Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PSTWX (SMALLCAP VALUE FUND II R-4) | NA | 23.81% | -1.82% | 5.18% | 5.35% | 8.88% | NA | … | … |
Data as of 11/25/2024, Common starting date is 12/22/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PSTWX (SMALLCAP VALUE FUND II R-4) | 12/22/2004 | 11/25/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.97 | 23.81 | -1.82 | 5.18 | 5.35 | 8.88 | NA | … | … | 12.86 | 16.69 | -19.21 | 14.12 | 3.25 | 22.82 | -15.08 | 6.52 | 24.94 | -4.48 | 6.34 | 38.28 | 17.14 | -6.03 | 26.98 | 32.49 | -37.25 | -9.82 | 21.23 | 2.66 | 0.79 |
| Sharpe Ratio | NA | 0.99 | -0.24 | 0.12 | 0.18 | NA | NA | … | … | 0.55 | 0.67 | -0.80 | 0.52 | 0.07 | 1.39 | -1.01 | 0.48 | 1.44 | -0.29 | 0.43 | 2.66 | 1.03 | -0.19 | 1.06 | 0.86 | -0.86 | -0.68 | 0.83 | 0.03 | 3.26 |
| Standard Deviation(%) | NA | 19.90 | 23.98 | 28.28 | 22.84 | NA | NA | … | … | 19.41 | 19.60 | 25.99 | 27.16 | 43.05 | 15.37 | 16.42 | 12.29 | 17.20 | 15.66 | 14.66 | 14.40 | 16.70 | 32.60 | 25.44 | 37.80 | 44.19 | 19.19 | 21.49 | 15.54 | 11.38 |
| Draw Down(%) | NA | 9.51 | 33.22 | 44.75 | 46.21 | NA | NA | … | … | 9.51 | 15.30 | 22.39 | 20.66 | 44.75 | 10.26 | 25.84 | 7.98 | 13.10 | 13.71 | 12.85 | 5.74 | 12.82 | 29.80 | 22.79 | 36.08 | 51.23 | 18.28 | 12.79 | 10.96 | 0.69 |
| Yield(%) | 0.00 | 0.41 | 0.28 | 0.43 | 4.89 | 7.37 | 5.02 | … | … | 0.00 | 0.44 | 0.16 | 0.49 | 0.43 | 0.68 | 18.09 | 6.16 | 6.95 | 10.20 | 11.29 | 8.44 | 1.01 | 0.16 | 0.38 | 0.07 | 6.15 | 13.47 | 10.88 | 0.00 | 0.01 |
Data as of 11/25/2024, 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 |
|---|---|---|---|---|
| PSTWX (SMALLCAP VALUE FUND II R-4) |
-21.59%
Feb 2006 – Feb 2009 |
-3.90%
Mar 2015 – Mar 2020 |
3.43%
Oct 2013 – Oct 2023 |
3.52%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSTWX (SMALLCAP VALUE FUND II R-4) |
31.43%
Feb 2009 – Feb 2012 |
27.82%
Feb 2009 – Feb 2014 |
16.30%
Feb 2009 – Feb 2019 |
11.66%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart