Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TRUSX (ISI Total Return US Treasury) | NA | 1.25% | 0.11% | 2.78% | 3.65% | 4.56% | NA | … | … |
Data as of 04/15/2015, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRUSX (ISI Total Return US Treasury) | 06/21/1996 | 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 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.25 | 0.11 | 2.78 | 3.65 | 4.56 | NA | … | … | 0.52 | 1.51 | -3.37 | 1.63 | 9.85 | 4.87 | -4.80 | 15.03 | 7.54 | 2.75 | 3.72 | 3.03 | 1.84 | 12.09 | 4.25 | 15.85 | -5.63 | 10.87 | 10.67 | 7.31 |
| Sharpe Ratio | NA | 0.47 | 0.04 | 0.65 | 0.54 | NA | NA | … | … | 0.57 | 0.60 | -1.07 | 0.46 | 1.75 | 0.86 | -0.77 | 1.83 | 0.87 | -0.16 | 0.32 | 0.39 | 0.18 | 1.62 | 0.24 | 1.97 | -1.33 | 1.05 | 1.24 | 1.58 |
| Standard Deviation(%) | NA | 2.62 | 2.91 | 4.21 | 4.99 | NA | NA | … | … | 3.20 | 2.48 | 3.19 | 3.42 | 5.60 | 5.52 | 6.32 | 7.65 | 5.07 | 4.14 | 4.53 | 5.21 | 6.20 | 6.73 | 7.66 | 5.90 | 6.75 | 7.03 | 5.62 | 6.73 |
| Draw Down(%) | NA | 1.79 | 4.92 | 5.82 | 7.46 | NA | NA | … | … | 1.79 | 1.49 | 4.92 | 2.74 | 3.53 | 5.40 | 6.68 | 3.56 | 3.63 | 3.86 | 3.45 | 5.46 | 7.30 | 3.85 | 6.03 | 4.23 | 7.31 | 5.61 | 3.83 | 3.04 |
| Yield(%) | 0.00 | 1.55 | 2.26 | 2.58 | 3.53 | 4.47 | 4.76 | … | … | 0.31 | 1.71 | 1.78 | 3.56 | 3.30 | 2.34 | 7.09 | 3.56 | 3.71 | 3.69 | 3.76 | 4.31 | 8.14 | 5.71 | 6.35 | 7.03 | 6.17 | 8.58 | 6.54 | 3.91 |
Data as of 04/15/2015, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRUSX (ISI Total Return US Treasury) |
-0.11%
Dec 2011 – Dec 2014 |
1.49%
Dec 2008 – Dec 2013 |
3.63%
Mar 2004 – Mar 2014 |
4.38%
Dec 1998 – Dec 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRUSX (ISI Total Return US Treasury) |
10.62%
Dec 1999 – Dec 2002 |
8.25%
Aug 1996 – Aug 2001 |
6.18%
Aug 1996 – Aug 2006 |
6.21%
Aug 1996 – Aug 2011 |
Annualized Rolling Returns Comparison Chart