Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PSLVX (SYSTEMATEX LARGE VALUE FUND R-6) | NA | -14.62% | 2.34% | NA | NA | NA | NA | … | … |
Data as of 05/01/2019, Common starting date is 09/23/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PSLVX (SYSTEMATEX LARGE VALUE FUND R-6) | 09/23/2015 | 05/01/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -18.91 | -14.62 | 2.34 | NA | NA | NA | NA | … | … | -7.84 | -15.64 | 15.17 | 14.87 | 5.34 |
| Sharpe Ratio | NA | -0.54 | 0.08 | NA | NA | NA | NA | … | … | -0.62 | -0.96 | 1.92 | 1.09 | 1.37 |
| Standard Deviation(%) | NA | 30.11 | 21.78 | NA | NA | NA | NA | … | … | 38.30 | 17.65 | 7.62 | 13.40 | 15.26 |
| Draw Down(%) | NA | 20.74 | 21.63 | NA | NA | NA | NA | … | … | 18.91 | 25.92 | 4.44 | 9.97 | 4.95 |
| Yield(%) | 0.00 | 9.29 | 5.46 | 3.73 | 1.87 | 1.24 | 0.93 | … | … | 0.00 | 9.07 | 2.72 | 2.36 | 0.94 |
Data as of 05/01/2019, Common starting date is 09/23/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSLVX (SYSTEMATEX LARGE VALUE FUND R-6) |
2.56%
Apr 2016 – Apr 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSLVX (SYSTEMATEX LARGE VALUE FUND R-6) |
11.78%
Feb 2016 – Feb 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart