Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PEPPX (LARGECAP GROWTH FUND R-4) | NA | -6.55% | 7.86% | 7.64% | 9.90% | 7.49% | NA | 4.14% |
Data as of 10/11/2019, AR inception is 12/21/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PEPPX (LARGECAP GROWTH FUND R-4) | 12/21/2000 | 10/11/2019 |
| 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 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -11.04 | -6.55 | 7.86 | 7.64 | 9.90 | 7.49 | NA | 4.14 | 5.38 | -7.80 | 34.25 | -5.54 | 4.46 | 11.65 | 32.59 | 16.04 | -4.68 | 17.96 | 26.70 | -43.06 | 22.63 | 9.46 | 11.37 | 8.85 | 26.52 | -28.61 | -24.54 | 4.36 |
| Sharpe Ratio | NA | -0.32 | 0.36 | 0.36 | 0.52 | NA | NA | 0.14 | 0.25 | -0.40 | 3.23 | -0.38 | 0.26 | 0.73 | 2.47 | 1.07 | -0.18 | 0.86 | 1.02 | -1.15 | 1.15 | 0.46 | 0.75 | 0.65 | 1.42 | -1.06 | -0.93 | NA |
| Standard Deviation(%) | NA | 24.95 | 18.71 | 17.87 | 18.36 | NA | NA | 20.92 | 22.01 | 23.08 | 10.45 | 15.21 | 16.86 | 15.90 | 13.16 | 15.13 | 26.18 | 20.78 | 26.07 | 38.08 | 17.14 | 13.39 | 12.30 | 12.17 | 18.22 | 28.02 | 29.40 | NA |
| Draw Down(%) | NA | 21.98 | 26.65 | 26.65 | 26.65 | NA | NA | 54.74 | 17.12 | 26.65 | 4.20 | 15.71 | 13.45 | 11.50 | 6.60 | 11.46 | 20.65 | 17.30 | 21.11 | 50.71 | 9.31 | 12.05 | 7.46 | 9.80 | 12.29 | 34.70 | 40.80 | NA |
| Yield(%) | 0.00 | 33.60 | 20.98 | 16.02 | 14.59 | 11.14 | 5.87 | 6.52 | 0.00 | 34.41 | 20.18 | 12.36 | 9.78 | 11.10 | 12.80 | 0.31 | 0.00 | 0.00 | 0.00 | 0.00 | 2.10 | 1.62 | 0.00 | 0.53 | 0.00 | 0.00 | 0.00 | 0.16 |
Data as of 10/11/2019, AR inception is 12/21/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PEPPX (LARGECAP GROWTH FUND R-4) |
-13.17%
Feb 2006 - Feb 2009 |
-4.44%
Feb 2004 - Feb 2009 |
-0.77%
Jan 2001 - Jan 2011 |
2.56%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PEPPX (LARGECAP GROWTH FUND R-4) |
22.15%
Feb 2009 - Feb 2012 |
21.44%
Feb 2009 - Feb 2014 |
14.57%
Feb 2009 - Feb 2019 |
10.04%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart