Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SWS (SWS Group Inc) | NA | 13.46% | -1.45% | -10.23% | -5.16% | -2.49% | 7.35% | … | … |
Data as of 01/02/2015, Common starting date is 10/11/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SWS (SWS Group Inc) | 10/11/1991 | 01/02/2015 |
| 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 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.46 | -1.45 | -10.23 | -5.16 | -2.49 | 7.35 | … | … | 0.00 | 13.65 | 14.93 | -23.00 | 36.53 | -56.96 | -34.34 | 53.02 | -43.41 | 77.53 | -3.01 | 25.10 | 33.32 | -37.88 | 9.09 | 5.78 | 50.32 | -15.19 | 90.09 | 37.77 | 78.88 | -41.79 | 34.33 | 47.52 | -18.40 |
| Sharpe Ratio | NA | 0.49 | 0.00 | -0.21 | -0.11 | NA | NA | … | … | NA | 0.48 | 0.43 | -0.48 | 0.47 | -1.27 | -0.56 | 0.50 | -0.86 | 1.97 | -0.15 | 0.79 | 1.00 | -0.70 | 0.14 | 0.02 | 0.47 | -0.32 | 0.77 | 0.86 | 1.34 | -0.68 | 0.57 | 0.91 | -1.83 |
| Standard Deviation(%) | NA | 27.62 | 37.67 | 48.88 | 56.45 | NA | NA | … | … | 0.00 | 28.70 | 34.36 | 48.28 | 77.10 | 44.86 | 62.03 | 102.86 | 54.30 | 37.91 | 34.96 | 30.73 | 32.56 | 55.85 | 50.10 | 75.10 | 99.15 | 57.23 | 45.20 | 39.27 | 56.17 | 66.24 | 56.41 | 48.87 | 34.81 |
| Draw Down(%) | NA | 18.68 | 47.08 | 69.30 | 86.00 | NA | NA | … | … | 0.00 | 18.68 | 23.22 | 47.08 | 43.51 | 68.18 | 40.78 | 54.96 | 58.93 | 23.12 | 33.59 | 31.46 | 29.50 | 57.13 | 46.85 | 54.84 | 75.63 | 43.41 | 22.35 | 12.30 | 15.66 | 52.68 | 22.89 | 36.67 | 21.58 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.49 | 1.66 | 1.73 | 6.41 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.38 | 2.28 | 1.90 | 3.05 | 5.37 | 4.48 | 1.24 | 1.49 | 1.85 | 10.18 | 0.71 | 0.72 | 0.76 | 0.61 | 0.72 | 0.67 | 1.10 | 0.55 | 0.39 | 0.39 | 0.07 |
Data as of 01/02/2015, Common starting date is 10/11/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWS (SWS Group Inc) |
-38.71%
Aug 2008 – Aug 2011 |
-24.46%
Feb 2007 – Feb 2012 |
-7.66%
Aug 2001 – Aug 2011 |
-7.58%
Jun 1999 – Jun 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWS (SWS Group Inc) |
95.97%
Jun 1996 – Jun 1999 |
69.91%
Jun 1994 – Jun 1999 |
23.04%
Dec 1991 – Dec 2001 |
19.34%
Dec 1991 – Dec 2006 |
Annualized Rolling Returns Comparison Chart