Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
PMCJX (MIDCAP VALUE FUND III CLASS J) | NA | -2.26% | 6.65% | 5.10% | 12.85% | 6.41% | NA | 6.86% |
Data as of 04/12/2019, AR inception is 12/20/2001
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
PMCJX (MIDCAP VALUE FUND III CLASS J) | 12/20/2001 | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -0.30 | -2.26 | 6.65 | 5.10 | 12.85 | 6.41 | NA | 6.86 | 16.34 | -19.67 | 15.95 | 12.07 | -4.45 | 10.75 | 36.31 | 16.59 | 1.93 | 19.89 | 29.37 | -36.56 | -0.83 | 14.39 | -2.70 | 15.67 | 26.81 | -8.95 | 2.30 |
Sharpe Ratio | NA | -0.27 | 0.45 | 0.34 | 0.74 | NA | NA | 0.30 | 5.51 | -1.34 | 1.79 | 0.78 | -0.29 | 0.87 | 2.89 | 1.20 | 0.07 | 0.96 | 0.97 | -0.94 | -0.24 | 1.08 | -0.25 | 1.23 | 1.86 | -0.52 | 39.32 |
Standard Deviation(%) | NA | 14.04 | 12.86 | 13.62 | 16.97 | NA | NA | 19.28 | 12.61 | 15.63 | 8.60 | 15.14 | 15.23 | 12.37 | 12.55 | 13.87 | 26.75 | 20.67 | 30.28 | 39.90 | 15.94 | 10.33 | 19.22 | 11.99 | 14.05 | 19.34 | 4.02 |
Draw Down(%) | NA | 23.28 | 27.75 | 27.75 | 27.75 | NA | NA | 58.22 | 3.37 | 27.75 | 3.68 | 12.70 | 12.91 | 9.72 | 6.28 | 11.48 | 23.56 | 17.02 | 28.22 | 49.20 | 14.55 | 7.79 | 14.72 | 9.20 | 10.86 | 23.50 | 0.09 |
Yield(%) | 0.00 | 10.72 | 7.73 | 6.84 | 9.83 | 5.58 | 5.09 | 5.98 | 0.00 | 10.19 | 8.31 | 1.83 | 3.41 | 9.25 | 4.82 | 1.32 | 0.90 | 1.27 | 1.63 | 1.09 | 8.76 | 6.95 | 0.38 | 6.90 | 0.15 | 0.16 | 0.09 |
Data as of 04/12/2019, AR inception is 12/20/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PMCJX (MIDCAP VALUE FUND III CLASS J) |
-16.51%
Feb 2006 - Feb 2009 |
-8.18%
Feb 2004 - Feb 2009 |
3.81%
May 2002 - May 2012 |
5.55%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PMCJX (MIDCAP VALUE FUND III CLASS J) |
27.51%
Feb 2009 - Feb 2012 |
25.35%
Feb 2009 - Feb 2014 |
14.53%
Feb 2009 - Feb 2019 |
9.19%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart