Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SMVBX (SMALL CAP VALUE FUND CLASS B) | NA | 6.56% | -1.08% | 4.68% | 3.01% | 6.80% | NA | 8.92% |
Data as of 04/12/2017, AR inception is 11/30/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SMVBX (SMALL CAP VALUE FUND CLASS B) | 11/30/2000 | 04/12/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.56 | -1.08 | 4.68 | 3.01 | 6.80 | NA | 8.92 | 0.00 | 13.25 | -41.66 | -16.48 | 2.33 | 7.68 | -8.78 | 18.40 | 50.70 | -38.81 | -7.52 | 1.72 | 1.03 | 5.34 | 43.57 | -6.93 | 16.84 | 11.72 |
| Sharpe Ratio | NA | -4.13 | -1.37 | -1.19 | -0.91 | NA | NA | -0.80 | 0.00 | -1.55 | -1.28 | -1.38 | -0.87 | -0.63 | -0.95 | -0.01 | 1.02 | -1.31 | -1.15 | -1.20 | -1.11 | -0.71 | 1.69 | -1.41 | -0.26 | 10.28 |
| Standard Deviation(%) | NA | 6.63 | 31.44 | 26.83 | 29.28 | NA | NA | 25.43 | NA | 13.42 | 46.94 | 25.28 | 18.70 | 17.46 | 28.83 | 21.85 | 31.48 | 44.53 | 25.76 | 17.32 | 18.01 | 20.07 | 14.39 | 18.99 | 17.40 | 22.07 |
| Draw Down(%) | NA | 5.46 | 61.88 | 63.57 | 64.18 | NA | NA | 64.18 | 0.00 | 12.48 | 42.89 | 29.22 | 17.45 | 13.95 | 27.08 | 15.68 | 25.44 | 56.24 | 25.68 | 11.93 | 16.32 | 13.62 | 13.22 | 30.58 | 25.48 | 4.06 |
| Yield(%) | 0.00 | 0.00 | 13.80 | 12.50 | 7.20 | 9.82 | 10.77 | 13.46 | 0.00 | 0.00 | 30.15 | 18.97 | 11.42 | 4.42 | 0.51 | 0.00 | 0.00 | 0.00 | 16.75 | 10.16 | 12.64 | 12.79 | 3.46 | 0.00 | 0.22 | 0.00 |
Data as of 04/12/2017, AR inception is 11/30/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMVBX (SMALL CAP VALUE FUND CLASS B) |
-14.94%
Feb 2006 - Feb 2009 |
-3.73%
Feb 2004 - Feb 2009 |
2.19%
Jan 2006 - Jan 2016 |
6.87%
Mar 2002 - Mar 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMVBX (SMALL CAP VALUE FUND CLASS B) |
32.31%
Mar 2003 - Mar 2006 |
22.39%
Oct 2002 - Oct 2007 |
12.41%
Mar 2003 - Mar 2013 |
8.68%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart