US Stocks
Performance Analytics (From 07/29/1997 To 04/25/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception** | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.7 | 6.5 | 27.4 | 6.5 | 12.8 | 11.9 | 14.4 | 9.3 | 7.9 | 26.5 | -19.5 | 25.7 | 21.0 | 30.8 | -5.2 | 21.2 | 12.7 | 0.4 | 12.6 | 33.5 | 16.4 | 1.1 | 16.8 | 25.9 | -38.3 | 3.7 | 13.7 | 4.3 | 11.4 | 31.5 | -20.9 | -10.8 | -10.5 | 23.9 | 23.2 | 0.3 |
Sharpe Ratio | NA | 0.78 | 1.4 | 0.21 | 0.5 | 0.59 | NA | NA | 0.33 | 1.66 | -0.84 | 1.91 | 0.59 | 2.32 | -0.38 | 2.92 | 0.92 | 0.03 | 1.07 | 2.95 | 1.25 | 0.04 | 0.89 | 0.92 | -0.95 | 0.04 | 0.97 | 0.2 | 0.92 | 1.86 | -0.88 | -0.61 | -0.61 | 1.2 | 1.0 | -0.11 |
Draw Down(%) | NA | 5.7 | 10.7 | 25.4 | 35.0 | 35.0 | NA | NA | 56.5 | 10.7 | 25.4 | 5.2 | 35.0 | 6.8 | 20.1 | 2.8 | 11.3 | 12.1 | 7.6 | 5.7 | 10.0 | 20.4 | 16.2 | 27.3 | 49.1 | 10.0 | 8.4 | 7.3 | 8.4 | 13.2 | 32.4 | 29.4 | 20.6 | 11.4 | 22.0 | 10.1 |
Standard Deviation(%) | NA | 11.9 | 12.2 | 17.8 | 21.8 | 18.1 | NA | NA | 19.8 | 13.6 | 24.9 | 13.5 | 35.1 | 12.7 | 17.0 | 7.1 | 13.6 | 15.3 | 11.8 | 11.3 | 13.2 | 24.4 | 18.8 | 28.1 | 41.0 | 16.1 | 10.8 | 10.7 | 11.4 | 16.6 | 25.0 | 22.0 | 24.0 | 17.3 | 19.8 | 22.1 |
Treynor Ratio | NA | 0.09 | 0.17 | 0.04 | 0.11 | 0.11 | NA | NA | 0.06 | 0.22 | -0.21 | 0.26 | 0.2 | 0.29 | -0.07 | 0.2 | 0.12 | 0.0 | 0.12 | 0.33 | 0.16 | 0.01 | 0.16 | 0.25 | -0.39 | 0.01 | 0.1 | 0.02 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 | 0.01 | NA | NA | NA | NA | NA | NA | NA |
Beta | NA | 1.01 | 1.02 | 1.0 | 1.01 | 1.01 | NA | NA | 1.01 | 1.0 | 1.01 | 0.99 | 1.01 | 1.01 | 0.99 | 1.05 | 1.03 | 0.99 | 1.02 | 1.02 | 1.02 | 1.03 | 1.03 | 1.03 | 1.0 | 1.01 | 1.05 | 1.03 | 1.03 | NA | NA | NA | NA | NA | NA | NA |
RSquared | NA | 0.99 | 0.99 | 0.99 | 0.99 | 0.99 | NA | NA | 0.73 | 0.96 | 1.0 | 0.96 | 1.0 | 1.0 | 1.0 | 0.99 | 0.99 | 1.0 | 0.99 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 0.99 | 0.99 | 0.99 | 0.92 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 0.4 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 1.8 | 1.3 | 1.5 | 1.7 | 2.3 | 1.9 | 2.0 | 2.2 | 2.0 | 2.0 | 2.2 | 2.4 | 1.9 | 1.6 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.7 | 1.7 | 1.3 | 1.2 | 1.5 | 2.5 | 1.9 | 0.9 |
Dividend Growth(%) | N/A | -73.5 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 7.1 | 8.4 | 5.9 | -4.9 | 11.8 | 11.4 | 4.6 | 6.9 | 12.1 | 11.0 | 7.9 | 24.6 | 38.6 | N/A | N/A | N/A | N/A | N/A | -100.0 | -47.2 | 9.1 | 0.0 | -35.3 | -25.0 | 58.1 | 104.8 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/29/1997
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Top Rated Funds
Best Mutual Funds
- LLPFX (LONGLEAF PARTNERS FUND LONGLEAF PARTNERS FUND) (100%)
- SEQUX (SEQUOIA FUND INC SEQUOIA FUND INC) (100%)
- VISVX (VANGUARD SMALL-CAP VALUE INDEX FUND INVESTOR SHARES) (100%)
- MVALX (MERIDIAN CONTRARIAN FUND LEGACY CLASS) (100%)
- ARGFX (ARIEL FUND INVESTOR CLASS) (100%)
- PENNX (ROYCE PENNSYLVANIA MUTUAL FUND INVESTMENT CLASS) (100%)
- JENSX (THE JENSEN PORTFOLIO DOING BUSINESS AS JENSEN QUALITY GROWTH FUND J SHARES) (100%)
- LMVTX (CLEARBRIDGE VALUE TRUST CLASS C) (100%)
- HFCVX (HENNESSY CORNERSTONE VALUE FUND INVESTOR CLASS) (100%)
- PRGFX (T. ROWE PRICE GROWTH STOCK FUND INC. T. ROWE PRICE GROWTH STOCK FUND INC.) (100%)
Best ETFs
- PWV (Invesco Dynamic Large Cap Value ETF) (100%)
- DVY (iShares Select Dividend ETF) (100%)
- VTV (Vanguard Value Index Fund ETF Shares) (100%)
- SPY (SPDR S&P 500 ETF Trust) (100%)
- MPIQMKTEcon (MPIQCompEcon) (100%)
- IWN (iShares Russell 2000 Value ETF) (100%)
- XLG (Invesco S&P 500® Top 50 ETF) (100%)
- MDY (SPDR® S&P MIDCAP 400 ETF Trust) (100%)
- IWM (iShares Russell 2000 ETF) (99%)
- PFM (Invesco Dividend Achievers ETF) (99%)
Best Closed End Funds
- RMT (Royce Micro Cap Closed Fund) (100%)
- RVT (Royce Value Closed Fund) (100%)
- GDL (GDL Closed Fund) (99%)
- CET (Central Securities Corporation) (99%)
- ASG (Liberty All Star Growth Closed Fund) (99%)
- SOR (Source Capital Closed Fund) (99%)
- CUBA (Herzfeld Caribbean Basin Closed Fund) (98%)
- EOI (Eaton Vance Enhanced Equity Income Closed Fund) (98%)
- EOS (Eaton Vance Enhanced Equity Income II Closed Fund) (98%)
- ETJ (Eaton Vance Risk Managed Diversified Equity Income Closed Fund) (98%)
Best Mutual Funds
- MGOTX (VICTORY MUNDER MID-CAP CORE GROWTH FUND CLASS C) 409%
- SPIBX (INVESCO S&P 500 INDEX FUND CLASS B) 371%
- BSMMX (INVESCO SUMMIT FUND CLASS B) 348%
- SAPBX (CLEARBRIDGE APPRECIATION FUND CLASS B) 331%
- VAFBX (INVESCO AMERICAN FRANCHISE FUND CLASS B) 329%
- SOPTX (CLEARBRIDGE DIVIDEND STRATEGY FUND CLASS B) 328%
- ATAFX (AMERICAN TRUST ALLEGIANCE FUND INVESTOR CLASS) 326%
- TPLGX (T. ROWE PRICE INSTITUTIONAL LARGE-CAP CORE GROWTH FUND T. ROWE PRICE INSTITUTIONAL LARGE-CAP CORE GROWTH FUND) 314%
- RAIEX (RAINIER LARGE CAP EQUITY FUND INSTITUTIONAL) 312%
- PXTAX (FUNDAMENTAL INDEXPLUS TR FUND ADMINISTRATIVE) 311%
Best ETFs
- 513100 (国泰纳斯达克100(QDII-ETF)) 306%
- 159941 (广发纳斯达克100ETFQDII) 302%
- JKE (iShares Morningstar Growth ETF) 237%
- JKD (iShares Morningstar U.S. Equity ETF) 223%
- SPMO (Invesco S&P 500® Momentum ETF) 221%
- EXT (WisdomTree U.S. ESG Fund) 213%
- SCHG (Schwab U.S. Large-Cap Growth ETF) 189%
- IWY (iShares Russell Top 200 Growth ETF) 186%
- CGUS (Capital Group Core Equity ETF) 185%
- 513500 (博时标普500ETFQDII) 178%
Best Closed End Funds
- GPM (Guggenheim Enhanced Equity Income Fund) 349%
- JTD (Nuveen Tax-Advantaged Dividend Growth Fund) 271%
- GGE (Green Giant Inc.) 268%
- ADX (Adams Diversified Equity Closed Fund) 177%
- GAM (General American Investors Closed Fund) 174%
- SOR (Source Capital Closed Fund) 164%
- GEQ (Guggenheim Equal Weight Enhanced) 151%
- EOS (Eaton Vance Enhanced Equity Income II Closed Fund) 150%
- EOI (Eaton Vance Enhanced Equity Income Closed Fund) 136%
- FAV (First Trust Dividend and Income Fund) 124%
Best Mutual Funds
- DXQLX (DIREXION MONTHLY NASDAQ-100(R) BULL 2X FUND INVESTOR CLASS) 136%
- OTPIX (NASDAQ-100 PROFUND NASDAQ-100 PROFUND INVESTOR CLASS) 82%
- DXSLX (DIREXION MONTHLY S&P 500(R) BULL 2X FUND INVESTOR CLASS) 75%
- BAFVX (BROWN ADVISORY VALUE EQUITY FUND INSTITUTIONAL SHARES) 22%
- SCMVX (SCHNEIDER SMALL CAP VALUE FUND SCHNEIDER SMALL CAP VALUE FUND) 13%
- WSCVX (WALTHAUSEN SMALL CAP VALUE FUND WALTHAUSEN SMALL CAP VALUE FUND) 13%
- UMPIX (ULTRAMID-CAP PROFUND ULTRAMID-CAP PROFUND INVESTOR CLASS) 12%
- SMVLX (SMEAD VALUE FUND INVESTOR CLASS SHARES) 12%
- SLGYX (LARGE CAPITALIZATION GROWTH PORTFOLIO LARGE CAPITALIZATION GROWTH PORTFOLIO CLASS A) 12%
- KSMIX (KEELEY SMALL-MID CAP VALUE FUND CLASS I) 12%
Best ETFs
- BDCS (UBS ETRACS Linked to the Wells Fargo Business Development Company Index ETN) 12%
- FPX (First Trust US Equity Opportunities ETF) 12%
- WMW (ELEMENTS Morningstar WideMoat Foc TR ETN) 11%
- RZV (Invesco S&P SmallCap 600® Pure Value ETF) 11%
- CSD (Invesco S&P Spin-Off ETF) 10%
- RPV (Invesco S&P 500® Pure Value ETF) 10%
- VIOV (Vanguard S&P Small-Cap 600 Value Index Fund ETF Shares) 10%
- RWG (Columbia Select Large Cap Growth ETF) 10%
- VTWV (Vanguard Russell 2000 Value Index Fund ETF Shares) 9%
- RWJ (Invesco S&P SmallCap 600 Revenue ETF) 8%
Best Closed End Funds
- ZF (Zweig) 131%
- JTD (Nuveen Tax-Advantaged Dividend Growth Fund) 10%
- EVT (Eaton Vance Tax Advantaged Dividend Income Closed Fund) 8%
- QQQX (Nuveen NASDAQ 100 Dynamic Overwrite Closed End Fund) 8%
- GAM (General American Investors Closed Fund) 7%
- SOR (Source Capital Closed Fund) 7%
- GAB (Gabelli Equity Trust Closed Fund) 7%
- GGE (Green Giant Inc.) 6%
- BIF (Boulder Growth & Income Fund Inc) 6%
- ETB (Eaton Vance Tax Managed Buy Write Income Closed Fund) 6%
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