Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PSPPX (INTERNATIONAL FUND I R-2) | NA | 27.87% | 5.87% | 11.39% | 6.12% | 4.40% | NA | … | … |
Data as of 03/01/2021, Common starting date is 12/22/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PSPPX (INTERNATIONAL FUND I R-2) | 12/22/2004 | 03/01/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.06 | 27.87 | 5.87 | 11.39 | 6.12 | 4.40 | NA | … | … | 5.85 | 13.25 | 31.17 | -24.14 | 37.90 | -5.35 | 0.23 | 1.31 | 18.79 | 18.05 | -15.71 | 9.59 | 24.09 | -44.67 | 14.34 | 25.58 | 9.25 | 2.04 |
| Sharpe Ratio | NA | 0.97 | 0.23 | 0.57 | 0.31 | NA | NA | … | … | 2.74 | 0.42 | 2.40 | -1.52 | 4.45 | -0.33 | 0.01 | 0.11 | 1.45 | 1.07 | -0.54 | 0.43 | 0.83 | -1.09 | 0.61 | 1.56 | 0.66 | 14.40 |
| Standard Deviation(%) | NA | 30.93 | 21.52 | 18.56 | 18.64 | NA | NA | … | … | 16.22 | 31.15 | 12.42 | 16.75 | 8.42 | 16.89 | 16.14 | 11.81 | 12.89 | 17.03 | 29.11 | 21.91 | 28.77 | 41.62 | 18.71 | 14.37 | 10.67 | 9.19 |
| Draw Down(%) | NA | 30.43 | 36.27 | 39.38 | 39.38 | NA | NA | … | … | 5.19 | 36.00 | 8.16 | 32.64 | 4.21 | 15.41 | 16.29 | 11.97 | 9.36 | 16.49 | 28.61 | 19.23 | 28.77 | 55.11 | 12.90 | 16.17 | 6.97 | 0.42 |
| Yield(%) | 0.00 | 6.70 | 4.07 | 3.69 | 2.30 | 2.81 | 2.49 | … | … | 0.00 | 6.19 | 2.21 | 4.87 | 0.59 | 0.32 | 0.00 | 1.49 | 0.96 | 1.31 | 0.63 | 0.68 | 1.13 | 1.12 | 11.42 | 7.23 | 0.03 | 0.33 |
Data as of 03/01/2021, Common starting date is 12/22/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSPPX (INTERNATIONAL FUND I R-2) |
-15.64%
Feb 2006 – Feb 2009 |
-8.41%
May 2007 – May 2012 |
-0.23%
Dec 2006 – Dec 2016 |
2.39%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSPPX (INTERNATIONAL FUND I R-2) |
17.55%
Feb 2009 – Feb 2012 |
15.24%
Feb 2009 – Feb 2014 |
8.70%
Feb 2009 – Feb 2019 |
4.40%
Dec 2005 – Dec 2020 |
Annualized Rolling Returns Comparison Chart