Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
PLBJX (LARGECAP BLEND FUND II CLASS J) | NA | -15.84% | 7.17% | 8.36% | 3.82% | NA | NA | 6.12% |
Data as of 06/16/2015, AR inception is 10/01/2002
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
PLBJX (LARGECAP BLEND FUND II CLASS J) | 10/01/2002 | 06/16/2015 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -15.84 | 7.17 | 8.36 | 3.82 | NA | NA | 6.12 | -20.52 | 10.77 | 30.48 | 14.99 | -0.10 | 12.81 | 28.95 | -36.88 | 5.24 | 15.22 | -0.13 | 9.40 | 22.86 | 3.38 |
Sharpe Ratio | NA | -0.43 | 0.26 | 0.28 | 0.09 | NA | NA | 0.23 | -1.01 | 0.89 | 2.66 | 1.17 | -0.01 | 0.69 | 1.06 | -0.93 | 0.14 | 1.19 | -0.21 | 0.74 | 1.39 | 0.58 |
Standard Deviation(%) | NA | 36.94 | 27.59 | 29.33 | 33.18 | NA | NA | 20.98 | 39.60 | 12.10 | 11.44 | 12.92 | 22.13 | 18.34 | 27.17 | 40.54 | 16.09 | 10.08 | 11.14 | 11.49 | 15.94 | 23.06 |
Draw Down(%) | NA | 23.09 | 23.09 | 23.09 | 54.35 | NA | NA | 54.35 | 23.09 | 8.24 | 5.81 | 10.19 | 20.22 | 16.34 | 25.93 | 47.60 | 9.98 | 7.69 | 6.80 | 8.07 | 13.48 | 6.75 |
Yield(%) | 0.00 | 14.25 | 17.36 | 12.65 | 6.99 | 6.69 | 5.02 | 8.37 | 0.00 | 15.05 | 32.72 | 1.45 | 0.84 | 0.39 | 1.01 | 0.71 | 9.86 | 6.01 | 0.17 | 6.75 | 0.00 | 0.00 |
Data as of 06/16/2015, AR inception is 10/01/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PLBJX (LARGECAP BLEND FUND II CLASS J) |
-14.67%
Feb 2006 - Feb 2009 |
-7.50%
Feb 2004 - Feb 2009 |
4.00%
May 2005 - May 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PLBJX (LARGECAP BLEND FUND II CLASS J) |
24.00%
Feb 2009 - Feb 2012 |
21.63%
Feb 2009 - Feb 2014 |
7.13%
Aug 2004 - Aug 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart