Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SVSBX (MID CAP VALUE B) | NA | 0.00% | 2.01% | 6.13% | 5.79% | 8.43% | NA | … | … |
Data as of 07/12/2016, Common starting date is 09/15/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SVSBX (MID CAP VALUE B) | 09/15/1999 | 07/12/2016 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 2.01 | 6.13 | 5.79 | 8.43 | NA | … | … | 0.00 | -2.29 | -15.76 | 21.59 | 1.09 | -9.90 | 15.79 | 39.24 | -37.52 | -22.11 | 7.66 | 8.01 | 16.95 | 49.19 | -15.59 | 8.34 | 13.96 | -0.89 |
| Sharpe Ratio | NA | -29,413.77 | -0.36 | -0.12 | -0.13 | NA | NA | … | … | -32,248.29 | -0.25 | -0.72 | 1.35 | 0.05 | -0.34 | 0.77 | 1.26 | -0.87 | -0.86 | 0.28 | 0.36 | 0.93 | 2.96 | -0.70 | 0.33 | 0.49 | -0.39 |
| Standard Deviation(%) | NA | 0.00 | 16.88 | 21.76 | 27.79 | NA | NA | … | … | 0.00 | 9.22 | 21.84 | 15.98 | 21.06 | 29.63 | 20.52 | 31.00 | 44.18 | 29.36 | 15.53 | 16.02 | 17.17 | 16.40 | 23.81 | 18.62 | 20.08 | 16.35 |
| Draw Down(%) | NA | 0.00 | 25.21 | 25.72 | 67.46 | NA | NA | … | … | 0.00 | 4.95 | 25.21 | 9.67 | 15.81 | 28.29 | 15.60 | 27.54 | 44.41 | 31.99 | 13.64 | 11.59 | 11.38 | 11.07 | 37.17 | 24.76 | 13.42 | 8.53 |
| Yield(%) | 0.00 | 0.00 | 7.89 | 8.26 | 7.00 | 9.21 | 8.59 | … | … | 0.00 | 0.00 | 15.57 | 9.67 | 14.03 | 3.92 | 0.00 | 0.00 | 9.63 | 22.16 | 6.31 | 6.98 | 8.79 | 1.47 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/12/2016, Common starting date is 09/15/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVSBX (MID CAP VALUE B) |
-13.21%
Feb 2006 – Feb 2009 |
-0.95%
Feb 2004 – Feb 2009 |
5.17%
Apr 2006 – Apr 2016 |
8.14%
May 2001 – May 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVSBX (MID CAP VALUE B) |
35.37%
Mar 2003 – Mar 2006 |
23.12%
Sep 2002 – Sep 2007 |
14.04%
Mar 2003 – Mar 2013 |
10.72%
Oct 1999 – Oct 2014 |
Annualized Rolling Returns Comparison Chart