Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LRSBX (SMALL-CAP VALUE SERIES CLASS B) | NA | 4.83% | 6.49% | 7.82% | 6.95% | 10.58% | 9.00% | … | … |
Data as of 05/09/2018, Common starting date is 02/06/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LRSBX (SMALL-CAP VALUE SERIES CLASS B) | 02/06/1997 | 05/09/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.83 | 6.49 | 7.82 | 6.95 | 10.58 | 9.00 | … | … | 0.00 | 5.52 | 19.56 | -1.93 | 1.20 | 32.78 | 9.77 | -5.29 | 25.36 | 28.96 | -31.56 | 9.68 | 19.62 | 12.43 | 21.64 | 44.05 | -11.66 | 7.28 | 32.62 | 7.50 | -8.06 | 28.93 |
| Sharpe Ratio | NA | 0.31 | 0.41 | 0.52 | 0.28 | NA | NA | … | … | -0.07 | 0.44 | 1.18 | -0.13 | 0.08 | 2.39 | 0.59 | -0.16 | 1.08 | 0.83 | -0.79 | 0.37 | 1.01 | 0.65 | 1.37 | 2.81 | -0.59 | 0.27 | 1.55 | 0.30 | -0.57 | 2.72 |
| Standard Deviation(%) | NA | 12.98 | 14.84 | 14.62 | 23.93 | NA | NA | … | … | 16.82 | 11.22 | 16.29 | 15.52 | 15.10 | 13.71 | 16.67 | 32.51 | 23.38 | 34.86 | 41.20 | 17.94 | 16.28 | 15.78 | 15.14 | 15.44 | 21.58 | 18.89 | 18.40 | 14.23 | 19.86 | 10.69 |
| Draw Down(%) | NA | 9.85 | 20.07 | 20.07 | 52.89 | NA | NA | … | … | 9.85 | 7.48 | 12.95 | 13.82 | 13.46 | 5.77 | 15.05 | 31.89 | 18.86 | 32.23 | 47.83 | 9.08 | 14.90 | 10.95 | 10.53 | 10.90 | 29.14 | 21.36 | 8.19 | 16.46 | 40.81 | 10.31 |
| Yield(%) | 0.00 | 21.22 | 18.43 | 17.94 | 12.05 | 15.90 | 13.50 | … | … | 0.00 | 21.30 | 22.58 | 25.99 | 29.06 | 33.25 | 2.80 | 0.00 | 0.00 | 0.00 | 0.00 | 17.95 | 17.00 | 11.36 | 11.28 | 9.23 | 6.38 | 5.81 | 3.15 | 0.00 | 0.00 | 1.94 |
Data as of 05/09/2018, Common starting date is 02/06/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LRSBX (SMALL-CAP VALUE SERIES CLASS B) |
-13.15%
Feb 2006 – Feb 2009 |
-1.04%
Feb 2004 – Feb 2009 |
5.34%
Feb 2006 – Feb 2016 |
8.47%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LRSBX (SMALL-CAP VALUE SERIES CLASS B) |
32.58%
Mar 2003 – Mar 2006 |
22.51%
Feb 2009 – Feb 2014 |
15.94%
Aug 1998 – Aug 2008 |
12.71%
Mar 1999 – Mar 2014 |
Annualized Rolling Returns Comparison Chart