Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PSOMX (SYSTEMATEX INTERNATIONAL FUND INSTITUTIONAL CLASS) | NA | -12.59% | -2.72% | NA | NA | NA | NA | … | … |
Data as of 06/26/2020, Common starting date is 09/23/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PSOMX (SYSTEMATEX INTERNATIONAL FUND INSTITUTIONAL CLASS) | 09/23/2015 | 06/26/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.80 | -12.59 | -2.72 | NA | NA | NA | NA | … | … | -16.94 | 15.59 | -13.58 | 24.28 | 1.19 | 4.23 |
| Sharpe Ratio | NA | -0.50 | -0.22 | NA | NA | NA | NA | … | … | -0.79 | 1.29 | -1.09 | 3.13 | 0.06 | 1.26 |
| Standard Deviation(%) | NA | 29.30 | 19.44 | NA | NA | NA | NA | … | … | 40.56 | 11.01 | 13.73 | 7.58 | 17.42 | 12.90 |
| Draw Down(%) | NA | 36.21 | 39.45 | NA | NA | NA | NA | … | … | 35.87 | 10.27 | 21.95 | 2.54 | 12.28 | 5.39 |
| Yield(%) | 0.00 | 0.86 | 6.02 | 4.78 | 2.39 | 1.59 | 1.19 | … | … | 0.00 | 0.97 | 12.32 | 4.80 | 2.19 | 0.62 |
Data as of 06/26/2020, 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 |
|---|---|---|---|---|
| PSOMX (SYSTEMATEX INTERNATIONAL FUND INSTITUTIONAL CLASS) |
-4.27%
Mar 2017 – Mar 2020 |
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 |
|---|---|---|---|---|
| PSOMX (SYSTEMATEX INTERNATIONAL FUND INSTITUTIONAL CLASS) |
9.24%
Feb 2016 – Feb 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart