Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
SPVIX (SMALL CAP EQUITY FUND CLASS I) | NA | 10.63% | -6.73% | 3.26% | 3.24% | NA | NA | 4.36% |
Data as of 02/16/2017, AR inception is 03/14/2002
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
SPVIX (SMALL CAP EQUITY FUND CLASS I) | 03/14/2002 | 02/16/2017 |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 10.63 | -6.73 | 3.26 | 3.24 | NA | NA | 4.36 | 0.00 | -8.33 | -6.70 | -3.56 | 42.38 | 13.85 | -7.20 | 33.79 | 49.13 | -43.93 | 1.95 | 7.49 | 9.02 | 13.50 | 50.22 | -35.75 |
Sharpe Ratio | NA | 1.15 | -0.38 | 0.19 | 0.11 | NA | NA | 0.14 | -38,715.43 | -0.61 | -0.39 | -0.17 | 2.86 | 0.79 | -0.22 | 1.40 | 1.62 | -1.06 | -0.06 | 0.24 | 0.46 | 0.72 | 2.92 | -1.51 |
Standard Deviation(%) | NA | 9.06 | 16.91 | 16.84 | 24.75 | NA | NA | 23.05 | 0.00 | 13.98 | 17.24 | 20.54 | 14.79 | 17.72 | 32.86 | 24.09 | 30.32 | 42.15 | 18.04 | 17.39 | 14.98 | 17.38 | 16.97 | 28.76 |
Draw Down(%) | NA | 6.59 | 31.56 | 31.56 | 62.47 | NA | NA | 62.47 | 0.00 | 19.99 | 17.51 | 21.31 | 5.62 | 14.93 | 33.63 | 20.04 | 22.91 | 57.34 | 14.71 | 19.11 | 12.18 | 15.91 | 12.09 | 47.37 |
Yield(%) | 0.00 | 1.07 | 0.30 | 0.31 | 0.51 | 0.46 | 0.35 | 0.49 | 0.00 | 0.92 | 0.11 | 0.00 | 0.00 | 0.31 | 2.03 | 1.27 | 0.00 | 0.00 | 0.00 | 0.00 | 0.18 | 0.00 | 0.00 | 0.00 |
Data as of 02/16/2017, AR inception is 03/14/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
SPVIX (SMALL CAP EQUITY FUND CLASS I) |
-21.17%
Feb 2006 - Feb 2009 |
-8.21%
Feb 2004 - Feb 2009 |
2.98%
Feb 2006 - Feb 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
SPVIX (SMALL CAP EQUITY FUND CLASS I) |
34.14%
Feb 2009 - Feb 2012 |
29.09%
Feb 2009 - Feb 2014 |
10.54%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart