Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PSVJX (Principal SmallCap Value J) | NA | 1.10% | 19.27% | -1.82% | NA | NA | NA | 1.55% |
Data as of 02/17/2012, AR inception is 01/28/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PSVJX (Principal SmallCap Value J) | 01/28/2004 | 02/17/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.09 | 1.10 | 19.27 | -1.82 | NA | NA | NA | 1.55 | 10.28 | -3.80 | 20.74 | 10.68 | -28.27 | -7.80 | 12.55 | 0.62 | 6.49 |
| Sharpe Ratio | NA | 0.04 | 0.67 | -0.07 | NA | NA | NA | 0.01 | 9.13 | -0.13 | 0.84 | 0.30 | -0.67 | -0.54 | 0.57 | -0.10 | 0.34 |
| Standard Deviation(%) | NA | 29.64 | 28.73 | 32.08 | NA | NA | NA | 27.09 | 12.17 | 30.01 | 24.50 | 35.08 | 43.61 | 20.10 | 16.17 | 16.28 | 17.58 |
| Draw Down(%) | NA | 28.48 | 28.48 | 57.37 | NA | NA | NA | 57.83 | 1.22 | 28.48 | 20.80 | 33.77 | 45.22 | 15.08 | 11.36 | 10.02 | 10.75 |
| Yield(%) | 0.00 | 0.12 | 0.42 | 1.63 | 1.01 | 0.67 | 0.51 | 1.26 | 0.00 | 0.13 | 0.47 | 0.35 | 0.08 | 7.69 | 0.00 | 0.00 | 0.00 |
Data as of 02/17/2012, AR inception is 01/28/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSVJX (Principal SmallCap Value J) |
-18.92%
Feb 2006 - Feb 2009 |
-9.65%
Feb 2004 - Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSVJX (Principal SmallCap Value J) |
15.69%
Jan 2009 - Jan 2012 |
0.36%
Apr 2005 - Apr 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart