Shenandoah Midcap Strategy -
Monthly and Cumulative Returns
The chart below and the table of returns and statistics following it can
be downloaded
here:
SAM Midcap Composite.xls
Returns and Statistics Table
| Midcap Composite | |||||
| Inception: | 7/1/2005 | ||||
| Beta | 0.960 | ||||
| AUM | $ 255,058,368 | ||||
| Periodic & Annualized | Midcap Composite | Midcap Composite (Gross) | Midcap Composite (Net) | Russell Midcap Benchmark | 90-Day T-Bill |
| 1 Month | -12.15% | -12.17% | -12.32% | 0.32% | |
| 3 Months | -12.76% | -12.83% | -12.98% | 0.68% | |
| YTD | -17.48% | -17.67% | -19.67% | 2.18% | |
| 1Year (annualized) | -19.95% | -20.20% | -22.30% | 3.32% | |
| 3 Years (annualized) | 2.04% | 1.70% | 0.29% | 4.33% | |
| 5 Years (annualized) | |||||
| Since Inception (annualized) | 3.62% | 3.28% | 2.06% | 4.25% | |
| Count (months) | 39 | 39 | 39 | 39 | |
| Total Cumulative Return | 12.27% | 11.06% | 6.84% | 14.48% | |
| Annualized Monthly Volatility | 13.88% | 13.83% | 14.01% | 0.45% | |
| Mean Monthly Excess Return (vs. Benchmark) | 0.12% | 0.10% | |||
| Annualized Monthly Excess Return (vs. Benchmark) | 1.57% | 1.22% | |||
| Monthly Volatility of Excess Return (vs. Benchmark) | 0.73% | 0.73% | |||
| Annualized Monthly Volatility of Excess Return (vs. Benchmark) | 2.55% | 2.54% | |||
| Information Ratio | 0.62 | 0.48 | |||
| Sharpe Ratio | (0.05) | (0.07) | |||
| Annual | Midcap Composite Ending AUM | Midcap Composite (Gross) | Midcap Composite (Net) | Russell Midcap Benchmark | 90-Day T-Bill |
| 2008 | $ 255,058,368 | -17.48% | -17.67% | -19.67% | 2.18% |
| 2007 | $ 288,367,089 | 10.00% | 9.66% | 6.42% | 5.09% |
| 2006 | $ 105,307,418 | 15.47% | 15.07% | 15.26% | 4.78% |
| 2005 | $ 92,516,489 | 7.10% | 6.91% | 8.42% | 1.74% |
| 2004 | |||||
| 2003 | |||||
| 2002 | |||||
| 2001 | |||||
| 2000 | |||||
| Monthly | Midcap Composite Ending AUM | Midcap Composite (Gross) | Midcap Composite (Net) | Russell Midcap Benchmark | 90-Day T-Bill |
| Sep-08 | $ 255,058,368 | -12.15% | -12.17% | -12.32% | 0.32% |
| Aug-08 | $ 290,640,970 | 1.97% | 1.94% | 1.84% | 0.14% |
| Jul-08 | $ 285,108,328 | -2.61% | -2.64% | -2.54% | 0.22% |
| Jun-08 | $ 292,964,649 | -5.94% | -5.96% | -8.00% | 0.15% |
| May-08 | $ 311,670,147 | 5.08% | 5.05% | 4.52% | 0.04% |
| Apr-08 | $ 296,823,106 | 5.91% | 5.88% | 6.79% | 0.13% |
| Mar-08 | $ 280,446,853 | -2.60% | -2.63% | -1.45% | 0.36% |
| Feb-08 | $ 267,235,805 | -1.79% | -1.82% | -2.25% | 0.20% |
| Jan-08 | $ 272,211,968 | -5.52% | -5.55% | -6.69% | 0.60% |
| Dec-07 | $ 288,367,089 | -0.72% | -0.75% | -0.20% | 0.23% |
| Nov-07 | $ 290,596,271 | -4.68% | -4.70% | -4.65% | 0.57% |
| Oct-07 | $ 292,993,108 | 2.50% | 2.48% | 1.64% | 0.31% |
| Sep-07 | $ 285,964,111 | 3.48% | 3.45% | 3.22% | 0.41% |
| Aug-07 | $ 276,581,703 | 0.00% | -0.03% | 0.04% | 0.58% |
| Jul-07 | $ 276,714,032 | -4.35% | -4.37% | -3.61% | 0.37% |
| Jun-07 | $ | ||||