Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P Composite Momentum Market VFINX | -4.97% | 11.94% | 11.81% | 14.49% | 11.36% | 12.69% | 12.50% | 11.51% |
Data as of 04/30/2025, AR inception is 01/13/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Composite Momentum Market VFINX | 01/13/1997 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.60 | 11.94 | 11.81 | 14.49 | 11.36 | 12.69 | 12.50 | 11.51 | -4.97 | 24.84 | 26.11 | -18.23 | 28.54 | 13.39 | 27.41 | -4.52 | 21.67 | 11.82 | 1.25 | 13.51 | 32.18 | 15.82 | 1.97 | 21.29 | 22.89 | 0.93 | 5.39 | 15.64 | 4.77 | 10.74 | 22.93 | -11.02 | -4.26 | -8.33 | 21.05 | 28.59 | 25.64 |
| Sharpe Ratio | NA | 0.59 | 0.95 | 0.84 | 0.62 | NA | NA | 0.65 | 0.25 | 1.67 | 1.72 | -0.81 | 2.18 | 0.39 | 2.11 | -0.35 | 3.15 | 0.88 | 0.08 | 1.18 | 2.90 | 1.24 | 0.08 | 1.29 | 1.70 | -1.11 | 0.14 | 1.22 | 0.24 | 0.88 | 2.01 | -1.73 | -0.77 | -0.60 | 0.97 | 1.23 | 1.22 |
| Standard Deviation(%) | NA | 19.78 | 17.19 | 17.41 | 18.35 | NA | NA | 15.89 | 23.97 | 12.67 | 13.09 | 24.19 | 13.10 | 34.09 | 12.30 | 17.11 | 6.68 | 13.11 | 15.50 | 11.39 | 11.07 | 12.74 | 23.36 | 16.41 | 13.44 | 0.03 | 16.02 | 10.04 | 10.29 | 11.10 | 11.05 | 7.03 | 8.70 | 20.91 | 18.17 | 20.47 | 18.16 |
| Draw Down(%) | NA | 18.76 | 18.76 | 24.58 | 33.81 | NA | NA | 33.81 | 18.76 | 8.45 | 9.97 | 24.58 | 5.13 | 33.81 | 6.63 | 19.40 | 2.60 | 10.29 | 12.05 | 7.30 | 5.60 | 9.60 | 18.69 | 12.09 | 6.93 | 0.00 | 9.88 | 7.47 | 7.01 | 7.47 | 4.41 | 11.73 | 9.64 | 15.88 | 11.81 | 19.20 | 10.79 |
| Yield(%) | NA | 1.39 | 1.49 | 1.61 | 1.80 | NA | NA | 0.00 | 0.31 | 1.42 | 1.70 | 1.26 | 1.48 | 2.06 | 2.37 | 1.82 | 2.02 | 2.16 | 1.99 | 1.97 | 2.20 | 2.31 | 1.93 | 1.47 | 1.92 | 0.93 | 1.92 | 1.84 | 1.80 | 1.92 | 1.60 | 1.35 | 1.71 | 1.34 | 2.13 | 1.95 | 2.82 |
Data as of 04/30/2025, AR inception is 01/13/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Composite Momentum Market VFINX |
-8.53%
Mar 2000 - Mar 2003 |
0.34%
Mar 2000 - Mar 2005 |
4.00%
Jun 1999 - Jun 2009 |
8.44%
Aug 2000 - Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Composite Momentum Market VFINX |
27.36%
Mar 1997 - Mar 2000 |
19.96%
Jun 2009 - Jun 2014 |
15.63%
Sep 2011 - Sep 2021 |
14.52%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart