Shenandoah Custom Midcap Strategy -
Monthly and Cumulative Returns
The chart below and the table of returns and statistics following it can
be downloaded
Returns and Statistics Table
here:
SAM Custom Midcap Composite.xls
| Custom Midcap Composite | |||||
| Inception: | 10/15/2007 | ||||
| Beta | 1.100 | ||||
| AUM | $ 3,900,723 | ||||
| Periodic & Annualized | Custom Midcap Strategy | Custom Midcap Strategy (Gross) | Custom Midcap Strategy (Net) | S&P 400 Benchmark | 90-Day T-Bill |
| 1 Month | -13.23% | -13.25% | -10.71% | 0.32% | |
| 3 Months | -13.88% | -13.93% | -10.86% | 0.68% | |
| YTD | -16.65% | -16.78% | -14.35% | 2.18% | |
| 1Year (annualized) | |||||
| 3 Years (annualized) | |||||
| 5 Years (annualized) | |||||
| Since Inception (annualized) | -21.64% | -21.81% | -19.20% | 3.32% | |
| Count (months) | 12 | 12 | 12 | 12 | |
| Total Cumulative Return | -21.64% | -21.81% | -19.20% | 3.32% | |
| Annualized Monthly Volatility | 16.36% | 16.33% | 15.05% | 0.61% | |
| Mean Monthly Excess Return (vs. Benchmark) | -0.22% | -0.24% | |||
| Annualized Monthly Excess Return (vs. Benchmark) | -2.44% | -2.61% | |||
| Monthly Volatility of Excess Return (vs. Benchmark) | 1.00% | 1.00% | |||
| Annualized Monthly Volatility of Excess Return (vs. Benchmark) | 3.39% | 3.38% | |||
| Information Ratio | (0.72) | (0.77) | |||
| Sharpe Ratio | (1.53) | (1.54) | |||
| Annual | Custom Midcap Strategy AUM | Custom Midcap Strategy (Gross) | Custom Midcap Strategy (Net) | S&P 400 Benchmark | 90-Day T-Bill |
| 2008 | $ 3,900,723 | -16.65% | -16.78% | -14.35% | 2.18% |
| 2007 | $ 4,701,702 | -5.99% | -6.04% | -5.67% | 1.11% |
| 2006 | |||||
| 2005 | |||||
| 2004 | |||||
| 2003 | |||||
| 2002 | |||||
| 2001 | |||||
| 2000 | |||||
| Monthly | Custom Midcap Strategy AUM | Custom Midcap Strategy (Gross) | Custom Midcap Strategy (Net) | S&P 400 Benchmark | 90-Day T-Bill |
| Sep-08 | $ 3,900,723 | -13.23% | -13.25% | -10.71% | 0.32% |
| Aug-08 | $ 4,495,320 | 1.75% | 1.73% | 1.71% | 0.14% |
| Jul-08 | $ 4,425,542 | -2.46% | -2.48% | -1.85% | 0.22% |
| Jun-08 | $ 4,537,125 | -6.30% | -6.32% | -7.03% | 0.15% |
| May-08 | $ 4,842,319 | 6.84% | 6.82% | 5.29% | 0.04% |
| Apr-08 | $ 4,546,014 | 7.62% | 7.60% | 7.70% | 0.13% |
| Mar-08 | $ 4,224,273 | -2.27% | -2.29% | -1.02% | 0.36% |
| Feb-08 | $ 4,322,348 | -1.94% | -1.96% | -1.86% | 0.20% |
| Jan-08 | $ 4,407,724 | -6.26% | -6.28% | -6.17% | 0.60% |
| Dec-07 | $ 4,701,702 | 0.14% | 0.12% | -0.19% | 0.23% |
| Nov-07 | $ 4,695,550 | -5.23% | -5.25% | -5.04% | 0.57% |
| Oct-07 | $ 5,000,000 | -0.94% | -0.96% | -0.47% | 0.31% |
| Sep-07 | |||||
Disclosure
Past performance does not guarantee future results. Performance for
periods greater than one year is annualized. Gross returns (including
realized and unrealized capital gains, reinvestment of dividends and
interest) are before fees and administrative expenses. Net returns
reflect the return to investors after all fees and expenses.
Sources
S&P MidCap 400® Index is a registered trademark of
Standard & Poor's, a Division of The
McGraw-Hill Companies, Inc.
Plan Sponsor Network (PSN) is a product of
Informa Investment Solutions
Global Industry Classification Standards (GICS®)
are a registered trademark of Standard & Poors and MSCI BARRA
Portfolio characteristics compiled from data supplied by The Applied
Finance Group, LTD.
Copyright ©2008 Shenandoah Asset Management, LLC All rights reserved.
This Web Site is not intended for distribution to, or use by, any person or entity in any jurisdiction or country where such distribution or use would be contrary to local law or regulation.