Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 12/10/2019.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| SMVDX (SMALL CAP VALUE FUND ADMINISTRATOR CLASS) | 5.95% | NA | 8.39% | 2.50% | 5.30% | NA | NA | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SMVDX (SMALL CAP VALUE FUND ADMINISTRATOR CLASS) | 08/03/2010 | 12/10/2019 |
The return data shown below all have the same latest date: 12/10/2019.
AR inception is since 08/03/2010.
AR inception is since 08/03/2010.
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.39 | 2.50 | 5.30 | NA | NA | NA | 5.95 | 15.62 | -18.60 | 14.05 | 33.05 | -10.54 | 3.71 | 4.64 | 13.40 | -7.43 | 15.56 |
| Sharpe Ratio | NA | 0.43 | 0.07 | 0.29 | NA | NA | NA | 0.30 | 1.00 | -1.17 | 1.19 | 1.87 | -0.67 | 0.27 | 0.26 | 0.79 | -0.26 | 2.44 |
| Standard Deviation(%) | NA | 16.11 | 14.61 | 15.57 | NA | NA | NA | 17.75 | 15.13 | 17.01 | 11.28 | 17.50 | 15.76 | 13.91 | 18.04 | 17.03 | 28.86 | 16.95 |
| Draw Down(%) | NA | 12.05 | 28.18 | 28.18 | NA | NA | NA | 29.61 | 12.05 | 28.18 | 5.27 | 12.42 | 17.71 | 14.75 | 16.29 | 13.73 | 26.79 | 8.17 |
| Yield(%) | 0.00 | 33.59 | 15.97 | 15.15 | 9.97 | 6.65 | 4.99 | 11.08 | 10.27 | 16.51 | 27.62 | 13.64 | 25.45 | 16.64 | 0.58 | 5.01 | 1.10 | 1.11 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMVDX (SMALL CAP VALUE FUND ADMINISTRATOR CLASS) |
-4.29%
Jan 2013 - Jan 2016 |
-0.82%
Feb 2011 - Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMVDX (SMALL CAP VALUE FUND ADMINISTRATOR CLASS) |
17.77%
Sep 2015 - Sep 2018 |
8.70%
Sep 2011 - Sep 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart