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LRSPX: SMALL-CAP VALUE SERIES CLASS P (MUTUAL FUND)
Basic Info 14.3 0.05(0.35%) May 17
Asset Class: | SMALL BLEND |
MyPlanIQ Rating: | (48%) |
Start Date: | 01/24/2002 |
Last Dividend Date: | 12/20/2022 |
12-Mo. Yield | 0.00% |
Expenses | 1.48% |
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Performance Analytics (As of 05/17/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/24/2002 |
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 | 5.3 | 21.5 | 2.0 | 7.0 | 7.2 | 10.5 | 9.1 | 8.6 | 19.5 | -17.7 | 27.2 | -1.7 | 20.2 | -12.0 | 6.3 | 20.1 | -1.8 | 12.1 | 34.0 | 10.4 | -4.8 | 26.1 | 29.6 | -31.2 | 10.5 | 20.3 | 13.1 | 22.5 | 35.6 | -16.8 |
Sharpe Ratio | NA | 0.67 | 1.05 | -0.01 | 0.17 | 0.22 | NA | NA | 0.29 | 0.84 | -0.74 | 0.76 | -0.04 | 1.21 | -0.8 | 0.51 | 1.22 | -0.12 | 0.25 | 2.47 | 0.63 | -0.15 | 1.11 | 0.85 | -0.78 | 0.42 | 1.05 | 0.69 | 1.42 | 2.09 | -0.8 |
Draw Down(%) | NA | 6.8 | 14.7 | 35.9 | 47.2 | 50.4 | NA | NA | 54.1 | 14.7 | 28.0 | 18.6 | 47.2 | 12.0 | 26.8 | 7.3 | 12.9 | 13.7 | 25.8 | 5.7 | 15.0 | 31.7 | 18.8 | 32.2 | 47.7 | 9.1 | 14.8 | 10.8 | 10.5 | 10.8 | 29.0 |
Standard Deviation(%) | NA | 16.1 | 16.9 | 26.7 | 30.8 | 28.1 | NA | NA | 25.8 | 18.3 | 25.9 | 35.9 | 47.0 | 15.5 | 16.7 | 11.2 | 16.3 | 15.6 | 47.8 | 13.8 | 16.6 | 32.5 | 23.4 | 34.8 | 41.2 | 18.0 | 16.2 | 15.8 | 15.1 | 16.7 | 23.5 |
Treynor Ratio | NA | 0.11 | 0.18 | 0.0 | 0.05 | 0.06 | NA | NA | 0.08 | 0.16 | -0.21 | 0.22 | -0.02 | 0.19 | -0.14 | 0.05 | 0.21 | -0.02 | 0.08 | 0.35 | 0.1 | -0.05 | 0.27 | 0.31 | -0.35 | 0.08 | 0.16 | 0.1 | 0.24 | 0.42 | -0.22 |
Alpha | NA | 0.0 | 0.0 | 0.0 | -0.01 | 0.0 | NA | NA | 0.0 | 0.0 | -0.01 | 0.03 | -0.08 | -0.02 | -0.01 | -0.04 | 0.01 | 0.01 | 0.04 | -0.01 | -0.03 | -0.01 | 0.0 | -0.02 | 0.01 | 0.03 | 0.01 | 0.02 | 0.01 | 0.0 | 0.0 |
Beta | NA | 0.97 | 0.97 | 0.99 | 1.06 | 1.06 | NA | NA | 0.99 | 0.96 | 0.92 | 1.24 | 1.13 | 1.0 | 0.96 | 1.05 | 0.94 | 0.99 | 1.49 | 0.98 | 1.01 | 1.03 | 0.97 | 0.96 | 0.92 | 0.94 | 1.04 | 1.06 | 0.91 | 0.82 | 0.85 |
RSquared | NA | 0.91 | 0.93 | 0.62 | 0.79 | 0.59 | NA | NA | 0.75 | 0.93 | 0.93 | 0.42 | 0.94 | 0.9 | 0.95 | 0.9 | 0.94 | 0.95 | 0.17 | 0.94 | 0.96 | 0.99 | 0.98 | 0.98 | 0.98 | 0.93 | 0.95 | 0.94 | 0.94 | 0.77 | 0.85 |
Yield(%) | N/A | 0.0 | 0.0 | 6.4 | 8.0 | 8.9 | 13.2 | 11.0 | N/A | 0.0 | 3.1 | 20.8 | 0.9 | 20.7 | 15.6 | 13.9 | 15.8 | 19.9 | 24.0 | 28.9 | 3.1 | 0.0 | 0.0 | 0.0 | 0.0 | 16.3 | 15.8 | 10.7 | 10.7 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | -100.0 | -46.7 | -71.2 | 11.8 | N/A | N/A | N/A | -100.0 | -83.9 | 2053.8 | -95.5 | -4.9 | 4.4 | -5.8 | -38.5 | -34.5 | -17.9 | 922.8 | N/A | N/A | N/A | -100.0 | -99.8 | 6.2 | 57.8 | 8.3 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/24/2002
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