Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PSTMX (SYSTEMATEX INTERNATIONAL FUND R-6) | NA | -12.45% | -2.58% | 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 |
|---|---|---|
| PSTMX (SYSTEMATEX INTERNATIONAL FUND R-6) | 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 (%) | -4.74 | -12.45 | -2.58 | NA | NA | NA | NA | … | … | -16.84 | 15.87 | -13.54 | 25.03 | 1.39 | 4.23 |
| Sharpe Ratio | NA | -0.49 | -0.21 | NA | NA | NA | NA | … | … | -0.79 | 1.31 | -1.08 | 3.24 | 0.06 | 1.25 |
| Standard Deviation(%) | NA | 29.25 | 19.44 | NA | NA | NA | NA | … | … | 40.49 | 11.06 | 13.81 | 7.56 | 19.05 | 12.96 |
| Draw Down(%) | NA | 36.12 | 39.22 | NA | NA | NA | NA | … | … | 35.78 | 10.27 | 21.85 | 2.52 | 10.83 | 5.39 |
| Yield(%) | 0.00 | 0.85 | 5.99 | 4.79 | 2.39 | 1.60 | 1.20 | … | … | 0.00 | 0.96 | 12.23 | 4.81 | 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 |
|---|---|---|---|---|
| PSTMX (SYSTEMATEX INTERNATIONAL FUND R-6) |
-4.16%
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 |
|---|---|---|---|---|
| PSTMX (SYSTEMATEX INTERNATIONAL FUND R-6) |
9.51%
Feb 2016 – Feb 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart