Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PZN (Pzena Investment Management Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 11/11/2022, Common starting date is 10/25/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PZN (Pzena Investment Management Inc) | 10/25/2007 | 11/11/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | 34.65 | -8.79 | 6.28 | -14.86 | -1.51 | 37.29 | -4.77 | -16.88 | 126.35 | 31.24 | -39.98 | -6.62 | 92.89 | -62.14 | -42.74 |
| Sharpe Ratio | NA | -0.03 | 0.20 | 0.04 | 0.26 | NA | NA | … | … | 0.34 | 0.93 | -0.11 | 0.12 | -0.46 | -0.06 | 0.92 | -0.14 | -0.41 | 2.97 | 0.56 | -0.68 | -0.16 | 0.92 | -0.47 | -1.18 |
| Standard Deviation(%) | NA | 51.05 | 59.78 | 52.40 | 46.31 | NA | NA | … | … | 53.04 | 37.11 | 82.62 | 41.93 | 35.50 | 35.12 | 39.92 | 35.19 | 41.01 | 42.47 | 55.86 | 59.17 | 42.36 | 101.26 | 134.54 | 82.92 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 24.58 | 55.03 | 29.35 | 30.83 | 26.67 | 26.67 | 34.39 | 31.16 | 23.23 | 47.74 | 59.70 | 29.80 | 67.54 | 82.43 | 47.49 |
| Yield(%) | NA | 5.22 | 5.63 | 4.83 | 8.78 | 2.29 | 1.33 | … | … | 6.14 | 4.65 | 6.40 | 6.61 | 5.06 | 3.31 | 4.97 | 4.47 | 3.14 | 4.59 | 6.29 | 1.20 | 2.96 | 0.00 | 2.37 | 0.55 |
Data as of 11/11/2022, Common starting date is 10/25/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PZN (Pzena Investment Management Inc) |
-28.75%
Sep 2008 – Sep 2011 |
-13.62%
Jan 2008 – Jan 2013 |
-0.62%
May 2010 – May 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PZN (Pzena Investment Management Inc) |
49.42%
Mar 2009 – Mar 2012 |
48.71%
Mar 2009 – Mar 2014 |
22.58%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart