Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LRSYX (SMALL-CAP VALUE SERIES CLASS I) | -3.00% | -1.08% | 7.81% | 7.50% | 3.44% | 7.60% | 7.12% | 9.78% |
Data as of 07/01/2025, AR inception is 03/30/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LRSYX (SMALL-CAP VALUE SERIES CLASS I) | 03/30/1999 | 07/01/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.04 | -1.08 | 7.81 | 7.50 | 3.44 | 7.60 | 7.12 | 9.78 | -3.00 | 5.05 | 20.08 | -19.48 | 11.71 | -1.26 | 20.69 | -11.66 | 6.75 | 20.65 | -1.30 | 10.24 | 34.59 | 10.96 | -4.36 | 26.75 | 30.23 | -30.84 | 11.01 | 20.85 | 13.56 | 22.98 | 45.52 | -10.85 | 8.32 | 33.94 | 21.18 |
| Sharpe Ratio | NA | -0.22 | 0.16 | 0.25 | 0.07 | NA | NA | 0.34 | -0.41 | -0.07 | 0.87 | -0.81 | 0.44 | -0.03 | 1.24 | -0.78 | 0.55 | 1.26 | -0.09 | 0.24 | 2.51 | 0.66 | -0.14 | 1.14 | 0.87 | -0.77 | 0.45 | 1.09 | 0.72 | 1.46 | 2.90 | -0.55 | 0.32 | 1.62 | 1.97 |
| Standard Deviation(%) | NA | 26.16 | 21.88 | 23.79 | 24.12 | NA | NA | 24.15 | 28.01 | 20.61 | 18.33 | 25.94 | 26.59 | 47.28 | 15.51 | 16.74 | 11.21 | 16.29 | 15.57 | 42.79 | 13.75 | 16.68 | 32.48 | 23.38 | 34.84 | 41.20 | 17.95 | 16.25 | 15.81 | 15.13 | 15.46 | 21.60 | 18.90 | 18.42 | 12.92 |
| Draw Down(%) | NA | 34.12 | 34.12 | 36.70 | 50.07 | NA | NA | 53.82 | 24.99 | 15.82 | 14.56 | 27.81 | 19.82 | 47.09 | 11.85 | 26.74 | 7.16 | 12.85 | 13.66 | 23.67 | 5.66 | 14.85 | 31.62 | 18.65 | 32.13 | 47.61 | 9.06 | 14.70 | 10.76 | 10.39 | 10.77 | 28.85 | 21.18 | 8.13 | 16.25 |
| Yield(%) | 0.00 | 0.22 | 0.33 | 0.57 | 5.76 | 9.33 | 8.39 | 15.70 | 0.00 | 0.23 | 0.32 | 0.31 | 0.34 | 0.99 | 16.33 | 12.54 | 11.56 | 13.42 | 17.51 | 21.98 | 27.04 | 3.34 | 0.00 | 0.43 | 0.00 | 0.45 | 15.98 | 15.14 | 10.33 | 10.45 | 8.68 | 6.09 | 5.61 | 3.07 | 0.00 |
Data as of 07/01/2025, AR inception is 03/30/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LRSYX (SMALL-CAP VALUE SERIES CLASS I) |
-12.21%
Feb 2006 - Feb 2009 |
-4.21%
Mar 2015 - Mar 2020 |
2.56%
Apr 2015 - Apr 2025 |
4.53%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LRSYX (SMALL-CAP VALUE SERIES CLASS I) |
33.96%
Mar 2003 - Mar 2006 |
23.88%
Feb 2009 - Feb 2014 |
15.26%
Feb 2009 - Feb 2019 |
13.31%
Oct 1999 - Oct 2014 |
Annualized Rolling Returns Comparison Chart