Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PSSNX (SMALLCAP S&P 600 INDEX FUND R-2) | NA | 46.09% | 13.56% | 15.90% | 12.43% | 8.99% | 9.56% | … | … |
Data as of 03/01/2021, Common starting date is 12/21/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PSSNX (SMALLCAP S&P 600 INDEX FUND R-2) | 12/21/2000 | 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 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.61 | 46.09 | 13.56 | 15.90 | 12.43 | 8.99 | 9.56 | … | … | 17.61 | 10.47 | 21.75 | -9.31 | 12.19 | 25.32 | -2.92 | 4.80 | 39.88 | 15.30 | 0.00 | 24.90 | 24.63 | -31.64 | -1.09 | 13.74 | 4.36 | 21.34 | 37.69 | -15.60 | 4.38 | 8.68 |
| Sharpe Ratio | NA | 1.11 | 0.43 | 0.61 | 0.54 | NA | NA | … | … | 7.49 | 0.23 | 1.26 | -0.60 | 0.92 | 1.42 | -0.18 | 0.31 | 2.81 | 0.94 | 0.00 | 1.04 | 0.69 | -0.75 | -0.22 | 0.58 | 0.14 | 1.24 | 2.14 | -0.68 | 0.09 | NA |
| Standard Deviation(%) | NA | 44.98 | 29.53 | 24.71 | 22.48 | NA | NA | … | … | 24.73 | 44.60 | 16.16 | 17.79 | 12.62 | 17.64 | 15.99 | 15.28 | 14.18 | 16.38 | 31.93 | 23.87 | 35.32 | 43.18 | 19.02 | 17.94 | 15.85 | 16.45 | 17.32 | 24.50 | 22.66 | NA |
| Draw Down(%) | NA | 34.91 | 44.85 | 44.85 | 44.85 | NA | NA | … | … | 3.61 | 42.66 | 10.10 | 27.22 | 6.71 | 12.47 | 13.48 | 11.97 | 5.05 | 11.91 | 26.75 | 19.37 | 33.65 | 48.05 | 14.01 | 13.83 | 10.60 | 11.12 | 14.34 | 33.80 | 23.40 | NA |
| Yield(%) | 0.00 | 1.80 | 6.03 | 7.63 | 7.51 | 5.78 | 7.40 | … | … | 0.00 | 1.60 | 7.29 | 10.30 | 6.22 | 7.35 | 7.16 | 7.10 | 3.41 | 0.77 | 0.00 | 0.33 | 0.28 | 5.00 | 8.64 | 6.45 | 0.00 | 3.00 | 0.02 | 0.00 | 0.00 | 0.13 |
Data as of 03/01/2021, Common starting date is 12/21/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSSNX (SMALLCAP S&P 600 INDEX FUND R-2) |
-18.02%
Feb 2006 – Feb 2009 |
-6.47%
Feb 2004 – Feb 2009 |
5.46%
Jan 2006 – Jan 2016 |
5.36%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSSNX (SMALLCAP S&P 600 INDEX FUND R-2) |
30.06%
Feb 2009 – Feb 2012 |
26.77%
Feb 2009 – Feb 2014 |
17.18%
Feb 2009 – Feb 2019 |
11.51%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart
