Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/08/2013.
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
UMBSX (Scout Stock) | NA | -2.21% | 3.63% | 1.80% | 6.12% | 2.71% | NA | 4.59% |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
UMBSX (Scout Stock) | 06/21/1996 | 04/08/2013 |
The return data shown below all have the same latest date: 04/08/2013.
AR inception is since 06/21/1996.
AR inception is since 06/21/1996.
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -2.21 | 3.63 | 1.80 | 6.12 | 2.71 | NA | 4.59 | -0.92 | 9.71 | -1.28 | 10.75 | 16.27 | -26.80 | 11.67 | 11.35 | 10.07 | 5.27 | 24.03 | -19.77 | -8.59 | 0.01 | 13.33 | 7.64 | 21.03 | 4.78 |
Sharpe Ratio | NA | -0.21 | 0.19 | 0.07 | 0.28 | NA | NA | 0.00 | -0.17 | 0.77 | -0.06 | 0.59 | 0.83 | -0.87 | 0.57 | 0.77 | 0.73 | 0.41 | 1.64 | -0.97 | -0.68 | -0.23 | 0.85 | 0.35 | -3.27 | 0.82 |
Standard Deviation(%) | NA | 16.14 | 19.23 | 22.36 | 18.20 | NA | NA | 16.85 | 20.55 | 12.65 | 22.93 | 18.07 | 19.43 | 31.91 | 15.12 | 10.54 | 10.78 | 10.52 | 14.22 | 21.61 | 16.42 | 17.33 | 11.85 | 12.40 | 10.41 | 7.05 |
Draw Down(%) | NA | 10.42 | 19.85 | 37.62 | 41.10 | NA | NA | 41.10 | 8.86 | 11.11 | 19.85 | 17.13 | 19.39 | 35.99 | 8.31 | 9.87 | 7.46 | 9.53 | 11.13 | 30.03 | 21.68 | 13.00 | 10.34 | 17.16 | 6.69 | 6.51 |
Yield(%) | 0.00 | 31.02 | 12.09 | 7.45 | 9.43 | 5.72 | 6.06 | 7.57 | 26.26 | 6.82 | 1.08 | 0.38 | 1.59 | 1.51 | 13.25 | 12.56 | 14.25 | 3.01 | 0.80 | 0.76 | 2.91 | 10.58 | 11.63 | 8.15 | 8.63 | 6.51 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
UMBSX (Scout Stock) |
-12.15%
Mar 2000 - Mar 2003 |
-4.34%
Mar 1998 - Mar 2003 |
-0.66%
Aug 2000 - Aug 2010 |
2.69%
Mar 1998 - Mar 2013 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
UMBSX (Scout Stock) |
17.12%
Feb 2009 - Feb 2012 |
13.33%
Sep 2002 - Sep 2007 |
7.17%
Feb 2003 - Feb 2013 |
5.11%
Jul 1996 - Jul 2011 |
Annualized Rolling Returns Comparison Chart