Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SIMIX (Victory Core Bond Index A) | NA | 1.97% | 4.27% | 4.61% | 3.47% | 4.39% | NA | 4.96% |
Data as of 04/26/2013, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SIMIX (Victory Core Bond Index A) | 06/21/1996 | 04/26/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.11 | 1.97 | 4.27 | 4.61 | 3.47 | 4.39 | NA | 4.96 | -0.52 | 3.60 | 6.76 | 5.92 | 10.76 | -5.13 | 5.13 | 4.51 | 0.95 | 2.22 | 2.27 | 6.90 | 8.48 | 10.01 | -0.74 | 7.52 | 7.08 | 4.86 |
| Sharpe Ratio | NA | 0.75 | 1.20 | 1.06 | 0.58 | NA | NA | 0.11 | -0.76 | 1.28 | 1.73 | 1.48 | 2.04 | -1.01 | 0.60 | 0.42 | -0.29 | 0.37 | 0.40 | 1.49 | 1.55 | 2.09 | -1.24 | 1.35 | -16.11 | 1.52 |
| Standard Deviation(%) | NA | 2.56 | 3.50 | 4.28 | 4.06 | NA | NA | 3.81 | 2.20 | 2.78 | 3.90 | 3.94 | 5.22 | 5.99 | 3.51 | 2.93 | 4.13 | 3.47 | 3.91 | 3.90 | 4.05 | 2.85 | 3.20 | 3.10 | 2.98 | 3.89 |
| Draw Down(%) | NA | 1.47 | 2.90 | 7.82 | 10.99 | NA | NA | 10.99 | 0.95 | 1.38 | 1.65 | 2.63 | 4.33 | 10.99 | 2.29 | 2.10 | 2.48 | 4.04 | 4.30 | 2.29 | 2.98 | 2.10 | 2.57 | 2.57 | 1.85 | 1.47 |
| Yield(%) | 0.00 | 2.73 | 3.25 | 3.92 | 3.88 | 4.42 | 3.92 | 4.90 | 0.33 | 3.04 | 3.59 | 3.71 | 5.45 | 4.87 | 5.19 | 4.88 | 4.20 | 3.90 | 3.46 | 3.60 | 5.62 | 6.17 | 5.20 | 5.54 | 5.91 | 3.50 |
Data as of 04/26/2013, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIMIX (Victory Core Bond Index A) |
0.48%
May 2003 - May 2006 |
0.63%
Mar 2004 - Mar 2009 |
3.02%
Oct 1998 - Oct 2008 |
4.38%
Jan 1998 - Jan 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIMIX (Victory Core Bond Index A) |
9.07%
May 2000 - May 2003 |
6.91%
Sep 1996 - Sep 2001 |
5.04%
Mar 1997 - Mar 2007 |
4.90%
Aug 1996 - Aug 2011 |
Annualized Rolling Returns Comparison Chart