Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SPVBX (SMALL CAP EQUITY FUND CLASS B) | NA | -9.77% | -6.64% | 4.90% | 2.36% | 1.98% | 6.14% | … | … |
Data as of 12/23/2016, Common starting date is 06/20/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPVBX (SMALL CAP EQUITY FUND CLASS B) | 06/20/1996 | 12/23/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.77 | -6.64 | 4.90 | 2.36 | 1.98 | 6.14 | … | … | -8.69 | -7.62 | -4.54 | 40.94 | 12.62 | -8.24 | 32.20 | 46.76 | -44.72 | 0.67 | 6.13 | 7.63 | 12.05 | 47.77 | -44.67 | 10.22 | -6.95 | 97.13 | -2.77 | 24.43 | 3.91 |
| Sharpe Ratio | NA | -0.70 | -0.38 | 0.28 | 0.08 | NA | NA | … | … | -0.64 | -0.44 | -0.22 | 2.77 | 0.72 | -0.25 | 1.33 | 1.54 | -1.08 | -0.13 | 0.16 | 0.37 | 0.64 | 2.78 | -1.64 | 0.25 | -0.35 | 5.84 | -0.30 | -2.21 | 0.41 |
| Standard Deviation(%) | NA | 14.18 | 17.57 | 17.17 | 25.06 | NA | NA | … | … | 14.08 | 17.23 | 20.56 | 14.78 | 17.68 | 32.89 | 24.12 | 30.27 | 42.16 | 18.02 | 17.46 | 14.95 | 17.39 | 16.94 | 27.85 | 31.60 | 30.98 | 16.07 | 20.62 | 13.89 | 9.77 |
| Draw Down(%) | NA | 21.46 | 32.90 | 32.90 | 63.03 | NA | NA | … | … | 20.11 | 17.77 | 21.45 | 5.66 | 15.14 | 33.93 | 20.38 | 23.08 | 57.86 | 14.88 | 19.44 | 12.58 | 16.51 | 12.47 | 53.62 | 35.36 | 28.10 | 9.65 | 40.15 | 12.62 | 8.75 |
| Yield(%) | 0.00 | 1.07 | 0.36 | 0.34 | 0.31 | 0.23 | 2.96 | … | … | 1.11 | 0.13 | 0.00 | 0.00 | 0.00 | 1.31 | 0.05 | 0.00 | 0.00 | 0.00 | 0.00 | 0.15 | 0.00 | 0.00 | 0.00 | 0.98 | 8.58 | 11.68 | 1.02 | 5.88 | 11.53 |
Data as of 12/23/2016, Common starting date is 06/20/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPVBX (SMALL CAP EQUITY FUND CLASS B) |
-22.22%
Feb 2006 – Feb 2009 |
-9.41%
Feb 2004 – Feb 2009 |
-3.46%
Aug 2000 – Aug 2010 |
1.32%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPVBX (SMALL CAP EQUITY FUND CLASS B) |
39.88%
Mar 1997 – Mar 2000 |
27.57%
Feb 2009 – Feb 2014 |
10.43%
Apr 1997 – Apr 2007 |
9.15%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison Chart