Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PKPPX (MIDCAP VALUE FUND III R-2) | NA | -2.50% | 6.25% | 4.68% | 12.47% | 5.73% | NA | 6.20% |
Data as of 04/12/2019, AR inception is 12/21/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PKPPX (MIDCAP VALUE FUND III R-2) | 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 (%) | -0.12 | -2.50 | 6.25 | 4.68 | 12.47 | 5.73 | NA | 6.20 | 16.41 | -20.03 | 15.43 | 11.47 | -4.77 | 10.79 | 35.25 | 16.16 | 1.70 | 19.67 | 29.16 | -36.69 | -0.95 | 15.26 | -3.36 | 8.94 | 27.20 | -8.28 | 0.19 | 6.33 |
| Sharpe Ratio | NA | -0.28 | 0.42 | 0.31 | 0.72 | NA | NA | 0.27 | 5.50 | -1.37 | 1.74 | 0.74 | -0.32 | 0.87 | 2.80 | 1.17 | 0.06 | 0.95 | 0.96 | -0.95 | -0.25 | 1.16 | -0.29 | 0.60 | 1.89 | -0.48 | -0.13 | NA |
| Standard Deviation(%) | NA | 14.07 | 12.85 | 13.62 | 16.98 | NA | NA | 19.18 | 12.70 | 15.63 | 8.55 | 15.16 | 15.19 | 12.37 | 12.56 | 13.84 | 26.80 | 20.72 | 30.29 | 39.62 | 15.97 | 10.35 | 19.03 | 13.43 | 14.04 | 19.47 | 16.37 | NA |
| Draw Down(%) | NA | 23.39 | 28.07 | 28.07 | 28.07 | NA | NA | 58.32 | 3.36 | 28.07 | 3.73 | 12.81 | 12.95 | 9.84 | 6.37 | 11.45 | 23.63 | 17.05 | 28.17 | 49.33 | 14.58 | 7.84 | 14.58 | 9.20 | 10.78 | 23.44 | 19.45 | NA |
| Yield(%) | 0.00 | 9.95 | 7.03 | 6.30 | 8.95 | 4.78 | 4.59 | 5.11 | 0.00 | 9.45 | 7.69 | 1.26 | 3.04 | 8.88 | 4.50 | 0.97 | 0.44 | 1.02 | 1.59 | 0.86 | 8.53 | 6.78 | 0.36 | 0.20 | 0.42 | 0.35 | 0.29 | 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 |
|---|---|---|---|---|
| PKPPX (MIDCAP VALUE FUND III R-2) |
-16.61%
Feb 2006 - Feb 2009 |
-9.31%
Feb 2004 - Feb 2009 |
2.83%
Sep 2001 - Sep 2011 |
4.87%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PKPPX (MIDCAP VALUE FUND III R-2) |
27.21%
Feb 2009 - Feb 2012 |
25.02%
Feb 2009 - Feb 2014 |
14.13%
Feb 2009 - Feb 2019 |
8.54%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart