Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HWMRX (HOTCHKIS & WILEY MID-CAP VALUE FUND CLASS R) | NA | -10.97% | -6.19% | -1.46% | 8.13% | 4.90% | NA | 6.96% |
Data as of 12/13/2019, AR inception is 09/02/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HWMRX (HOTCHKIS & WILEY MID-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 | -10.97 | -6.19 | -1.46 | 8.13 | 4.90 | NA | 6.96 | -2.99 | -19.69 | 7.24 | 20.43 | -12.98 | 11.62 | 41.89 | 30.52 | -9.07 | 33.92 | 55.69 | -43.33 | -19.53 | 16.02 | 10.18 | 25.45 | 16.86 |
| Sharpe Ratio | NA | -0.66 | -0.44 | -0.12 | 0.40 | NA | NA | 0.25 | -0.26 | -1.08 | 0.51 | 0.86 | -0.77 | 0.94 | 3.27 | 1.79 | -0.29 | 1.42 | 1.45 | -0.86 | -0.79 | 1.12 | 0.69 | 2.03 | 4.79 |
| Standard Deviation(%) | NA | 18.71 | 16.74 | 18.31 | 19.65 | NA | NA | 23.80 | 17.42 | 19.46 | 12.90 | 23.34 | 16.89 | 12.32 | 12.80 | 17.14 | 31.86 | 23.77 | 38.21 | 51.06 | 28.63 | 11.44 | 11.63 | 12.07 | 12.31 |
| Draw Down(%) | NA | 24.23 | 31.78 | 31.78 | 34.44 | NA | NA | 70.97 | 24.23 | 31.33 | 9.97 | 17.70 | 19.13 | 11.42 | 5.36 | 13.54 | 34.44 | 19.67 | 32.40 | 57.77 | 27.83 | 10.43 | 9.62 | 9.03 | 4.32 |
| Yield(%) | 0.00 | 2.22 | 2.76 | 4.17 | 6.74 | 5.33 | 5.77 | 7.21 | 0.00 | 1.88 | 6.41 | 1.60 | 10.89 | 10.11 | 0.18 | 0.13 | 0.00 | 0.25 | 0.93 | 0.24 | 14.00 | 10.51 | 7.02 | 4.05 | 2.04 |
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 |
|---|---|---|---|---|
| HWMRX (HOTCHKIS & WILEY MID-CAP VALUE FUND CLASS R) |
-26.45%
Feb 2006 - Feb 2009 |
-11.74%
Feb 2004 - Feb 2009 |
4.42%
Feb 2006 - Feb 2016 |
4.95%
Nov 2004 - Nov 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HWMRX (HOTCHKIS & WILEY MID-CAP VALUE FUND CLASS R) |
42.66%
Feb 2009 - Feb 2012 |
35.73%
Feb 2009 - Feb 2014 |
18.60%
Feb 2009 - Feb 2019 |
8.64%
Oct 2003 - Oct 2018 |
Annualized Rolling Returns Comparison Chart