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RYZAX: S&P 500 PURE VALUE FUND CLASS H (MUTUAL FUND)
Basic Info 99.64 0.61(0.61%) May 22
Asset Class: | MID-CAP VALUE |
MyPlanIQ Rating: | (53%) |
Start Date: | 03/18/2004 |
Last Dividend Date: | 12/12/2023 |
12-Mo. Yield | 2.01% |
Expenses | 1.51% |
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Performance Analytics (As of 05/17/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 03/18/2004 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.4 | 4.2 | 18.2 | 3.5 | 7.0 | 6.1 | 12.1 | 7.0 | 6.8 | 6.5 | -2.6 | 32.2 | -10.3 | 23.3 | -13.3 | 15.9 | 17.4 | -9.6 | 10.9 | 45.3 | 22.2 | -3.5 | 18.4 | 50.8 | -48.8 | -4.5 | 17.0 | 3.6 | 10.2 |
Sharpe Ratio | NA | 0.96 | 1.13 | 0.05 | 0.22 | 0.23 | NA | NA | 0.23 | 0.12 | -0.19 | 1.66 | -0.22 | 1.44 | -0.87 | 1.66 | 0.94 | -0.53 | 0.94 | 3.36 | 1.25 | -0.13 | 0.82 | 0.99 | -0.94 | -0.43 | 1.29 | 0.14 | 1.08 |
Draw Down(%) | NA | 7.2 | 15.7 | 23.4 | 50.6 | 50.6 | NA | NA | 75.2 | 23.4 | 20.3 | 11.7 | 50.6 | 10.4 | 23.4 | 6.6 | 13.7 | 16.3 | 8.9 | 5.1 | 18.7 | 25.4 | 19.9 | 49.7 | 62.4 | 16.8 | 7.3 | 7.7 | 7.2 |
Standard Deviation(%) | NA | 12.9 | 14.7 | 19.1 | 27.3 | 22.1 | NA | NA | 25.1 | 18.5 | 21.6 | 19.3 | 48.2 | 15.2 | 16.8 | 9.2 | 18.2 | 17.9 | 11.5 | 13.5 | 17.8 | 27.5 | 22.4 | 51.0 | 52.5 | 17.4 | 10.7 | 10.7 | 11.1 |
Treynor Ratio | NA | 0.12 | 0.15 | 0.01 | 0.05 | 0.05 | NA | NA | 0.05 | 0.02 | -0.04 | 0.28 | -0.09 | 0.19 | -0.14 | 0.15 | 0.15 | -0.09 | 0.11 | 0.42 | 0.18 | -0.03 | 0.18 | 0.37 | -0.44 | -0.07 | 0.15 | 0.0 | 0.0 |
Alpha | NA | -0.02 | -0.01 | -0.01 | -0.01 | -0.01 | NA | NA | 0.0 | -0.02 | 0.02 | 0.0 | -0.04 | -0.03 | 0.0 | -0.01 | 0.0 | -0.03 | -0.01 | 0.01 | 0.01 | -0.01 | -0.01 | 0.0 | -0.05 | 0.0 | 0.02 | NA | NA |
Beta | NA | 1.06 | 1.09 | 1.06 | 1.13 | 1.12 | NA | NA | 1.15 | 1.17 | 0.96 | 1.16 | 1.17 | 1.18 | 1.07 | 1.06 | 1.15 | 1.12 | 0.96 | 1.07 | 1.21 | 1.03 | 1.02 | 1.39 | 1.14 | 1.02 | 0.93 | NA | NA |
RSquared | NA | 0.81 | 0.86 | 0.88 | 0.92 | 0.92 | NA | NA | 0.9 | 0.88 | 0.93 | 0.86 | 0.95 | 0.91 | 0.92 | 0.86 | 0.93 | 0.9 | 0.92 | 0.93 | 0.91 | 0.97 | 0.97 | 0.95 | 0.92 | 0.94 | 0.17 | 0.0 | 0.0 |
Yield(%) | N/A | 0.0 | 2.0 | 2.1 | 2.0 | 1.7 | 4.4 | 9.1 | N/A | 1.9 | 2.2 | 3.1 | 0.8 | 1.2 | 7.0 | 1.3 | 0.5 | 3.5 | 3.1 | 5.9 | 0.2 | 0.0 | 1.8 | 7.8 | 7.9 | 24.2 | 1.3 | 1.5 | 0.2 |
Dividend Growth(%) | N/A | -100.0 | -19.1 | -19.4 | -55.5 | 33.6 | N/A | N/A | N/A | -19.1 | -6.5 | 223.2 | -14.7 | -86.4 | 526.3 | 42.5 | -86.9 | 22.1 | -27.9 | 4186.2 | N/A | -100.0 | 69.3 | -55.8 | -77.4 | 2043.2 | -9.4 | 708.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/18/2004
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