Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PIXDX (FUNDAMENTAL INDEXPLUS TR FUND D) | NA | 13.09% | 8.52% | 11.65% | 12.20% | NA | NA | 11.21% |
Data as of 03/23/2018, AR inception is 08/11/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PIXDX (FUNDAMENTAL INDEXPLUS TR FUND D) | 08/11/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.52 | 13.09 | 8.52 | 11.65 | 12.20 | NA | NA | 11.21 | -2.46 | 18.81 | 19.24 | -7.05 | 11.68 | 34.44 | 26.41 | 4.75 | 29.83 | 56.60 | -43.85 | 7.35 | 16.58 | -2.73 |
| Sharpe Ratio | NA | 1.03 | 0.56 | 0.83 | 0.54 | NA | NA | 0.47 | -0.62 | 2.32 | 1.31 | -0.41 | 0.97 | 2.87 | 2.30 | 0.20 | 1.56 | 1.73 | -1.00 | 0.28 | 1.22 | -0.78 |
| Standard Deviation(%) | NA | 11.09 | 13.98 | 13.44 | 22.21 | NA | NA | 20.82 | 18.51 | 7.86 | 14.42 | 17.14 | 12.00 | 12.01 | 11.54 | 23.13 | 19.03 | 32.69 | 44.84 | 15.29 | 10.91 | 11.96 |
| Draw Down(%) | NA | 10.08 | 21.49 | 21.49 | 62.52 | NA | NA | 63.95 | 10.08 | 3.55 | 12.95 | 16.57 | 9.17 | 8.51 | 8.10 | 20.71 | 15.27 | 37.04 | 57.95 | 9.18 | 7.79 | 6.92 |
| Yield(%) | 0.00 | 8.82 | 4.84 | 9.18 | 9.79 | 7.43 | 5.57 | 9.28 | 0.83 | 8.19 | 0.00 | 5.66 | 15.24 | 17.44 | 15.70 | 9.75 | 28.06 | 56.05 | 1.17 | 6.61 | 14.17 | 0.00 |
Data as of 03/23/2018, AR inception is 08/11/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PIXDX (FUNDAMENTAL INDEXPLUS TR FUND D) |
-19.95%
Feb 2006 - Feb 2009 |
3.52%
Sep 2006 - Sep 2011 |
9.14%
Feb 2006 - Feb 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PIXDX (FUNDAMENTAL INDEXPLUS TR FUND D) |
46.11%
Feb 2009 - Feb 2012 |
37.15%
Feb 2009 - Feb 2014 |
12.41%
Feb 2008 - Feb 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart