Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SMVCX (SMALL CAP VALUE FUND CLASS C) | NA | 7.59% | 1.60% | 4.34% | 6.26% | 5.83% | NA | … | … |
Data as of 12/10/2019, Common starting date is 09/21/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SMVCX (SMALL CAP VALUE FUND CLASS C) | 09/21/2001 | 12/10/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.59 | 1.60 | 4.34 | 6.26 | 5.83 | NA | … | … | 14.75 | -19.34 | 13.01 | 31.80 | -11.39 | 2.72 | 14.08 | 12.31 | -8.29 | 18.48 | 50.67 | -38.83 | 9.46 | 12.06 | 13.41 | 19.00 | 47.34 | -6.93 | 20.41 |
| Sharpe Ratio | NA | 0.38 | 0.01 | 0.23 | 0.33 | NA | NA | … | … | 0.94 | -1.22 | 1.11 | 1.79 | -0.72 | 0.20 | 0.89 | 0.73 | -0.29 | 0.84 | 1.61 | -0.89 | 0.36 | 0.63 | 0.77 | 1.08 | 3.29 | -0.42 | 6.67 |
| Standard Deviation(%) | NA | 16.19 | 14.61 | 15.59 | 18.00 | NA | NA | … | … | 15.22 | 17.00 | 11.22 | 17.60 | 15.75 | 13.88 | 15.77 | 17.01 | 28.86 | 21.84 | 31.50 | 44.63 | 18.11 | 13.90 | 14.67 | 16.65 | 14.17 | 19.09 | 14.35 |
| Draw Down(%) | NA | 12.26 | 28.51 | 28.51 | 28.77 | NA | NA | … | … | 12.26 | 28.51 | 5.32 | 12.45 | 17.98 | 14.99 | 8.87 | 13.94 | 27.10 | 15.70 | 25.43 | 56.24 | 12.14 | 11.90 | 15.23 | 12.58 | 13.20 | 30.58 | 2.63 |
| Yield(%) | 0.00 | 61.96 | 21.71 | 17.42 | 13.06 | 10.36 | 13.83 | … | … | 18.59 | 26.12 | 37.70 | 17.75 | 30.20 | 19.16 | 11.40 | 4.58 | 0.51 | 0.09 | 0.00 | 0.00 | 16.70 | 10.14 | 12.62 | 12.77 | 3.45 | 0.00 | 0.22 |
Data as of 12/10/2019, Common starting date is 09/21/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMVCX (SMALL CAP VALUE FUND CLASS C) |
-14.95%
Feb 2006 – Feb 2009 |
-3.73%
Feb 2004 – Feb 2009 |
2.19%
Jan 2006 – Jan 2016 |
5.61%
Nov 2004 – Nov 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMVCX (SMALL CAP VALUE FUND CLASS C) |
32.35%
Mar 2003 – Mar 2006 |
22.41%
Oct 2002 – Oct 2007 |
12.42%
Mar 2003 – Mar 2013 |
10.48%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart