Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SPVCX (SMALL CAP EQUITY FUND CLASS C) | NA | -9.78% | -6.64% | 4.90% | 2.37% | 1.98% | NA | … | … |
Data as of 12/23/2016, Common starting date is 03/02/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPVCX (SMALL CAP EQUITY FUND CLASS C) | 03/02/2000 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.78 | -6.64 | 4.90 | 2.37 | 1.98 | NA | … | … | -8.67 | -7.65 | -4.50 | 40.86 | 12.67 | -8.25 | 32.14 | 46.80 | -44.67 | 0.67 | 6.13 | 7.46 | 12.05 | 47.77 | -44.67 | 10.20 | -18.48 |
| Sharpe Ratio | NA | -0.70 | -0.38 | 0.28 | 0.08 | NA | NA | … | … | -0.64 | -0.45 | -0.22 | 2.77 | 0.72 | -0.25 | 1.33 | 1.54 | -1.08 | -0.13 | 0.16 | 0.35 | 0.64 | 2.79 | -1.65 | 0.25 | -0.80 |
| Standard Deviation(%) | NA | 14.21 | 17.57 | 17.17 | 25.06 | NA | NA | … | … | 14.10 | 17.21 | 20.57 | 14.73 | 17.68 | 32.87 | 24.10 | 30.34 | 42.20 | 18.03 | 17.40 | 14.98 | 17.37 | 16.90 | 27.76 | 31.51 | 32.46 |
| Draw Down(%) | NA | 21.48 | 32.89 | 32.89 | 63.03 | NA | NA | … | … | 20.10 | 17.73 | 21.44 | 5.66 | 15.14 | 33.94 | 20.36 | 23.08 | 57.86 | 14.88 | 19.44 | 12.73 | 16.51 | 12.47 | 53.62 | 35.36 | 28.07 |
| Yield(%) | 0.00 | 1.07 | 0.36 | 0.34 | 0.31 | 0.22 | 0.54 | … | … | 1.11 | 0.13 | 0.00 | 0.00 | 0.00 | 1.31 | 0.07 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.98 | 7.40 |
Data as of 12/23/2016, Common starting date is 03/02/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPVCX (SMALL CAP EQUITY FUND CLASS C) |
-22.22%
Feb 2006 – Feb 2009 |
-9.44%
Feb 2004 – Feb 2009 |
-3.47%
Aug 2000 – Aug 2010 |
1.31%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPVCX (SMALL CAP EQUITY FUND CLASS C) |
32.48%
Feb 2009 – Feb 2012 |
27.58%
Feb 2009 – Feb 2014 |
9.09%
Mar 2003 – Mar 2013 |
4.12%
Nov 2000 – Nov 2015 |
Annualized Rolling Returns Comparison Chart