Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PVLJX (LARGECAP VALUE FUND CLASS J) | NA | -34.88% | -8.17% | -2.10% | 5.22% | 3.35% | NA | … | … |
Data as of 10/16/2018, Common starting date is 12/20/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PVLJX (LARGECAP VALUE FUND CLASS J) | 12/20/2001 | 10/16/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -39.91 | -34.88 | -8.17 | -2.10 | 5.22 | 3.35 | NA | … | … | -38.16 | 16.33 | 7.86 | -1.30 | 10.91 | 30.55 | 18.07 | 0.94 | 13.59 | 14.82 | -35.70 | -0.43 | 19.14 | 5.91 | 11.44 | 24.11 | -13.71 | 1.08 |
| Sharpe Ratio | NA | -0.71 | -0.29 | -0.10 | 0.20 | NA | NA | … | … | -0.82 | 1.82 | 0.57 | -0.08 | 0.88 | 2.46 | 1.34 | 0.04 | 0.67 | 0.50 | -0.87 | -0.20 | 1.53 | 0.32 | 0.90 | 1.53 | -0.66 | 7.89 |
| Standard Deviation(%) | NA | 50.69 | 30.80 | 25.40 | 24.99 | NA | NA | … | … | 56.61 | 8.66 | 13.41 | 15.78 | 12.39 | 12.39 | 13.53 | 25.50 | 20.10 | 29.21 | 41.84 | 16.94 | 10.43 | 11.54 | 11.66 | 15.31 | 22.47 | 7.08 |
| Draw Down(%) | NA | 42.44 | 42.44 | 42.44 | 42.44 | NA | NA | … | … | 42.44 | 4.38 | 11.35 | 12.94 | 9.44 | 6.88 | 11.35 | 22.34 | 18.30 | 30.14 | 46.60 | 12.37 | 8.02 | 7.47 | 9.12 | 12.83 | 28.59 | 0.62 |
| Yield(%) | 0.00 | 22.65 | 12.17 | 11.08 | 10.35 | 7.30 | 5.61 | … | … | 0.00 | 24.85 | 4.70 | 8.65 | 12.05 | 11.70 | 1.93 | 0.92 | 0.87 | 1.51 | 1.31 | 9.33 | 6.35 | 3.15 | 4.96 | 0.15 | 0.08 | 0.14 |
Data as of 10/16/2018, Common starting date is 12/20/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PVLJX (LARGECAP VALUE FUND CLASS J) |
-16.95%
Feb 2006 – Feb 2009 |
-7.32%
Feb 2004 – Feb 2009 |
2.66%
May 2002 – May 2012 |
5.65%
Mar 2002 – Mar 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PVLJX (LARGECAP VALUE FUND CLASS J) |
22.92%
Sep 2011 – Sep 2014 |
21.10%
Feb 2009 – Feb 2014 |
8.50%
Sep 2008 – Sep 2018 |
8.34%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart