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EXEYX: EQUITY SERIES CLASS S (MUTUAL FUND)
Basic Info 15.04 0.01(0.07%) May 17
Asset Class: | LARGE GROWTH |
MyPlanIQ Rating: | (81%) |
Start Date: | 07/22/2002 |
Last Dividend Date: | 12/13/2023 |
12-Mo. Yield | 3.44% |
Expenses | 0.05% |
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Performance Analytics (As of 05/16/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 07/23/2002 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.3 | 6.9 | 20.8 | 6.3 | 13.5 | 11.4 | 13.1 | 10.2 | 11.1 | 24.5 | -19.5 | 25.4 | 23.7 | 33.6 | -3.9 | 28.9 | 7.7 | -4.1 | 8.3 | 32.9 | 13.6 | -6.0 | 13.9 | 39.6 | -36.3 | 3.7 | 20.6 | 8.5 | 15.9 | 27.4 | 7.8 |
Sharpe Ratio | NA | 1.08 | 1.46 | 0.2 | 0.56 | 0.58 | NA | NA | 0.51 | 1.58 | -0.87 | 1.91 | 0.71 | 2.62 | -0.3 | 3.59 | 0.49 | -0.26 | 0.66 | 2.76 | 0.91 | -0.24 | 0.77 | 1.39 | -0.96 | 0.05 | 1.69 | 0.6 | 1.31 | 1.67 | 0.54 |
Draw Down(%) | NA | 5.2 | 10.0 | 25.6 | 32.3 | 32.3 | NA | NA | 54.5 | 10.0 | 25.4 | 6.8 | 32.3 | 5.7 | 20.1 | 3.5 | 11.7 | 14.5 | 11.7 | 6.4 | 11.6 | 22.8 | 17.4 | 25.6 | 45.8 | 10.5 | 8.3 | 5.7 | 8.2 | 12.0 | 20.8 |
Standard Deviation(%) | NA | 11.5 | 11.4 | 17.3 | 20.9 | 17.8 | NA | NA | 19.3 | 12.9 | 24.2 | 13.3 | 33.2 | 12.3 | 17.4 | 7.9 | 15.4 | 15.6 | 12.4 | 11.9 | 15.1 | 25.2 | 17.9 | 28.4 | 38.8 | 14.1 | 10.3 | 10.5 | 11.4 | 16.0 | 32.0 |
Treynor Ratio | NA | 0.23 | 0.3 | 0.06 | 0.17 | 0.14 | NA | NA | 0.12 | 0.33 | -0.33 | 0.51 | 0.27 | 0.59 | -0.07 | 0.34 | 0.08 | -0.05 | 0.1 | 0.35 | 0.14 | -0.07 | 0.15 | 0.35 | -0.39 | 0.01 | 0.24 | 0.09 | 0.24 | 0.35 | 0.2 |
Alpha | NA | -0.01 | 0.0 | 0.01 | 0.01 | 0.0 | NA | NA | 0.0 | -0.01 | 0.03 | 0.07 | -0.07 | 0.03 | -0.02 | 0.01 | 0.03 | -0.05 | -0.01 | 0.0 | -0.01 | -0.02 | 0.01 | 0.0 | 0.0 | -0.02 | 0.07 | 0.0 | 0.04 | 0.03 | 0.03 |
Beta | NA | 0.54 | 0.56 | 0.61 | 0.69 | 0.72 | NA | NA | 0.81 | 0.62 | 0.63 | 0.49 | 0.86 | 0.54 | 0.8 | 0.83 | 0.98 | 0.9 | 0.84 | 0.93 | 0.97 | 0.93 | 0.91 | 1.11 | 0.96 | 0.8 | 0.72 | 0.72 | 0.62 | 0.76 | 0.84 |
RSquared | NA | 0.76 | 0.77 | 0.86 | 0.83 | 0.82 | NA | NA | 0.84 | 0.82 | 0.92 | 0.64 | 0.86 | 0.65 | 0.92 | 0.81 | 0.88 | 0.87 | 0.85 | 0.88 | 0.86 | 0.96 | 0.95 | 0.93 | 0.85 | 0.88 | 0.82 | 0.65 | 0.62 | 0.82 | 0.89 |
Yield(%) | N/A | 0.0 | 3.4 | 9.2 | 11.3 | 9.8 | 13.0 | 10.4 | N/A | 3.8 | 9.5 | 18.0 | 9.4 | 12.6 | 16.2 | 8.9 | 5.1 | 29.5 | 21.1 | 16.9 | 14.6 | 3.6 | 0.3 | 0.2 | 0.4 | 4.2 | 2.9 | 6.5 | 5.7 | 0.1 | 0.3 |
Dividend Growth(%) | N/A | -100.0 | -71.8 | -4.7 | -43.4 | 114.0 | N/A | N/A | N/A | -71.6 | -42.8 | 113.4 | -8.6 | -38.8 | 118.3 | 82.5 | -88.6 | 21.9 | 38.9 | 14.7 | 273.9 | 1280.0 | 150.0 | -71.4 | -91.5 | 70.8 | -53.4 | 24.1 | 8200.0 | -66.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/23/2002
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