Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PSOBX (JPMorgan Small Cap Value B) | NA | 3.71% | 17.98% | 14.11% | 7.37% | 10.49% | NA | … | … |
Data as of 06/26/2015, Common starting date is 11/12/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PSOBX (JPMorgan Small Cap Value B) | 11/12/1998 | 06/26/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.71 | 17.98 | 14.11 | 7.37 | 10.49 | NA | … | … | 2.30 | -2.83 | 30.61 | 18.89 | -5.28 | 24.61 | 21.66 | -37.12 | -20.22 | 3.47 | -11.96 | 8.04 | 37.97 | -16.99 | 17.52 | 27.64 | -13.12 | 7.30 |
| Sharpe Ratio | NA | -0.17 | 0.91 | 0.53 | -0.02 | NA | NA | … | … | 0.36 | -0.17 | 2.07 | 1.17 | -0.16 | 0.94 | 0.57 | -0.79 | -0.92 | 0.01 | -0.59 | 0.45 | 2.42 | -0.81 | 0.78 | 1.36 | -1.39 | 4.38 |
| Standard Deviation(%) | NA | 16.28 | 15.33 | 21.33 | 29.14 | NA | NA | … | … | 13.28 | 16.63 | 14.81 | 16.19 | 33.09 | 26.13 | 37.99 | 48.08 | 25.23 | 20.43 | 23.90 | 15.64 | 15.40 | 22.29 | 19.75 | 17.29 | 11.79 | 15.57 |
| Draw Down(%) | NA | 13.58 | 13.58 | 29.64 | 72.08 | NA | NA | … | … | 4.22 | 13.58 | 6.32 | 12.18 | 29.64 | 21.72 | 35.30 | 48.84 | 28.97 | 14.12 | 18.70 | 9.34 | 14.70 | 38.90 | 22.87 | 9.19 | 19.15 | 6.18 |
| Yield(%) | 0.00 | 5.95 | 4.88 | 3.57 | 5.84 | 9.10 | 6.68 | … | … | 0.16 | 5.99 | 4.32 | 0.57 | 0.56 | 0.08 | 1.46 | 6.65 | 12.07 | 14.52 | 18.54 | 10.11 | 0.00 | 5.28 | 7.41 | 0.91 | 0.00 | 0.00 |
Data as of 06/26/2015, Common starting date is 11/12/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSOBX (JPMorgan Small Cap Value B) |
-18.82%
Feb 2006 – Feb 2009 |
-7.23%
Feb 2004 – Feb 2009 |
3.38%
Feb 1999 – Feb 2009 |
9.40%
Dec 1998 – Dec 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSOBX (JPMorgan Small Cap Value B) |
28.39%
Feb 2009 – Feb 2012 |
25.78%
Feb 2009 – Feb 2014 |
10.81%
Mar 2003 – Mar 2013 |
11.29%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison Chart