Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SVLSX (Victory Value A) | NA | -6.34% | 2.28% | -7.09% | 2.25% | 2.35% | NA | 4.23% |
Data as of 08/30/2012, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SVLSX (Victory Value A) | 06/21/1996 | 08/30/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.90 | -6.34 | 2.28 | -7.09 | 2.25 | 2.35 | NA | 4.23 | 1.32 | -16.24 | 15.28 | 23.69 | -36.03 | -6.90 | 17.21 | 8.55 | 12.45 | 27.14 | -22.55 | -8.70 | 4.24 | 11.17 | 26.31 | 27.44 | 12.20 |
| Sharpe Ratio | NA | -0.31 | 0.09 | -0.24 | 0.04 | NA | NA | -0.01 | 0.13 | -0.65 | 0.78 | 0.73 | -0.78 | -0.50 | 1.10 | 0.58 | 1.01 | 1.58 | -0.91 | -0.59 | 0.01 | 0.48 | 0.74 | -1.68 | 1.49 |
| Standard Deviation(%) | NA | 20.79 | 20.73 | 31.11 | 24.69 | NA | NA | 23.07 | 14.74 | 24.97 | 19.43 | 32.38 | 47.13 | 19.97 | 12.70 | 10.94 | 11.39 | 16.78 | 26.00 | 19.13 | 18.99 | 16.54 | 31.22 | 16.47 | 14.06 |
| Draw Down(%) | NA | 16.24 | 26.99 | 63.17 | 63.27 | NA | NA | 63.27 | 16.24 | 25.58 | 17.23 | 33.60 | 51.84 | 20.95 | 10.80 | 7.20 | 8.38 | 15.10 | 35.02 | 25.02 | 12.23 | 14.09 | 17.79 | 9.90 | 6.34 |
| Yield(%) | 0.00 | 0.67 | 0.86 | 0.72 | 3.34 | 5.52 | 5.65 | 7.07 | 0.10 | 0.71 | 0.94 | 1.41 | 1.28 | 0.77 | 16.22 | 0.58 | 1.26 | 0.89 | 0.81 | 8.99 | 15.75 | 12.63 | 19.35 | 10.99 | 5.99 |
Data as of 08/30/2012, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVLSX (Victory Value A) |
-20.18%
Feb 2006 - Feb 2009 |
-9.26%
May 2007 - May 2012 |
-3.86%
Feb 1999 - Feb 2009 |
1.95%
Jul 1997 - Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVLSX (Victory Value A) |
26.77%
Jul 1996 - Jul 1999 |
16.48%
Sep 2002 - Sep 2007 |
9.69%
Jul 1996 - Jul 2006 |
5.70%
Jul 1996 - Jul 2011 |
Annualized Rolling Returns Comparison Chart