Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SPVSX (SMALL CAP EQUITY FUND CLASS R6) | NA | -9.39% | -5.80% | 5.95% | NA | NA | NA | … | … |
Data as of 12/23/2016, Common starting date is 09/02/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPVSX (SMALL CAP EQUITY FUND CLASS R6) | 09/02/2011 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.39 | -5.80 | 5.95 | NA | NA | NA | … | … | -8.31 | -6.58 | -3.42 | 42.50 | 13.92 | 5.42 |
| Sharpe Ratio | NA | -0.67 | -0.33 | 0.34 | NA | NA | NA | … | … | -0.61 | -0.38 | -0.17 | 2.88 | 0.79 | 0.45 |
| Standard Deviation(%) | NA | 14.24 | 17.60 | 17.19 | NA | NA | NA | … | … | 14.14 | 17.24 | 20.58 | 14.77 | 17.68 | 39.45 |
| Draw Down(%) | NA | 21.39 | 31.42 | 31.42 | NA | NA | NA | … | … | 20.02 | 17.50 | 21.30 | 5.61 | 14.92 | 18.29 |
| Yield(%) | 0.00 | 0.88 | 0.30 | 0.36 | 0.42 | 0.28 | 0.21 | … | … | 0.91 | 0.11 | 0.00 | 0.00 | 0.34 | 2.32 |
Data as of 12/23/2016, Common starting date is 09/02/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPVSX (SMALL CAP EQUITY FUND CLASS R6) |
-5.01%
Nov 2013 – Nov 2016 |
5.79%
Nov 2011 – Nov 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPVSX (SMALL CAP EQUITY FUND CLASS R6) |
16.17%
Dec 2011 – Dec 2014 |
6.25%
Oct 2011 – Oct 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart