Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RCEKX (VICTORY RS LARGE CAP ALPHA FUND CLASS R) | NA | 29.46% | 10.06% | 10.96% | 8.98% | 12.11% | 8.53% | 8.94% |
Data as of 03/28/2024, AR inception is 06/18/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RCEKX (VICTORY RS LARGE CAP ALPHA FUND CLASS R) | 06/18/2003 | 03/28/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.39 | 29.46 | 10.06 | 10.96 | 8.98 | 12.11 | 8.53 | 8.94 | 12.61 | 12.86 | -4.99 | 22.58 | -1.42 | 30.23 | -9.89 | 17.63 | 8.48 | -2.54 | 12.93 | 37.63 | 15.87 | -9.30 | 16.37 | 24.39 | -29.54 | 14.38 | 16.37 | 3.51 | 5.34 | 7.60 |
| Sharpe Ratio | NA | 2.72 | 0.53 | 0.46 | 0.46 | NA | NA | 0.41 | 7.04 | 0.76 | -0.33 | 1.52 | -0.05 | 2.53 | -0.74 | 2.31 | 0.63 | -0.17 | 1.10 | 3.25 | 1.20 | -0.37 | 0.81 | 0.95 | -0.83 | 0.72 | 1.25 | 0.13 | 0.39 | 1.15 |
| Standard Deviation(%) | NA | 9.43 | 14.80 | 20.55 | 17.18 | NA | NA | 18.37 | 8.47 | 11.41 | 19.21 | 14.87 | 35.72 | 11.41 | 15.27 | 7.40 | 13.17 | 15.55 | 11.69 | 11.57 | 13.27 | 25.53 | 20.06 | 25.52 | 36.53 | 15.86 | 10.53 | 10.21 | 11.20 | 12.13 |
| Draw Down(%) | NA | 5.78 | 16.96 | 40.11 | 40.11 | NA | NA | 46.10 | 1.64 | 7.89 | 16.96 | 7.06 | 40.11 | 5.04 | 20.68 | 3.60 | 10.96 | 13.79 | 8.21 | 4.62 | 10.36 | 27.38 | 15.23 | 23.16 | 41.13 | 10.93 | 8.68 | 6.94 | 10.06 | 4.63 |
| Yield(%) | 0.00 | 0.86 | 6.97 | 6.45 | 7.72 | 12.11 | 8.32 | 8.95 | 0.00 | 0.85 | 8.31 | 13.54 | 3.35 | 4.42 | 15.79 | 9.03 | 6.66 | 11.45 | 12.33 | 3.11 | 1.59 | 0.00 | 1.63 | 0.17 | 0.46 | 0.10 | 0.24 | 0.91 | 1.21 | 0.32 |
Data as of 03/28/2024, AR inception is 06/18/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RCEKX (VICTORY RS LARGE CAP ALPHA FUND CLASS R) |
-7.97%
Feb 2006 - Feb 2009 |
-3.02%
Feb 2004 - Feb 2009 |
6.20%
May 2007 - May 2017 |
6.28%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RCEKX (VICTORY RS LARGE CAP ALPHA FUND CLASS R) |
24.43%
Sep 2011 - Sep 2014 |
20.01%
Feb 2009 - Feb 2014 |
13.10%
Feb 2009 - Feb 2019 |
12.08%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart