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STITX: RIDGEWORTH INTERNATIONAL EQUITY FUND I SHARES (MUTUAL FUND)
Basic Info 9.13 0.03(0.33%) April 24
Asset Class: | Foreign Large Value |
MyPlanIQ Rating: | (71%) |
Start Date: | 06/20/1996 |
Last Dividend Date: | 12/20/2023 |
12-Mo. Yield | 0.12% |
Expenses | 1.07% |
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Performance Analytics (As of 04/23/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/21/1996 |
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 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.3 | -6.6 | -0.4 | -2.6 | 5.7 | 5.9 | 9.1 | 5.8 | 5.5 | 17.3 | -18.2 | 8.7 | 23.3 | 29.1 | -7.7 | 31.6 | 0.0 | 3.0 | -7.7 | 21.1 | 21.4 | -12.5 | 8.3 | 44.9 | -52.3 | 10.2 | 24.6 | 13.1 | 19.0 | 36.9 | -16.4 | -17.7 | -3.5 | 9.5 | 11.2 | 13.3 | 11.5 |
Sharpe Ratio | NA | -2.24 | -0.44 | -0.3 | 0.21 | 0.29 | NA | NA | 0.21 | 1.05 | -0.81 | 0.66 | 0.83 | 2.49 | -0.6 | 4.17 | -0.01 | 0.19 | -0.61 | 1.51 | 1.21 | -0.44 | 0.34 | 1.42 | -1.22 | 0.37 | 1.46 | 1.04 | 1.39 | 2.56 | -0.9 | -1.28 | -0.57 | 0.47 | 0.42 | 0.76 | 2.53 |
Draw Down(%) | NA | 9.5 | 13.9 | 31.9 | 31.9 | 31.9 | NA | NA | 67.7 | 13.9 | 28.2 | 9.8 | 30.2 | 8.1 | 16.9 | 3.2 | 10.5 | 15.3 | 15.6 | 9.9 | 18.1 | 28.1 | 21.3 | 29.3 | 58.1 | 13.8 | 15.3 | 7.3 | 10.2 | 15.8 | 28.3 | 27.8 | 14.0 | 8.7 | 28.6 | 12.9 | 5.0 |
Standard Deviation(%) | NA | 12.5 | 12.2 | 17.3 | 19.0 | 16.4 | NA | NA | 19.1 | 12.5 | 24.2 | 13.2 | 27.6 | 11.1 | 15.0 | 7.5 | 15.2 | 15.4 | 12.5 | 14.0 | 17.8 | 28.7 | 24.4 | 31.5 | 43.4 | 19.5 | 14.6 | 10.5 | 13.0 | 14.1 | 19.3 | 15.9 | 13.3 | 13.2 | 18.6 | 12.8 | 7.6 |
Treynor Ratio | NA | -0.33 | -0.06 | -0.06 | 0.04 | 0.05 | NA | NA | 0.04 | 0.16 | -0.2 | 0.13 | 0.27 | 0.32 | -0.09 | 0.38 | 0.0 | 0.03 | -0.08 | 0.21 | 0.21 | -0.12 | 0.08 | 0.42 | -0.53 | 0.07 | 0.23 | 0.13 | 0.19 | 0.42 | -0.2 | -0.31 | -0.09 | 0.08 | 0.1 | 0.12 | 0.22 |
Alpha | NA | -0.1 | -0.02 | -0.01 | 0.0 | 0.01 | NA | NA | 0.0 | 0.01 | -0.03 | 0.01 | 0.05 | 0.04 | 0.03 | 0.03 | -0.01 | 0.04 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.03 | -0.08 | -0.01 | 0.0 | -0.01 | 0.0 | 0.0 | -0.02 | -0.04 | 0.01 | -0.03 | -0.02 | 0.06 | 0.05 |
Beta | NA | 0.86 | 0.87 | 0.91 | 0.88 | 0.88 | NA | NA | 0.94 | 0.85 | 1.01 | 0.66 | 0.86 | 0.85 | 1.02 | 0.82 | 0.77 | 0.9 | 1.01 | 1.02 | 1.02 | 1.06 | 1.09 | 1.05 | 1.01 | 1.0 | 0.95 | 0.84 | 0.96 | 0.87 | 0.86 | 0.66 | 0.83 | 0.82 | 0.8 | 0.79 | 0.87 |
RSquared | NA | 0.54 | 0.7 | 0.72 | 0.77 | 0.78 | NA | NA | 0.85 | 0.75 | 0.81 | 0.45 | 0.87 | 0.71 | 0.81 | 0.64 | 0.82 | 0.86 | 0.81 | 0.9 | 0.94 | 0.97 | 0.93 | 0.95 | 0.97 | 0.9 | 0.88 | 0.72 | 0.87 | 0.87 | 0.77 | 0.65 | 0.57 | 0.53 | 0.74 | 0.71 | 0.7 |
Yield(%) | N/A | 0.0 | 0.3 | 3.8 | 10.3 | 7.4 | 10.6 | 7.0 | N/A | 0.4 | 4.1 | 7.7 | 19.1 | 30.7 | 0.2 | 0.1 | 0.9 | 9.9 | 11.1 | 12.0 | 2.1 | 2.0 | 2.5 | 0.8 | 0.0 | 16.1 | 2.0 | 1.4 | 1.1 | 1.9 | 1.3 | 0.0 | 9.0 | 12.9 | 7.1 | 11.2 | 3.3 |
Dividend Growth(%) | N/A | -100.0 | -93.2 | -76.5 | 175.5 | 72.3 | N/A | N/A | N/A | -93.2 | -46.3 | -60.4 | -38.9 | 11200.0 | 200.0 | -87.5 | -91.8 | -27.4 | -2.9 | 561.9 | -8.7 | -14.8 | 350.0 | N/A | -100.0 | 877.8 | 68.8 | 45.5 | -21.4 | 16.7 | N/A | -100.0 | -33.9 | 93.3 | -33.8 | 267.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/21/1996
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