Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HWLRX (HOTCHKIS & WILEY LARGE CAP VALUE FUND CLASS R) | NA | 7.19% | 3.60% | 5.46% | 10.00% | 4.80% | NA | 6.51% |
Data as of 12/13/2019, AR inception is 09/02/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HWLRX (HOTCHKIS & WILEY LARGE CAP VALUE FUND CLASS R) | 09/02/2003 | 12/13/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.19 | 3.60 | 5.46 | 10.00 | 4.80 | NA | 6.51 | 12.87 | -14.71 | 18.30 | 19.13 | -8.24 | 12.94 | 39.23 | 18.21 | -4.77 | 19.27 | 33.57 | -47.15 | -10.98 | 13.15 | 5.87 | 21.65 | 13.98 |
| Sharpe Ratio | NA | 0.39 | 0.18 | 0.29 | 0.59 | NA | NA | 0.26 | 0.89 | -0.92 | 1.90 | 0.97 | -0.49 | 1.13 | 3.38 | 1.27 | -0.19 | 0.95 | 0.95 | -0.97 | -0.81 | 0.98 | 0.35 | 1.82 | 4.06 |
| Standard Deviation(%) | NA | 14.72 | 13.78 | 15.71 | 16.57 | NA | NA | 20.89 | 13.58 | 17.40 | 9.32 | 19.38 | 16.73 | 11.47 | 11.58 | 14.44 | 25.17 | 20.28 | 35.07 | 49.28 | 17.42 | 10.06 | 10.52 | 11.36 | 11.68 |
| Draw Down(%) | NA | 10.57 | 25.63 | 25.63 | 25.63 | NA | NA | 70.77 | 10.57 | 25.63 | 4.74 | 14.37 | 15.69 | 8.27 | 5.22 | 11.81 | 23.35 | 17.68 | 34.09 | 59.69 | 22.50 | 8.99 | 7.06 | 8.52 | 3.59 |
| Yield(%) | 0.00 | 2.15 | 1.09 | 1.29 | 2.27 | 2.32 | 2.40 | 3.01 | 0.00 | 1.87 | 1.12 | 1.80 | 0.97 | 2.73 | 1.11 | 2.21 | 1.75 | 0.00 | 3.12 | 1.17 | 8.49 | 5.00 | 3.12 | 1.16 | 0.00 |
Data as of 12/13/2019, AR inception is 09/02/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HWLRX (HOTCHKIS & WILEY LARGE CAP VALUE FUND CLASS R) |
-26.87%
Feb 2006 - Feb 2009 |
-13.17%
Feb 2004 - Feb 2009 |
2.05%
Feb 2006 - Feb 2016 |
4.87%
Nov 2004 - Nov 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HWLRX (HOTCHKIS & WILEY LARGE CAP VALUE FUND CLASS R) |
30.55%
Feb 2009 - Feb 2012 |
27.55%
Feb 2009 - Feb 2014 |
16.91%
Feb 2009 - Feb 2019 |
6.65%
Oct 2003 - Oct 2018 |
Annualized Rolling Returns Comparison Chart