Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PPSNX (LARGECAP VALUE FUND III R-2) | NA | 19.48% | 9.17% | 11.56% | 9.65% | 5.59% | 5.91% | … | … |
Data as of 03/01/2021, Common starting date is 12/21/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PPSNX (LARGECAP VALUE FUND III R-2) | 12/21/2000 | 03/01/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.93 | 19.48 | 9.17 | 11.56 | 9.65 | 5.59 | 5.91 | … | … | 6.62 | 2.48 | 25.52 | -6.64 | 16.02 | 12.34 | -2.59 | 11.55 | 30.52 | 15.20 | -3.65 | 12.39 | 18.33 | -41.30 | -4.40 | 20.98 | 4.40 | 12.60 | 26.46 | -14.14 | 4.58 | 4.45 |
| Sharpe Ratio | NA | 0.65 | 0.34 | 0.55 | 0.51 | NA | NA | … | … | 2.93 | 0.06 | 2.15 | -0.53 | 2.26 | 0.89 | -0.17 | 1.00 | 2.74 | 1.16 | -0.15 | 0.63 | 0.63 | -0.96 | -0.44 | 1.85 | 0.21 | 1.02 | 1.63 | -0.64 | 0.15 | NA |
| Standard Deviation(%) | NA | 37.04 | 23.99 | 19.69 | 18.15 | NA | NA | … | … | 17.50 | 37.15 | 11.21 | 15.07 | 6.84 | 13.57 | 15.73 | 11.53 | 11.11 | 13.23 | 25.13 | 19.47 | 29.05 | 43.72 | 16.81 | 9.63 | 10.56 | 11.40 | 15.82 | 23.91 | 15.03 | NA |
| Draw Down(%) | NA | 32.74 | 38.60 | 38.60 | 38.60 | NA | NA | … | … | 5.00 | 38.60 | 5.82 | 17.86 | 3.60 | 10.54 | 12.92 | 8.33 | 5.28 | 10.85 | 23.94 | 17.39 | 30.50 | 52.60 | 15.62 | 7.62 | 6.91 | 8.83 | 14.98 | 32.26 | 15.52 | NA |
| Yield(%) | 0.00 | 0.90 | 5.15 | 6.06 | 5.39 | 3.82 | 4.16 | … | … | 0.00 | 0.82 | 6.78 | 8.58 | 6.61 | 4.07 | 6.28 | 2.09 | 0.00 | 1.70 | 0.77 | 1.05 | 1.08 | 0.90 | 7.36 | 6.19 | 4.47 | 2.28 | 0.87 | 0.24 | 0.00 | 0.26 |
Data as of 03/01/2021, Common starting date is 12/21/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PPSNX (LARGECAP VALUE FUND III R-2) |
-20.07%
Feb 2006 – Feb 2009 |
-9.85%
Feb 2004 – Feb 2009 |
0.60%
Sep 2001 – Sep 2011 |
3.48%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PPSNX (LARGECAP VALUE FUND III R-2) |
21.71%
Sep 2011 – Sep 2014 |
19.95%
Feb 2009 – Feb 2014 |
13.57%
Feb 2009 – Feb 2019 |
7.50%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart