Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PJPPX (MIDCAP VALUE FUND III R-3) | NA | -2.43% | 6.39% | 4.85% | 12.67% | 5.91% | NA | 6.36% |
Data as of 04/12/2019, AR inception is 12/21/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PJPPX (MIDCAP VALUE FUND III R-3) | 12/21/2000 | 04/12/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.24 | -2.43 | 6.39 | 4.85 | 12.67 | 5.91 | NA | 6.36 | 16.41 | -19.92 | 15.66 | 11.68 | -4.65 | 11.01 | 35.46 | 16.50 | 1.85 | 19.83 | 29.40 | -36.57 | -0.71 | 15.46 | -3.28 | 9.16 | 27.35 | -8.49 | 0.37 | 6.33 |
| Sharpe Ratio | NA | -0.28 | 0.43 | 0.33 | 0.73 | NA | NA | 0.28 | 5.54 | -1.36 | 1.76 | 0.75 | -0.31 | 0.89 | 2.84 | 1.19 | 0.07 | 0.95 | 0.97 | -0.94 | -0.24 | 1.19 | -0.29 | 0.61 | 1.90 | -0.49 | -0.12 | NA |
| Standard Deviation(%) | NA | 14.04 | 12.85 | 13.64 | 16.98 | NA | NA | 19.18 | 12.60 | 15.62 | 8.56 | 15.23 | 15.21 | 12.41 | 12.48 | 13.88 | 26.79 | 20.70 | 30.29 | 39.66 | 15.92 | 10.28 | 19.10 | 13.52 | 14.00 | 19.39 | 16.29 | NA |
| Draw Down(%) | NA | 23.33 | 27.92 | 27.92 | 27.92 | NA | NA | 58.19 | 3.34 | 27.92 | 3.71 | 12.74 | 12.94 | 9.80 | 6.29 | 11.44 | 23.57 | 16.95 | 28.19 | 49.29 | 14.50 | 7.86 | 14.60 | 9.24 | 10.72 | 23.42 | 19.43 | NA |
| Yield(%) | 0.00 | 10.30 | 7.33 | 6.56 | 9.45 | 5.03 | 4.84 | 5.38 | 0.00 | 9.78 | 7.95 | 1.50 | 3.27 | 9.15 | 4.70 | 1.37 | 0.75 | 1.30 | 1.68 | 1.04 | 8.73 | 7.02 | 0.54 | 0.22 | 0.65 | 0.51 | 0.47 | 0.16 |
Data as of 04/12/2019, AR inception is 12/21/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PJPPX (MIDCAP VALUE FUND III R-3) |
-16.45%
Feb 2006 - Feb 2009 |
-9.15%
Feb 2004 - Feb 2009 |
2.97%
Sep 2001 - Sep 2011 |
5.06%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PJPPX (MIDCAP VALUE FUND III R-3) |
27.41%
Feb 2009 - Feb 2012 |
25.24%
Feb 2009 - Feb 2014 |
14.33%
Feb 2009 - Feb 2019 |
8.74%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart