Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PVLIX (LARGECAP VALUE FUND INSTITUTIONAL CLASS) | NA | -75.19% | -33.30% | -19.06% | -4.04% | -2.55% | NA | -2.14% |
Data as of 10/16/2018, AR inception is 12/20/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PVLIX (LARGECAP VALUE FUND INSTITUTIONAL CLASS) | 12/20/2001 | 10/16/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -77.16 | -75.19 | -33.30 | -19.06 | -4.04 | -2.55 | NA | -2.14 | -37.41 | 16.61 | 8.21 | -0.93 | 11.32 | 31.22 | 18.82 | 1.39 | 14.21 | 15.67 | -35.28 | 0.25 | 20.06 | 6.83 | 12.41 | 25.48 | -12.92 | 1.19 |
| Sharpe Ratio | NA | -0.71 | -0.27 | -0.08 | 0.23 | NA | NA | 0.13 | -0.83 | 1.82 | 0.60 | -0.06 | 0.90 | 2.50 | 1.40 | 0.05 | 0.71 | 0.53 | -0.86 | -0.16 | 1.62 | 0.41 | 0.98 | 1.62 | -0.62 | 9.68 |
| Standard Deviation(%) | NA | 49.79 | 30.31 | 25.05 | 24.81 | NA | NA | 22.51 | 55.56 | 8.81 | 13.39 | 15.84 | 12.50 | 12.46 | 13.56 | 25.43 | 20.01 | 29.21 | 41.86 | 17.07 | 10.39 | 11.49 | 11.74 | 15.34 | 22.48 | 6.51 |
| Draw Down(%) | NA | 41.89 | 41.89 | 41.89 | 41.89 | NA | NA | 57.25 | 41.89 | 4.39 | 11.26 | 12.88 | 9.38 | 6.88 | 11.24 | 22.18 | 18.30 | 30.03 | 46.29 | 12.22 | 7.94 | 7.40 | 8.75 | 12.73 | 28.29 | 0.52 |
| Yield(%) | 0.00 | 22.44 | 12.24 | 11.23 | 10.83 | 7.85 | 6.11 | 7.64 | 0.00 | 24.68 | 4.92 | 8.88 | 12.30 | 12.06 | 2.50 | 1.46 | 1.48 | 2.20 | 1.85 | 9.85 | 7.17 | 4.00 | 5.04 | 1.44 | 0.90 | 1.07 |
Data as of 10/16/2018, AR inception is 12/20/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PVLIX (LARGECAP VALUE FUND INSTITUTIONAL CLASS) |
-16.39%
Feb 2006 - Feb 2009 |
-6.61%
Feb 2004 - Feb 2009 |
3.44%
May 2002 - May 2012 |
6.33%
Mar 2002 - Mar 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PVLIX (LARGECAP VALUE FUND INSTITUTIONAL CLASS) |
23.55%
Sep 2011 - Sep 2014 |
21.79%
Feb 2009 - Feb 2014 |
8.99%
Sep 2008 - Sep 2018 |
9.00%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart