Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PESSX (INTERNATIONAL EMERGING MARKETS FUND R-4) | NA | 10.47% | -4.20% | 1.81% | 1.75% | 1.98% | 4.51% | … | … |
Data as of 11/25/2024, Common starting date is 12/21/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PESSX (INTERNATIONAL EMERGING MARKETS FUND R-4) | 12/21/2000 | 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 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.30 | 10.47 | -4.20 | 1.81 | 1.75 | 1.98 | 4.51 | … | … | 6.99 | 11.56 | -23.51 | -5.37 | 19.36 | 17.24 | -21.17 | 40.79 | 8.46 | -13.97 | -3.90 | -5.16 | 20.39 | -17.96 | 18.29 | 67.86 | -54.61 | 42.09 | 36.81 | 23.35 | 16.82 | 56.28 | -7.18 | -3.70 | 2.91 |
| Sharpe Ratio | NA | 0.23 | -0.53 | -0.03 | 0.01 | NA | NA | … | … | 0.05 | 0.55 | -1.20 | -0.29 | 0.69 | 1.19 | -1.26 | 3.66 | 0.48 | -0.82 | -0.32 | -0.37 | 1.25 | -0.69 | 0.79 | 2.12 | -1.14 | 1.61 | 1.82 | 1.38 | 0.90 | 4.24 | -0.57 | -0.32 | NA |
| Standard Deviation(%) | NA | 14.18 | 17.26 | 19.63 | 17.74 | NA | NA | … | … | 14.55 | 13.47 | 20.83 | 18.31 | 27.80 | 13.34 | 17.85 | 11.02 | 17.16 | 17.10 | 12.31 | 13.88 | 16.41 | 26.10 | 22.95 | 31.99 | 48.39 | 24.45 | 18.51 | 15.35 | 17.63 | 13.12 | 14.62 | 19.41 | NA |
| Draw Down(%) | NA | 10.13 | 36.07 | 43.12 | 43.43 | NA | NA | … | … | 10.13 | 10.79 | 33.22 | 19.83 | 34.24 | 10.93 | 30.82 | 5.44 | 11.34 | 25.47 | 16.04 | 18.74 | 15.94 | 28.90 | 18.37 | 21.77 | 64.40 | 18.30 | 25.17 | 10.50 | 21.57 | 12.05 | 29.02 | 33.36 | NA |
| Yield(%) | 0.00 | 0.95 | 0.66 | 1.08 | 1.16 | 1.09 | 3.53 | … | … | 0.00 | 1.02 | 0.15 | 1.07 | 0.16 | 3.10 | 2.12 | 1.22 | 1.17 | 0.33 | 1.28 | 0.39 | 1.36 | 0.83 | 0.29 | 0.93 | 0.45 | 22.68 | 9.16 | 0.59 | 0.00 | 1.21 | 0.00 | 0.61 | 0.18 |
Data as of 11/25/2024, Common starting date is 12/21/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PESSX (INTERNATIONAL EMERGING MARKETS FUND R-4) |
-12.11%
Feb 2006 – Feb 2009 |
-5.76%
Feb 2011 – Feb 2016 |
-0.79%
Oct 2012 – Oct 2022 |
-2.31%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PESSX (INTERNATIONAL EMERGING MARKETS FUND R-4) |
41.19%
Oct 2004 – Oct 2007 |
37.47%
Oct 2002 – Oct 2007 |
15.26%
Mar 2003 – Mar 2013 |
11.52%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart