Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| REQIX (Laudus Rosenberg International Eq Sel) | NA | 38.67% | -10.78% | 0.62% | NA | NA | NA | … | … |
Data as of 02/02/2010, Common starting date is 01/08/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REQIX (Laudus Rosenberg International Eq Sel) | 01/08/2001 | 02/02/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 38.67 | -10.78 | 0.62 | NA | NA | NA | … | … | 0.00 | 21.76 | -44.22 | 6.61 | 24.28 | 14.03 | 18.91 | 36.32 | -12.97 | -24.62 |
| Sharpe Ratio | NA | 1.60 | -0.40 | -0.05 | NA | NA | NA | … | … | 0.00 | 0.82 | -1.10 | 0.19 | 1.51 | 1.14 | 1.51 | 2.66 | -0.74 | -1.51 |
| Standard Deviation(%) | NA | 24.07 | 30.10 | 24.60 | NA | NA | NA | … | … | NA | 26.35 | 41.12 | 18.15 | 13.92 | 10.28 | 11.90 | 13.39 | 19.18 | 18.41 |
| Draw Down(%) | NA | 21.97 | 63.43 | 63.43 | NA | NA | NA | … | … | 0.00 | 29.38 | 55.60 | 12.91 | 15.86 | 7.22 | 8.49 | 14.31 | 27.48 | 29.66 |
| Yield(%) | 0.00 | 3.08 | 4.56 | 4.84 | 2.66 | 1.77 | 1.33 | … | … | 0.00 | 2.66 | 3.04 | 9.58 | 3.33 | 1.23 | 0.49 | 1.38 | 0.00 | 0.00 |
Data as of 02/02/2010, Common starting date is 01/08/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REQIX (Laudus Rosenberg International Eq Sel) |
-18.15%
Feb 2006 – Feb 2009 |
-5.37%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REQIX (Laudus Rosenberg International Eq Sel) |
28.94%
Mar 2003 – Mar 2006 |
21.85%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart