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SCVIX: SMALL COMPANY VALUE FUND ADMINISTRATOR CLASS (MUTUAL FUND)
Basic Info 37.6 0.32(0.86%) May 24
Asset Class: | SMALL VALUE |
MyPlanIQ Rating: | (71%) |
Start Date: | 02/07/2002 |
Last Dividend Date: | 12/22/2023 |
12-Mo. Yield | 1.00% |
Expenses | 0.85% |
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Performance Analytics (As of 05/24/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 02/07/2002 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.4 | 3.0 | 23.3 | 3.7 | 10.5 | 7.8 | 12.3 | 7.8 | 8.3 | 14.3 | -12.1 | 36.9 | 2.1 | 22.3 | -14.1 | 11.8 | 27.4 | -6.8 | 3.8 | 36.6 | 18.2 | -4.1 | 27.0 | 45.2 | -39.5 | -14.1 | 13.2 | 1.0 | 23.5 | 43.7 | -6.1 |
Sharpe Ratio | NA | 0.24 | 1.09 | 0.06 | 0.32 | 0.3 | NA | NA | 0.29 | 0.53 | -0.56 | 1.63 | 0.04 | 1.36 | -0.91 | 0.9 | 1.42 | -0.42 | 0.26 | 2.47 | 1.05 | -0.13 | 1.08 | 1.03 | -0.78 | -0.84 | 0.68 | -0.07 | 1.53 | 2.49 | -0.31 |
Draw Down(%) | NA | 7.4 | 13.1 | 22.9 | 44.9 | 46.6 | NA | NA | 70.2 | 15.6 | 22.2 | 9.7 | 44.9 | 11.5 | 26.2 | 6.8 | 15.3 | 14.7 | 13.4 | 6.7 | 13.8 | 30.1 | 19.7 | 40.6 | 56.8 | 23.6 | 12.6 | 10.0 | 10.2 | 16.6 | 37.2 |
Standard Deviation(%) | NA | 16.7 | 17.9 | 20.9 | 27.8 | 22.7 | NA | NA | 25.1 | 19.4 | 24.0 | 22.7 | 46.4 | 15.4 | 16.9 | 12.4 | 19.2 | 16.2 | 14.7 | 14.8 | 17.5 | 32.9 | 24.8 | 43.9 | 51.7 | 20.5 | 14.7 | 16.2 | 14.7 | 17.3 | 25.1 |
Treynor Ratio | NA | 0.04 | 0.18 | 0.01 | 0.09 | 0.06 | NA | NA | 0.07 | 0.1 | -0.14 | 0.33 | 0.02 | 0.2 | -0.15 | 0.1 | 0.24 | -0.07 | 0.04 | 0.34 | 0.17 | -0.04 | 0.26 | 0.41 | -0.37 | -0.16 | 0.1 | -0.01 | 0.23 | 0.42 | -0.08 |
Alpha | NA | -0.02 | -0.01 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | -0.01 | -0.01 | 0.02 | -0.01 | 0.0 | -0.01 | 0.0 | 0.0 | -0.01 | -0.03 | -0.01 | -0.01 | 0.0 | 0.0 | 0.04 | -0.03 | -0.03 | -0.02 | -0.02 | 0.0 | 0.02 | 0.02 |
Beta | NA | 1.1 | 1.06 | 1.0 | 1.02 | 1.03 | NA | NA | 1.05 | 1.02 | 0.96 | 1.11 | 1.02 | 1.03 | 1.04 | 1.11 | 1.13 | 1.04 | 1.05 | 1.06 | 1.11 | 1.05 | 1.03 | 1.1 | 1.1 | 1.05 | 1.03 | 0.93 | 0.99 | 1.03 | 0.95 |
RSquared | NA | 0.95 | 0.95 | 0.95 | 0.96 | 0.95 | NA | NA | 0.96 | 0.95 | 0.97 | 0.91 | 0.97 | 0.94 | 0.93 | 0.91 | 0.95 | 0.96 | 0.92 | 0.91 | 0.97 | 0.98 | 0.98 | 0.98 | 0.97 | 0.95 | 0.94 | 0.69 | 0.94 | 0.94 | 0.94 |
Yield(%) | N/A | 0.0 | 1.0 | 3.5 | 3.3 | 2.2 | 3.9 | 3.3 | N/A | 1.0 | 3.5 | 7.8 | 0.5 | 0.7 | 0.5 | 0.5 | 0.2 | 0.3 | 0.0 | 0.0 | 0.1 | 1.0 | 0.0 | 0.0 | 0.6 | 9.7 | 7.7 | 0.2 | 6.9 | 5.1 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -77.1 | 748.8 | 984.8 | 20.1 | N/A | N/A | N/A | -77.1 | -40.2 | 1530.5 | -22.0 | 22.2 | 13.2 | 184.4 | -36.6 | N/A | N/A | -100.0 | -90.6 | N/A | N/A | -100.0 | -95.5 | 32.7 | 3314.7 | -96.1 | 81.3 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/07/2002
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