 | 2.52 |
| Standard Deviation(%) | NA | 10.05 | 9.79 | 14.39 | 16.71 | NA | NA | … | … | 11.26 | 10.08 | 8.95 | 10.03 | 22.17 | 16.27 | 21.54 | 30.27 | 13.01 | 8.91 | 8.37 | 7.54 | 12.53 | 16.59 | 13.19 | 14.36 | 11.85 | 11.54 | 11.17 |
| Draw Down(%) | NA | 7.10 | 7.11 | 19.38 | 44.86 | NA | NA | … | … | 3.97 | 7.10 | 4.73 | 8.21 | 19.38 | 14.62 | 20.41 | 40.62 | 8.84 | 6.67 | 5.06 | 5.43 | 9.18 | 21.20 | 19.78 | 10.21 | 8.47 | 11.63 | 1.68 |
| Yield(%) | 0.00 | 7.01 | 7.37 | 5.34 | 4.65 | 3.65 | 3.71 | … | … | 0.00 | 7.12 | 8.43 | 6.09 | 0.88 | 1.42 | 1.56 | 0.95 | 7.09 | 4.21 | 1.23 | 1.12 | 0.73 | 0.97 | 1.53 | 7.26 | 3.96 | 3.86 | 0.00 |
Data as of 04/15/2015, Common starting date is 12/17/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STRTX (ISI Strategy) |
-10.87%
Feb 2006 – Feb 2009 |
-3.61%
Feb 2004 – Feb 2009 |
-0.63%
Feb 1999 – Feb 2009 |
4.87%
Feb 1998 – Feb 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STRTX (ISI Strategy) |
21.31%
Feb 2009 – Feb 2012 |
18.71%
Feb 2009 – Feb 2014 |
7.88%
Mar 2003 – Mar 2013 |
5.68%
Aug 1998 – Aug 2013 |
Annualized Rolling Returns Comparison Chart