Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SUR (Cna Surety Corp) | NA | 23.97% | 32.41% | 27.42% | 24.37% | 11.47% | NA | … | … |
Data as of 03/30/2015, Common starting date is 10/01/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SUR (Cna Surety Corp) | 10/01/1997 | 03/30/2015 |
| 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 (%) | 3.03 | 23.97 | 32.41 | 27.42 | 24.37 | 11.47 | NA | … | … | 10.70 | 8.54 | 36.42 | 52.10 | 12.04 | 59.03 | -22.45 | -2.98 | -7.95 | 47.56 | 9.14 | 40.38 | 21.15 | -47.71 | 11.91 | 12.64 | -15.38 | 2.57 | 2.93 |
| Sharpe Ratio | NA | 0.97 | 1.34 | 0.97 | 0.62 | NA | NA | … | … | 1.79 | 0.38 | 1.57 | 2.19 | 3.21 | 1.80 | -0.36 | -0.05 | -0.22 | 1.26 | 0.23 | 1.38 | 0.53 | -1.15 | 0.38 | 0.20 | -0.40 | -0.02 | 0.23 |
| Standard Deviation(%) | NA | 23.81 | 24.14 | 28.22 | 37.91 | NA | NA | … | … | 29.75 | 22.34 | 23.15 | 23.95 | 9.14 | 32.78 | 63.25 | 86.35 | 49.69 | 35.38 | 29.97 | 28.60 | 38.77 | 42.56 | 25.43 | 43.68 | 46.35 | 31.40 | 37.84 |
| Draw Down(%) | NA | 16.27 | 17.72 | 17.72 | 56.59 | NA | NA | … | … | 16.27 | 17.72 | 16.83 | 13.23 | 1.57 | 13.41 | 39.09 | 53.66 | 30.97 | 15.94 | 18.51 | 21.38 | 20.88 | 53.26 | 13.27 | 27.29 | 36.97 | 23.88 | 13.27 |
| Yield(%) | 1.88 | 4.42 | 6.91 | 7.60 | 11.59 | 4.34 | 3.19 | … | … | 1.98 | 4.03 | 4.87 | 5.54 | 4.40 | 5.71 | 7.43 | 5.24 | 5.24 | 5.18 | 3.25 | 7.06 | 7.12 | 3.68 | 2.84 | 2.61 | 2.09 | 0.52 | 0.00 |
Data as of 03/30/2015, Common starting date is 10/01/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SUR (Cna Surety Corp) |
-37.53%
Apr 2000 – Apr 2003 |
-27.02%
Feb 1998 – Feb 2003 |
-4.18%
Jun 1998 – Jun 2008 |
7.39%
Dec 1997 – Dec 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SUR (Cna Surety Corp) |
56.28%
Feb 2003 – Feb 2006 |
47.03%
Jul 2008 – Jul 2013 |
32.16%
Apr 2003 – Apr 2013 |
14.37%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison Chart