Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PESAX (LARGECAP VALUE FUND III R-1) | NA | 26.60% | 8.52% | 9.46% | 8.64% | 9.92% | NA | … | … |
Data as of 11/25/2024, Common starting date is 12/22/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PESAX (LARGECAP VALUE FUND III R-1) | 12/22/2004 | 11/25/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.60 | 26.60 | 8.52 | 9.46 | 8.64 | 9.92 | NA | … | … | 19.54 | 9.29 | -5.85 | 23.04 | 2.40 | 25.43 | -6.85 | 15.81 | 12.20 | -2.69 | 11.85 | 29.84 | 14.98 | -3.78 | 11.97 | 18.13 | -41.34 | -4.56 | 20.85 | 0.47 | 0.22 |
| Sharpe Ratio | NA | 1.88 | 0.23 | 0.33 | 0.40 | NA | NA | … | … | 1.43 | 0.41 | -0.35 | 1.60 | 0.06 | 2.14 | -0.54 | 2.23 | 0.88 | -0.17 | 1.04 | 2.68 | 1.14 | -0.15 | 0.61 | 0.62 | -0.97 | -0.45 | 1.85 | -0.15 | 1.66 |
| Standard Deviation(%) | NA | 10.41 | 15.44 | 21.31 | 17.65 | NA | NA | … | … | 10.36 | 12.40 | 20.54 | 14.40 | 37.20 | 11.25 | 15.07 | 6.83 | 13.59 | 15.73 | 11.38 | 11.12 | 13.25 | 25.17 | 19.43 | 29.06 | 43.65 | 16.76 | 9.57 | 11.12 | 5.04 |
| Draw Down(%) | NA | 5.13 | 17.84 | 38.57 | 38.57 | NA | NA | … | … | 5.13 | 10.67 | 17.84 | 6.53 | 38.57 | 5.85 | 17.93 | 3.61 | 10.56 | 12.91 | 8.31 | 5.26 | 10.89 | 24.10 | 17.78 | 30.47 | 52.62 | 15.64 | 7.58 | 6.94 | 0.37 |
| Yield(%) | 0.00 | 2.49 | 5.92 | 5.30 | 5.64 | 6.81 | 4.32 | … | … | 0.00 | 2.58 | 7.95 | 9.59 | 0.65 | 6.60 | 8.53 | 6.51 | 3.98 | 6.55 | 2.09 | 0.00 | 1.55 | 0.62 | 0.60 | 0.97 | 0.94 | 7.19 | 5.99 | 0.48 | 1.26 |
Data as of 11/25/2024, Common starting date is 12/22/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PESAX (LARGECAP VALUE FUND III R-1) |
-20.16%
Feb 2006 – Feb 2009 |
-7.50%
May 2007 – May 2012 |
2.30%
May 2007 – May 2017 |
3.07%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PESAX (LARGECAP VALUE FUND III R-1) |
21.56%
Sep 2011 – Sep 2014 |
19.73%
Feb 2009 – Feb 2014 |
13.37%
Feb 2009 – Feb 2019 |
11.88%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart