Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SCAPX (Sm Cap Val Fd Inc) | NA | -8.14% | 1.97% | 3.63% | 9.43% | NA | NA | … | … |
Data as of 01/22/2020, Common starting date is 12/19/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCAPX (Sm Cap Val Fd Inc) | 12/19/2005 | 01/22/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -8.14 | 1.97 | 3.63 | 9.43 | NA | NA | … | … | 0.00 | -1.62 | -20.49 | 28.18 | 39.96 | -22.20 | -5.36 | 43.71 | 21.96 | -1.88 | 34.85 | 42.25 | -41.64 | -19.00 | 23.70 | -1.44 |
| Sharpe Ratio | NA | -0.44 | -0.01 | 0.10 | 0.38 | NA | NA | … | … | 0.00 | -0.11 | -1.05 | 1.55 | 1.61 | -1.00 | -0.24 | 2.20 | 1.12 | -0.06 | 1.38 | 1.10 | -0.83 | -0.99 | 1.01 | -4.84 |
| Standard Deviation(%) | NA | 27.64 | 22.45 | 22.87 | 23.19 | NA | NA | … | … | NA | 28.42 | 20.81 | 17.82 | 24.53 | 22.24 | 22.05 | 19.83 | 19.79 | 29.76 | 25.11 | 38.46 | 51.16 | 22.22 | 20.40 | 8.13 |
| Draw Down(%) | NA | 37.40 | 45.01 | 45.01 | 45.88 | NA | NA | … | … | 0.00 | 37.40 | 30.02 | 9.75 | 16.49 | 26.29 | 25.86 | 9.89 | 17.75 | 26.27 | 20.33 | 33.64 | 58.02 | 33.20 | 10.44 | 1.44 |
| Yield(%) | 0.00 | 2.15 | 2.28 | 1.71 | 1.89 | 1.06 | 0.80 | … | … | 0.00 | 2.31 | 1.99 | 1.88 | 0.72 | 0.31 | 0.00 | 0.40 | 0.59 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/22/2020, Common starting date is 12/19/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCAPX (Sm Cap Val Fd Inc) |
-24.69%
Feb 2006 – Feb 2009 |
-4.97%
Aug 2014 – Aug 2019 |
1.69%
Jan 2006 – Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCAPX (Sm Cap Val Fd Inc) |
38.83%
Feb 2009 – Feb 2012 |
33.96%
Feb 2009 – Feb 2014 |
18.06%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart