Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NEJBX (VAUGHAN NELSON SMALL CAP VALUE FUND CLASS B) | NA | -4.71% | 10.27% | 8.17% | 8.03% | 5.88% | NA | 7.17% |
Data as of 01/11/2016, AR inception is 12/31/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NEJBX (VAUGHAN NELSON SMALL CAP VALUE FUND CLASS B) | 12/31/1996 | 01/11/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.43 | -4.71 | 10.27 | 8.17 | 8.03 | 5.88 | NA | 7.17 | -5.97 | -19.32 | -12.82 | 12.65 | 5.46 | -24.78 | -1.65 | 27.28 | -21.79 | 5.06 | 17.24 | 9.29 | 14.45 | 37.54 | -31.24 | -12.80 | -30.59 | 47.90 | 1.25 | 22.08 | 0.00 |
| Sharpe Ratio | NA | -1.82 | -1.32 | -1.19 | -0.89 | NA | NA | -0.69 | -5.75 | -1.67 | -1.44 | -0.28 | -0.78 | -1.25 | -0.66 | 0.30 | -1.08 | -0.95 | -0.38 | -0.84 | -0.36 | 0.95 | -2.04 | -1.33 | -2.60 | 3.37 | 1.51 | -1.61 | NA |
| Standard Deviation(%) | NA | 22.69 | 21.92 | 24.25 | 25.90 | NA | NA | 24.54 | 16.11 | 22.65 | 21.70 | 21.26 | 17.03 | 34.77 | 30.76 | 29.20 | 38.27 | 17.89 | 13.55 | 13.99 | 14.31 | 19.23 | 24.96 | 25.97 | 38.11 | 21.62 | 22.96 | 15.21 | 0.00 |
| Draw Down(%) | NA | 29.86 | 43.56 | 46.41 | 52.76 | NA | NA | 73.26 | 6.05 | 25.35 | 16.22 | 15.89 | 13.33 | 32.29 | 19.99 | 25.83 | 40.73 | 9.95 | 11.48 | 8.61 | 12.60 | 17.39 | 41.99 | 37.45 | 52.67 | 12.67 | 41.20 | 15.03 | 0.00 |
| Yield(%) | 0.00 | 19.07 | 21.09 | 15.53 | 11.94 | 8.67 | 9.92 | 10.44 | 0.00 | 18.79 | 20.56 | 23.59 | 8.44 | 20.61 | 23.49 | 0.00 | 0.14 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 19.21 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/11/2016, AR inception is 12/31/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEJBX (VAUGHAN NELSON SMALL CAP VALUE FUND CLASS B) |
-27.41%
Feb 2000 - Feb 2003 |
-8.47%
Mar 1998 - Mar 2003 |
-1.10%
Feb 2000 - Feb 2010 |
4.15%
Feb 2000 - Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEJBX (VAUGHAN NELSON SMALL CAP VALUE FUND CLASS B) |
32.77%
Mar 1997 - Mar 2000 |
23.26%
Feb 2009 - Feb 2014 |
13.27%
Mar 2003 - Mar 2013 |
8.73%
Aug 1998 - Aug 2013 |
Annualized Rolling Returns Comparison Chart