Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PSAPX (SMALLCAP S&P 600 INDEX FUND R-1) | NA | 26.09% | -3.36% | 4.42% | 6.27% | 9.75% | NA | 7.30% |
Data as of 11/25/2024, AR inception is 12/22/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PSAPX (SMALLCAP S&P 600 INDEX FUND R-1) | 12/22/2004 | 11/25/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.75 | 26.09 | -3.36 | 4.42 | 6.27 | 9.75 | NA | 7.30 | 15.78 | 10.85 | -25.05 | 15.24 | 9.04 | 21.57 | -9.70 | 12.12 | 25.21 | -3.14 | 5.03 | 39.58 | 15.13 | -0.19 | 24.82 | 24.35 | -31.55 | -0.97 | 13.94 | 4.21 | 0.42 |
| Sharpe Ratio | NA | 0.93 | -0.36 | 0.07 | 0.21 | NA | NA | 0.24 | 0.54 | 0.32 | -0.98 | 0.65 | 0.21 | 1.25 | -0.62 | 0.92 | 1.42 | -0.20 | 0.33 | 2.79 | 0.93 | -0.01 | 1.04 | 0.69 | -0.75 | -0.21 | 0.67 | 0.13 | 1.25 |
| Standard Deviation(%) | NA | 20.46 | 23.58 | 27.70 | 22.71 | NA | NA | 23.92 | 19.78 | 20.52 | 27.15 | 23.42 | 42.04 | 16.16 | 17.78 | 12.61 | 17.64 | 15.98 | 15.29 | 14.16 | 16.37 | 31.88 | 23.86 | 35.26 | 43.22 | 19.10 | 15.88 | 15.84 | 14.34 |
| Draw Down(%) | NA | 9.02 | 37.12 | 42.71 | 45.14 | NA | NA | 58.65 | 9.02 | 18.26 | 27.65 | 16.74 | 42.71 | 10.10 | 27.46 | 6.73 | 12.48 | 13.53 | 11.97 | 5.09 | 11.95 | 26.75 | 19.34 | 33.65 | 48.08 | 14.08 | 13.91 | 10.57 | 1.07 |
| Yield(%) | 0.00 | 0.10 | 0.05 | 1.34 | 4.40 | 6.66 | 4.83 | 5.08 | 0.00 | 0.10 | 0.03 | 0.08 | 0.36 | 7.25 | 10.50 | 6.26 | 7.40 | 7.24 | 7.12 | 3.33 | 0.73 | 0.00 | 0.25 | 0.25 | 5.01 | 8.62 | 6.46 | 0.00 | 0.30 |
Data as of 11/25/2024, AR inception is 12/22/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSAPX (SMALLCAP S&P 600 INDEX FUND R-1) |
-17.91%
Feb 2006 - Feb 2009 |
-1.85%
Sep 2018 - Sep 2023 |
3.93%
Oct 2013 - Oct 2023 |
5.28%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSAPX (SMALLCAP S&P 600 INDEX FUND R-1) |
29.87%
Feb 2009 - Feb 2012 |
26.60%
Feb 2009 - Feb 2014 |
17.01%
Feb 2009 - Feb 2019 |
11.69%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart