Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SWMGX (Laudus U.S. MarketMasters Select) | NA | -26.29% | -7.84% | -2.08% | NA | NA | NA | … | … |
Data as of 07/08/2009, Common starting date is 06/09/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SWMGX (Laudus U.S. MarketMasters Select) | 06/09/2004 | 07/08/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -26.29 | -7.84 | -2.08 | NA | NA | NA | … | … | 9.04 | -40.64 | 6.70 | 14.69 | 4.48 | 5.69 |
| Sharpe Ratio | NA | -0.58 | -0.32 | -0.17 | NA | NA | NA | … | … | 0.48 | -1.04 | 0.24 | 1.00 | 0.23 | 0.79 |
| Standard Deviation(%) | NA | 46.26 | 30.25 | 24.70 | NA | NA | NA | … | … | 38.08 | 39.98 | 15.71 | 11.49 | 10.09 | 11.62 |
| Draw Down(%) | NA | 49.90 | 57.41 | 57.41 | NA | NA | NA | … | … | 27.09 | 51.45 | 10.58 | 9.89 | 6.65 | 10.88 |
| Yield(%) | 0.00 | 0.61 | 0.62 | 0.43 | 0.21 | 0.14 | 0.10 | … | … | 0.00 | 0.55 | 0.45 | 0.69 | 0.00 | 0.00 |
Data as of 07/08/2009, Common starting date is 06/09/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWMGX (Laudus U.S. MarketMasters Select) |
-15.96%
Feb 2006 – Feb 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWMGX (Laudus U.S. MarketMasters Select) |
13.94%
Sep 2004 – Sep 2007 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart