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MVSSX: VICTORY INTEGRITY SMALL-CAP VALUE FUND CLASS R6 (MUTUAL FUND)
Basic Info 36.2 0.06(0.17%) May 07
Asset Class: | EQUITY |
MyPlanIQ Rating: | (62%) |
Start Date: | 06/04/2012 |
Last Dividend Date: | 12/21/2023 |
12-Mo. Yield | 10.98% |
Expenses | 1.75% |
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Performance Analytics (As of 05/03/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 3.7 | 2.9 | 22.0 | 4.7 | 9.4 | 8.0 | 6.9 | 18.1 | -7.5 | 33.3 | 1.3 | 24.6 | -18.7 | 12.6 | 24.5 | -6.5 | 7.5 | 41.2 | 18.6 |
Sharpe Ratio | NA | 0.13 | 0.97 | 0.1 | 0.25 | 0.28 | 0.45 | 0.73 | -0.35 | 1.38 | 0.02 | 1.42 | -1.15 | 0.91 | 1.32 | -0.4 | 0.48 | 2.7 | 2.16 |
Draw Down(%) | NA | 7.4 | 14.0 | 21.6 | 49.7 | 51.6 | 51.6 | 14.0 | 21.0 | 13.1 | 49.7 | 11.5 | 27.3 | 7.6 | 13.8 | 14.8 | 13.8 | 6.1 | 9.6 |
Standard Deviation(%) | NA | 16.6 | 18.0 | 21.9 | 30.1 | 24.2 | 23.0 | 19.2 | 25.3 | 24.1 | 51.7 | 16.4 | 17.3 | 13.1 | 18.4 | 16.3 | 15.7 | 15.2 | 16.1 |
Treynor Ratio | NA | 0.02 | 0.15 | 0.02 | 0.06 | 0.06 | 0.09 | 0.12 | -0.1 | 0.27 | 0.01 | 0.21 | -0.22 | 0.08 | 0.2 | -0.07 | 0.06 | 0.33 | 0.31 |
Alpha | NA | -0.06 | -0.03 | -0.01 | -0.01 | -0.02 | -0.01 | -0.04 | 0.05 | 0.01 | -0.07 | -0.03 | -0.06 | -0.07 | 0.03 | -0.03 | -0.03 | 0.0 | 0.02 |
Beta | NA | 1.04 | 1.13 | 1.02 | 1.16 | 1.14 | 1.14 | 1.15 | 0.93 | 1.25 | 1.28 | 1.12 | 0.93 | 1.56 | 1.23 | 0.98 | 1.2 | 1.24 | 1.13 |
RSquared | NA | 0.59 | 0.58 | 0.7 | 0.72 | 0.73 | 0.74 | 0.66 | 0.84 | 0.51 | 0.77 | 0.75 | 0.82 | 0.71 | 0.83 | 0.84 | 0.81 | 0.86 | 0.88 |
Yield(%) | N/A | 0.0 | 11.0 | 10.7 | 9.2 | 7.5 | N/A | 11.0 | 11.0 | 20.3 | 0.5 | 2.2 | 10.6 | 6.3 | 0.5 | 1.5 | 0.0 | 0.3 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -20.9 | N/A | N/A | N/A | N/A | -20.7 | -36.8 | 4123.5 | -73.4 | -85.4 | 78.8 | 1650.0 | -72.5 | N/A | -100.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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