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NEFJX: VAUGHAN NELSON SMALL CAP VALUE FUND CLASS A (MUTUAL FUND)
Basic Info 19.69 0.18(0.91%) May 16
Asset Class: | SMALL BLEND |
MyPlanIQ Rating: | (53%) |
Start Date: | 02/06/1997 |
Last Dividend Date: | 12/21/2023 |
12-Mo. Yield | 0.35% |
Expenses | 1.00% |
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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 02/06/1997 |
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(%) | -0.4 | -90.5 | -88.3 | -51.3 | -30.5 | -14.0 | 12.7 | 10.8 | 9.5 | 24.8 | -10.2 | 30.4 | 8.9 | 24.7 | -15.1 | 6.3 | 20.2 | -0.1 | 8.9 | 39.2 | 14.9 | -3.8 | 23.3 | 28.3 | -21.1 | 5.8 | 18.1 | 10.1 | 15.3 | 38.7 | -30.7 | -12.1 | -12.0 | 65.4 | 2.2 | 26.0 |
Sharpe Ratio | NA | 0.4 | 1.33 | 0.3 | 0.39 | 0.39 | NA | NA | 0.36 | 1.17 | -0.48 | 1.42 | 0.21 | 1.64 | -1.0 | 0.52 | 1.3 | -0.01 | 0.67 | 2.99 | 0.98 | -0.13 | 1.07 | 0.97 | -0.57 | 0.16 | 1.1 | 0.57 | 1.0 | 1.98 | -1.28 | -0.56 | -0.46 | 3.22 | -0.05 | 1.59 |
Draw Down(%) | NA | 6.7 | 14.2 | 18.6 | 41.0 | 41.0 | NA | NA | 65.6 | 14.2 | 18.6 | 10.3 | 41.0 | 7.9 | 25.2 | 7.7 | 12.2 | 12.0 | 11.0 | 5.3 | 11.7 | 26.4 | 18.2 | 25.7 | 40.5 | 9.9 | 11.4 | 8.5 | 12.4 | 17.3 | 41.7 | 37.1 | 40.1 | 12.6 | 40.9 | 12.5 |
Standard Deviation(%) | NA | 15.9 | 16.9 | 20.1 | 25.9 | 20.9 | NA | NA | 22.1 | 17.8 | 24.1 | 21.4 | 42.1 | 14.2 | 16.4 | 10.9 | 15.4 | 14.9 | 13.3 | 13.1 | 15.2 | 28.5 | 21.7 | 29.2 | 38.3 | 17.9 | 13.5 | 14.0 | 14.4 | 19.2 | 24.9 | 26.0 | 34.9 | 19.3 | 23.0 | 16.2 |
Treynor Ratio | NA | 0.07 | 0.23 | 0.07 | 0.1 | 0.08 | NA | NA | 0.09 | 0.22 | -0.14 | 0.28 | 0.08 | 0.25 | -0.18 | 0.06 | 0.23 | 0.0 | 0.1 | 0.42 | 0.16 | -0.04 | 0.26 | 0.35 | -0.26 | 0.03 | 0.17 | 0.08 | 0.17 | 0.36 | -0.33 | -0.14 | -0.14 | 0.68 | -0.01 | 0.31 |
Alpha | NA | -0.01 | 0.02 | 0.02 | 0.01 | 0.0 | NA | NA | 0.01 | 0.02 | 0.02 | 0.04 | -0.03 | 0.0 | -0.03 | -0.04 | 0.01 | 0.01 | 0.01 | 0.01 | -0.01 | -0.01 | 0.0 | 0.0 | 0.05 | 0.02 | 0.01 | 0.01 | -0.01 | -0.03 | -0.06 | -0.06 | -0.03 | 0.16 | 0.05 | 0.05 |
Beta | NA | 0.96 | 0.96 | 0.9 | 0.98 | 0.96 | NA | NA | 0.93 | 0.93 | 0.86 | 1.07 | 1.03 | 0.93 | 0.93 | 1.01 | 0.89 | 0.93 | 0.9 | 0.94 | 0.92 | 0.9 | 0.9 | 0.8 | 0.85 | 0.96 | 0.86 | 0.94 | 0.86 | 1.06 | 0.97 | 1.01 | 1.11 | 0.92 | 0.95 | 0.84 |
RSquared | NA | 0.93 | 0.93 | 0.92 | 0.94 | 0.93 | NA | NA | 0.91 | 0.93 | 0.94 | 0.88 | 0.97 | 0.92 | 0.94 | 0.89 | 0.93 | 0.92 | 0.93 | 0.95 | 0.96 | 0.99 | 0.98 | 0.97 | 0.97 | 0.96 | 0.94 | 0.94 | 0.92 | 0.96 | 0.94 | 0.83 | 0.91 | 0.61 | 0.81 | 0.61 |
Yield(%) | N/A | 0.0 | 0.4 | 7.9 | 6.8 | 8.3 | 12.3 | 12.5 | N/A | 0.3 | 5.0 | 23.2 | 0.6 | 0.9 | 18.6 | 11.5 | 8.4 | 14.2 | 16.2 | 19.7 | 7.8 | 18.4 | 21.2 | 0.2 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 18.7 | 14.1 | 0.1 | 3.8 |
Dividend Growth(%) | N/A | -100.0 | -89.8 | 51.3 | -62.0 | 19.5 | N/A | N/A | N/A | -94.4 | -76.3 | 4122.2 | -18.2 | -96.8 | 53.1 | 55.1 | -49.3 | -19.0 | -6.8 | 174.3 | -66.9 | -12.4 | 11975.0 | 33.3 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | 97.7 | 10850.0 | -95.8 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/06/1997
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