Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PFIVX (STRATEGIC ASSET MANAGEMENT FLEXIBLE INCOME PORTFOLIO R-2) | NA | 7.27% | 5.59% | 5.90% | 4.84% | NA | NA | … | … |
Data as of 03/01/2021, Common starting date is 01/19/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PFIVX (STRATEGIC ASSET MANAGEMENT FLEXIBLE INCOME PORTFOLIO R-2) | 01/19/2007 | 03/01/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.15 | 7.27 | 5.59 | 5.90 | 4.84 | NA | NA | … | … | 0.44 | 5.67 | 12.44 | -3.06 | 7.39 | 5.96 | -2.16 | 4.52 | 7.28 | 9.77 | 2.44 | 9.34 | 20.54 | -14.58 | 3.93 |
| Sharpe Ratio | NA | 0.86 | 0.76 | 1.01 | 0.91 | NA | NA | … | … | 0.52 | 0.56 | 4.04 | -1.32 | 3.42 | 1.35 | -0.51 | 1.22 | 1.74 | 2.92 | 0.36 | 1.74 | 2.43 | -1.45 | 0.26 |
| Standard Deviation(%) | NA | 9.66 | 6.12 | 5.11 | 4.89 | NA | NA | … | … | 5.37 | 9.60 | 2.73 | 3.32 | 1.98 | 4.23 | 4.25 | 3.68 | 4.16 | 3.36 | 6.61 | 5.31 | 8.41 | 10.63 | 4.36 |
| Draw Down(%) | NA | 14.49 | 15.58 | 15.58 | 15.58 | NA | NA | … | … | 1.69 | 15.58 | 0.97 | 5.28 | 1.26 | 3.25 | 5.38 | 2.71 | 4.71 | 2.97 | 6.78 | 4.14 | 10.52 | 21.07 | 2.48 |
| Yield(%) | 0.00 | 2.39 | 3.65 | 3.50 | 3.68 | 3.57 | 2.68 | … | … | 0.05 | 2.61 | 2.74 | 5.90 | 2.88 | 2.72 | 4.42 | 3.45 | 3.87 | 3.88 | 3.14 | 3.09 | 4.24 | 5.35 | 5.38 |
Data as of 03/01/2021, Common starting date is 01/19/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFIVX (STRATEGIC ASSET MANAGEMENT FLEXIBLE INCOME PORTFOLIO R-2) |
1.38%
Mar 2017 – Mar 2020 |
1.74%
Mar 2015 – Mar 2020 |
3.99%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFIVX (STRATEGIC ASSET MANAGEMENT FLEXIBLE INCOME PORTFOLIO R-2) |
14.20%
Feb 2009 – Feb 2012 |
11.25%
Feb 2009 – Feb 2014 |
7.04%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart