Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TLVUX (LARGE CAPITALIZATION VALUE EQUITY FUND LARGE CAPITALIZATION VALUE EQUITY FUND) | NA | 1.01% | -1.52% | 5.43% | 1.58% | 3.91% | 5.05% | … | … |
Data as of 01/24/2017, Common starting date is 11/01/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TLVUX (LARGE CAPITALIZATION VALUE EQUITY FUND LARGE CAPITALIZATION VALUE EQUITY FUND) | 11/01/1995 | 01/24/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.01 | -1.52 | 5.43 | 1.58 | 3.91 | 5.05 | … | … | 0.00 | -8.71 | -7.39 | 9.12 | 31.62 | 12.62 | 0.97 | 13.34 | 22.70 | -38.62 | 0.25 | 20.90 | 7.06 | 12.36 | 28.25 | -20.55 | -4.81 | 5.36 | 6.15 | 12.47 | 31.73 | 20.47 | 6.05 |
| Sharpe Ratio | NA | -0.23 | -0.14 | 0.45 | 0.05 | NA | NA | … | … | 0.00 | -1.31 | -0.47 | 0.82 | 2.85 | 1.00 | 0.04 | 0.80 | 0.80 | -0.93 | -0.13 | 1.90 | 0.49 | 1.04 | 1.67 | -0.87 | -0.42 | 0.07 | 0.18 | 0.50 | -1.51 | 1.66 | 5.68 |
| Standard Deviation(%) | NA | 4.05 | 11.65 | 11.81 | 21.60 | NA | NA | … | … | NA | 6.77 | 15.64 | 11.07 | 11.07 | 12.68 | 23.45 | 16.64 | 28.11 | 42.17 | 21.39 | 9.33 | 10.06 | 11.01 | 16.51 | 24.88 | 17.25 | 17.89 | 16.25 | 18.47 | 15.55 | 10.11 | 7.25 |
| Draw Down(%) | NA | 2.57 | 18.85 | 18.85 | 59.68 | NA | NA | … | … | 0.00 | 10.20 | 14.63 | 8.93 | 4.78 | 10.86 | 20.85 | 13.95 | 31.18 | 52.49 | 12.61 | 7.73 | 6.63 | 7.68 | 14.65 | 35.64 | 21.66 | 12.87 | 15.46 | 20.56 | 9.65 | 7.53 | 2.03 |
| Yield(%) | 0.00 | 0.00 | 1.27 | 1.89 | 2.37 | 3.40 | 5.38 | … | … | 0.00 | 0.00 | 1.79 | 1.79 | 1.97 | 2.37 | 2.21 | 2.48 | 3.26 | 1.93 | 10.42 | 8.98 | 6.08 | 1.17 | 1.77 | 1.10 | 1.11 | 14.34 | 16.02 | 14.02 | 23.52 | 8.62 | 3.59 |
Data as of 01/24/2017, Common starting date is 11/01/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TLVUX (LARGE CAPITALIZATION VALUE EQUITY FUND LARGE CAPITALIZATION VALUE EQUITY FUND) |
-17.54%
Feb 2006 – Feb 2009 |
-7.49%
Feb 2004 – Feb 2009 |
-2.56%
Feb 1999 – Feb 2009 |
3.36%
May 2001 – May 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TLVUX (LARGE CAPITALIZATION VALUE EQUITY FUND LARGE CAPITALIZATION VALUE EQUITY FUND) |
24.64%
Feb 2009 – Feb 2012 |
21.60%
Feb 2009 – Feb 2014 |
9.34%
Jul 1996 – Jul 2006 |
6.30%
Apr 1996 – Apr 2011 |
Annualized Rolling Returns Comparison Chart