Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PHYDX (HIGH YIELD FUND D) | NA | 2.52% | 3.81% | 3.94% | 6.39% | 6.54% | NA | 5.54% |
Data as of 03/23/2018, AR inception is 04/29/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PHYDX (HIGH YIELD FUND D) | 04/29/1998 | 03/23/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.46 | 2.52 | 3.81 | 3.94 | 6.39 | 6.54 | NA | 5.54 | -2.01 | 5.59 | 12.31 | -2.18 | 2.98 | 5.42 | 14.20 | 3.65 | 13.25 | 43.58 | -23.95 | 3.35 | 9.01 | 4.21 | 9.03 | 15.94 | -5.42 | 4.59 | -0.87 | 2.43 | 3.51 |
| Sharpe Ratio | NA | 0.61 | 0.75 | 0.87 | 1.02 | NA | NA | 0.78 | -2.63 | 1.82 | 2.15 | -0.46 | 0.77 | 1.62 | 4.44 | 0.58 | 2.99 | 5.21 | -2.09 | 0.07 | 1.95 | 0.59 | 2.30 | 4.53 | -1.04 | 0.53 | -1.50 | -0.26 | 0.46 |
| Standard Deviation(%) | NA | 2.83 | 4.59 | 4.25 | 6.10 | NA | NA | 5.17 | 3.67 | 2.73 | 5.61 | 4.85 | 3.82 | 3.32 | 3.21 | 6.19 | 4.40 | 8.34 | 11.84 | 4.38 | 2.94 | 3.45 | 3.52 | 3.36 | 6.28 | 4.32 | 3.27 | 3.02 | 4.37 |
| Draw Down(%) | NA | 2.77 | 9.89 | 9.89 | 32.87 | NA | NA | 32.87 | 2.77 | 2.23 | 4.58 | 7.74 | 4.98 | 5.32 | 2.82 | 9.71 | 5.34 | 12.28 | 32.87 | 6.82 | 2.45 | 4.32 | 5.26 | 5.56 | 14.99 | 4.59 | 4.94 | 3.12 | 5.64 |
| Yield(%) | 0.00 | 4.84 | 5.64 | 5.84 | 6.58 | 6.72 | 5.38 | 5.67 | 0.79 | 4.84 | 5.40 | 7.60 | 7.86 | 5.56 | 6.46 | 7.01 | 7.12 | 10.04 | 7.04 | 6.80 | 6.90 | 6.56 | 6.57 | 1.25 | 3.74 | 8.12 | 8.23 | 7.90 | 5.80 |
Data as of 03/23/2018, AR inception is 04/29/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PHYDX (HIGH YIELD FUND D) |
-6.90%
Nov 2005 - Nov 2008 |
-1.40%
Nov 2003 - Nov 2008 |
0.60%
Nov 1998 - Nov 2008 |
5.26%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PHYDX (HIGH YIELD FUND D) |
21.88%
Feb 2009 - Feb 2012 |
16.74%
Nov 2008 - Nov 2013 |
8.49%
Oct 2002 - Oct 2012 |
7.40%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart