Shenandoah Large Cap Value 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 Large Cap Value Composite.xls
| Large Cap Value Strategy | |||||
| Inception: | 2/1/2006 | ||||
| Beta | 0.955 | ||||
| AUM | $ 14,899,713 | ||||
| Periodic & Annualized | Large Cap Value Strategy | Large Cap Value Strategy (Gross) | Large Cap Value Strategy (Net) | Russell 1000 Value Benchmark | 90-Day T-Bill |
| 1 Month | -8.52% | -8.55% | -7.35% | 0.32% | |
| 3 Months | -7.55% | -7.63% | -6.11% | 0.68% | |
| YTD | -17.02% | -17.24% | -18.87% | 2.18% | |
| 1Year (annualized) | -21.58% | -21.85% | -23.58% | 3.32% | |
| 3 Years (annualized) | |||||
| 5 Years (annualized) | |||||
| Since Inception (annualized) | 0.05% | -0.29% | -1.78% | 4.43% | |
| Count (months) | 32 | 32 | 32 | 32 | |
| Total Cumulative Return | 0.15% | -0.78% | -4.68% | 12.25% | |
| Annualized Monthly Volatility | 11.46% | 11.42% | 11.61% | 0.48% | |
| Mean Monthly Excess Return (vs. Benchmark) | 0.15% | 0.12% | |||
| Annualized Monthly Excess Return (vs. Benchmark) | 1.84% | 1.49% | |||
| Monthly Volatility of Excess Return (vs. Benchmark) | 0.60% | 0.60% | |||
| Annualized Monthly Volatility of Excess Return (vs. Benchmark) | 2.12% | 2.11% | |||
| Information Ratio | 0.87 | 0.70 | |||
| Sharpe Ratio | (0.38) | (0.41) | |||
| Annual | Large Cap Value Strategy Ending AUM | Large Cap Value Strategy (Gross) | Large Cap Value Strategy (Net) | Russell 1000 Value Benchmark | 90-Day T-Bill |
| 2008 | $ 14,899,713 | -17.02% | -17.24% | -18.87% | 2.18% |
| 2007 | $ 18,007,031 | 2.83% | 2.47% | -0.16% | 5.09% |
| 2006 | $ 17,566,654 | 17.37% | 17.00% | 17.68% | 4.53% |
| 2005 | |||||
| 2004 | |||||
| 2003 | |||||
| 2002 | |||||
| 2001 | |||||
| 2000 | |||||
| Monthly | Large Cap Value Strategy Ending AUM | Large Cap Value Strategy (Gross) | Large Cap Value Strategy (Net) | Russell 1000 Value Benchmark | 90-Day T-Bill |
| Sep-08 | $ 14,899,713 | -8.52% | -8.55% | -7.35% | 0.32% |
| Aug-08 | $ 16,287,649 | 1.39% | 1.36% | 1.70% | 0.14% |
| Jul-08 | $ 16,063,571 | -0.32% | -0.35% | -0.36% | 0.22% |
| Jun-08 | $ 16,144,881 | -8.02% | -8.05% | -9.57% | 0.15% |
| May-08 | $ 17,551,672 | 0.85% | 0.82% | -0.16% | 0.04% |
| Apr-08 | $ 17,404,165 | 4.88% | 4.85% | 4.87% | 0.13% |
| Mar-08 | $ 16,595,088 | -1.11% | -1.14% | -0.76% | 0.36% |
| Feb-08 | $ 16,781,954 | -3.25% | -3.28% | -4.19% | 0.20% |
| Jan-08 | $ 17,362,069 | -3.58% | -3.61% | -4.01% | 0.60% |
| Dec-07 | $ 18,007,031 | -1.69% | -1.72% | -0.97% | 0.23% |
| Nov-07 | $ 18,316,864 | -4.36% | -4.39% | -4.89% | 0.57% |
| Oct-07 | $ 19,152,429 | 0.52% | 0.49% | 0.01% | 0.31% |
| Sep-07 | $ 19,068,420 | 3.97% | 3.94% | 3.44% | 0.41% |
| Aug-07 | $ 18,356,013 | 0.74% | 0.71% | 1.12% | 0.58% |
| Jul-07 | $ &nb | ||||