Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 12/10/2019.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SMVAX (SMALL CAP VALUE FUND CLASS A) | NA | 8.26% | 2.31% | 5.09% | 7.05% | 6.61% | NA | 8.59% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SMVAX (SMALL CAP VALUE FUND CLASS A) | 04/24/2001 | 12/10/2019 |
The return data shown below all have the same latest date: 12/10/2019.
AR inception is since 04/24/2001.
AR inception is since 04/24/2001.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.26 | 2.31 | 5.09 | 7.05 | 6.61 | NA | 8.59 | 15.49 | -18.80 | 13.85 | 32.78 | -10.71 | 3.48 | 14.96 | 13.14 | -7.58 | 19.36 | 51.76 | -38.37 | 10.26 | 12.92 | 14.27 | 19.89 | 48.97 | -5.77 | 4.71 |
| Sharpe Ratio | NA | 0.42 | 0.06 | 0.28 | 0.37 | NA | NA | 0.36 | 0.99 | -1.18 | 1.18 | 1.84 | -0.68 | 0.25 | 0.94 | 0.78 | -0.26 | 0.88 | 1.64 | -0.88 | 0.40 | 0.69 | 0.82 | 1.14 | 3.40 | -0.36 | 0.31 |
| Standard Deviation(%) | NA | 16.15 | 14.62 | 15.60 | 18.01 | NA | NA | 20.71 | 15.17 | 17.03 | 11.26 | 17.63 | 15.76 | 13.90 | 15.81 | 17.02 | 28.87 | 21.83 | 31.46 | 44.61 | 18.13 | 13.94 | 14.67 | 16.66 | 14.19 | 19.08 | 16.31 |
| Draw Down(%) | NA | 12.08 | 28.22 | 28.22 | 28.22 | NA | NA | 57.23 | 12.08 | 28.22 | 5.28 | 12.45 | 17.74 | 14.81 | 8.79 | 13.77 | 26.87 | 15.57 | 25.36 | 56.10 | 11.94 | 11.86 | 15.09 | 12.46 | 12.85 | 30.28 | 25.30 |
| Yield(%) | 0.00 | 36.67 | 16.76 | 15.51 | 12.26 | 10.23 | 12.22 | 13.58 | 11.15 | 17.71 | 29.03 | 14.23 | 26.17 | 17.34 | 10.68 | 4.84 | 0.84 | 0.70 | 0.67 | 0.00 | 15.80 | 9.70 | 12.22 | 12.50 | 3.72 | 0.50 | 0.19 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMVAX (SMALL CAP VALUE FUND CLASS A) |
-14.32%
Feb 2006 - Feb 2009 |
-3.00%
Feb 2004 - Feb 2009 |
2.96%
Jan 2006 - Jan 2016 |
6.39%
Nov 2004 - Nov 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMVAX (SMALL CAP VALUE FUND CLASS A) |
33.34%
Mar 2003 - Mar 2006 |
23.45%
Oct 2002 - Oct 2007 |
13.27%
Mar 2003 - Mar 2013 |
11.33%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart