Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PSSSX (SMALLCAP S&P 600 INDEX FUND R-4) | NA | 26.58% | -2.69% | 5.08% | 6.88% | 10.35% | 7.61% | 8.72% |
Data as of 11/25/2024, AR inception is 12/21/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PSSSX (SMALLCAP S&P 600 INDEX FUND R-4) | 12/21/2000 | 11/25/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.78 | 26.58 | -2.69 | 5.08 | 6.88 | 10.35 | 7.61 | 8.72 | 16.37 | 11.22 | -24.56 | 16.45 | 9.65 | 22.24 | -9.26 | 12.66 | 25.84 | -2.66 | 5.40 | 40.49 | 15.74 | 0.32 | 25.47 | 25.03 | -31.26 | -0.46 | 14.48 | 4.76 | 21.82 | 37.76 | -15.17 | 4.77 | 8.68 |
| Sharpe Ratio | NA | 0.96 | -0.34 | 0.10 | 0.23 | NA | NA | 0.30 | 0.57 | 0.34 | -0.97 | 0.71 | 0.22 | 1.29 | -0.60 | 0.96 | 1.47 | -0.17 | 0.35 | 2.85 | 0.97 | 0.01 | 1.07 | 0.71 | -0.74 | -0.18 | 0.63 | 0.16 | 1.27 | 2.13 | -0.67 | 0.11 | NA |
| Standard Deviation(%) | NA | 20.40 | 23.39 | 27.61 | 22.65 | NA | NA | 23.45 | 19.78 | 20.43 | 26.88 | 23.22 | 42.07 | 16.15 | 17.79 | 12.64 | 17.48 | 15.98 | 15.33 | 14.17 | 16.38 | 31.88 | 23.82 | 35.28 | 43.21 | 19.10 | 17.98 | 15.92 | 16.50 | 17.37 | 24.39 | 22.72 | NA |
| Draw Down(%) | NA | 9.01 | 36.06 | 42.66 | 44.70 | NA | NA | 58.29 | 9.01 | 17.97 | 27.10 | 16.29 | 42.66 | 10.06 | 27.34 | 6.67 | 12.40 | 13.44 | 11.85 | 5.04 | 11.87 | 26.66 | 19.31 | 33.55 | 47.95 | 13.93 | 13.81 | 10.54 | 11.09 | 14.47 | 33.62 | 23.36 | NA |
| Yield(%) | 0.00 | 0.16 | 0.23 | 1.60 | 4.64 | 7.23 | 5.37 | 7.37 | 0.00 | 0.17 | 0.05 | 0.66 | 0.77 | 7.57 | 10.48 | 6.49 | 7.60 | 7.46 | 7.42 | 3.80 | 1.25 | 0.44 | 0.78 | 0.65 | 5.33 | 8.86 | 6.80 | 0.38 | 3.01 | 0.02 | 0.06 | 0.21 | 0.13 |
Data as of 11/25/2024, AR inception is 12/21/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSSSX (SMALLCAP S&P 600 INDEX FUND R-4) |
-17.51%
Feb 2006 - Feb 2009 |
-5.97%
Feb 2004 - Feb 2009 |
4.54%
Oct 2013 - Oct 2023 |
5.81%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSSSX (SMALLCAP S&P 600 INDEX FUND R-4) |
30.53%
Feb 2009 - Feb 2012 |
27.25%
Feb 2009 - Feb 2014 |
17.61%
Feb 2009 - Feb 2019 |
12.30%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart