Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WPGLX (Robeco WPG 130/30 Large Cap Core Intl) | NA | -41.79% | -13.80% | -8.93% | -5.58% | NA | NA | … | … |
Data as of 05/27/2009, Common starting date is 03/22/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WPGLX (Robeco WPG 130/30 Large Cap Core Intl) | 03/22/1995 | 05/27/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -41.79 | -13.80 | -8.93 | -5.58 | NA | NA | … | … | -6.26 | -42.14 | 6.90 | 10.44 | -5.76 | 3.70 | 32.35 | -27.27 | -20.44 | -2.24 | 12.57 | 27.59 | 36.58 | 24.46 | 27.83 |
| Sharpe Ratio | NA | -0.94 | -0.55 | -0.44 | -0.32 | NA | NA | … | … | -0.47 | -1.03 | 0.24 | 0.60 | -0.52 | 0.22 | 1.63 | -1.03 | -0.98 | -0.24 | 0.51 | 1.14 | -1.02 | 1.73 | 3.89 |
| Standard Deviation(%) | NA | 44.91 | 29.61 | 24.87 | 24.17 | NA | NA | … | … | 32.17 | 41.80 | 16.49 | 11.87 | 15.22 | 12.67 | 19.43 | 27.62 | 23.46 | 26.31 | 18.46 | 21.26 | 18.25 | 12.00 | 8.57 |
| Draw Down(%) | NA | 53.67 | 59.41 | 59.41 | 66.13 | NA | NA | … | … | 26.70 | 52.73 | 10.63 | 9.69 | 11.36 | 13.57 | 12.14 | 35.76 | 36.19 | 16.48 | 10.96 | 23.81 | 10.94 | 7.42 | 2.67 |
| Yield(%) | 0.00 | 0.82 | 12.10 | 8.71 | 5.93 | 11.04 | 8.28 | … | … | 0.79 | 0.30 | 25.48 | 9.99 | 0.00 | 12.31 | 0.33 | 0.39 | 0.83 | 13.55 | 14.38 | 11.49 | 16.46 | 18.84 | 1.79 |
Data as of 05/27/2009, Common starting date is 03/22/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WPGLX (Robeco WPG 130/30 Large Cap Core Intl) |
-18.65%
Mar 2000 – Mar 2003 |
-11.81%
Feb 2004 – Feb 2009 |
-7.08%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WPGLX (Robeco WPG 130/30 Large Cap Core Intl) |
34.23%
Apr 1995 – Apr 1998 |
25.14%
Apr 1995 – Apr 2000 |
8.02%
May 1995 – May 2005 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart