Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PSILX (SPECTRUM INTERNATIONAL FUND SPECTRUM INTERNATIONAL FUND) | 18.67% | 15.61% | 13.58% | 7.84% | 5.93% | 7.09% | 6.27% | 6.06% |
Data as of 07/03/2025, AR inception is 03/24/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PSILX (SPECTRUM INTERNATIONAL FUND SPECTRUM INTERNATIONAL FUND) | 03/24/1997 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.33 | 15.61 | 13.58 | 7.84 | 5.93 | 7.09 | 6.27 | 6.06 | 18.67 | 4.25 | 13.83 | -18.04 | 5.00 | 13.94 | 25.00 | -14.81 | 28.54 | 0.39 | -1.39 | -3.08 | 18.17 | 19.29 | -11.61 | 13.52 | 44.99 | -46.39 | 15.73 | 22.60 | 19.26 | 16.36 | 39.55 | -15.10 | -19.71 | -14.71 | 39.49 | 12.28 | 4.19 |
| Sharpe Ratio | NA | 0.84 | 0.59 | 0.43 | 0.25 | NA | NA | 0.24 | 2.07 | 0.05 | 0.83 | -0.91 | 0.39 | 0.47 | 2.17 | -1.22 | 4.26 | 0.01 | -0.10 | -0.29 | 1.58 | 1.27 | -0.44 | 0.65 | 1.68 | -1.18 | 0.75 | 1.26 | 1.69 | 1.12 | 2.63 | -0.78 | -1.21 | -1.10 | 2.57 | 0.52 | 0.13 |
| Standard Deviation(%) | NA | 15.98 | 14.98 | 15.45 | 16.35 | NA | NA | 18.27 | 18.14 | 12.31 | 12.41 | 21.35 | 12.65 | 29.02 | 10.83 | 13.37 | 6.57 | 16.43 | 14.12 | 10.77 | 11.49 | 15.25 | 26.42 | 20.58 | 26.79 | 40.15 | 16.80 | 15.32 | 10.07 | 13.70 | 14.79 | 20.86 | 18.61 | 17.27 | 14.04 | 17.10 | 14.03 |
| Draw Down(%) | NA | 13.70 | 15.96 | 33.13 | 33.33 | NA | NA | 61.35 | 13.70 | 8.58 | 12.79 | 30.42 | 8.46 | 33.33 | 7.54 | 23.03 | 2.23 | 12.15 | 16.47 | 11.57 | 10.30 | 14.57 | 25.98 | 17.60 | 25.82 | 56.80 | 12.52 | 19.11 | 7.13 | 11.52 | 14.95 | 28.26 | 35.40 | 22.10 | 8.49 | 21.00 | 13.92 |
| Yield(%) | 0.00 | 1.94 | 3.61 | 3.12 | 3.16 | 3.77 | 4.13 | 4.55 | 0.00 | 2.11 | 2.08 | 5.11 | 3.53 | 0.98 | 4.23 | 5.34 | 2.46 | 1.95 | 1.41 | 1.99 | 1.66 | 1.93 | 1.57 | 1.82 | 3.03 | 7.49 | 6.81 | 7.72 | 1.00 | 1.02 | 2.92 | 2.65 | 3.29 | 10.79 | 10.18 | 3.68 | 5.09 |
Data as of 07/03/2025, AR inception is 03/24/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSILX (SPECTRUM INTERNATIONAL FUND SPECTRUM INTERNATIONAL FUND) |
-19.17%
Mar 2000 - Mar 2003 |
-5.50%
Mar 1998 - Mar 2003 |
0.08%
Feb 1999 - Feb 2009 |
1.24%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSILX (SPECTRUM INTERNATIONAL FUND SPECTRUM INTERNATIONAL FUND) |
31.58%
Mar 2003 - Mar 2006 |
24.35%
Sep 2002 - Sep 2007 |
11.22%
Feb 2009 - Feb 2019 |
9.78%
Mar 2003 - Mar 2018 |
Annualized Rolling Returns Comparison Chart