Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TSGWX (FUNDAMENTAL LARGE CAP CORE FUND CLASS B) | NA | 10.35% | 7.29% | 10.17% | 10.16% | 9.55% | 6.04% | … | … |
Data as of 12/17/2020, Common starting date is 06/20/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TSGWX (FUNDAMENTAL LARGE CAP CORE FUND CLASS B) | 06/20/1996 | 12/17/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.35 | 7.29 | 10.17 | 10.16 | 9.55 | 6.04 | … | … | 9.06 | 34.03 | -14.52 | 19.28 | 9.24 | 4.99 | 7.06 | 31.22 | 19.32 | -9.71 | 13.30 | 32.69 | -37.21 | 32.68 | 19.39 | 15.29 | 3.59 | 22.42 | -38.31 | -4.12 | -3.64 | 36.95 | 15.05 | 35.80 | 11.88 |
| Sharpe Ratio | NA | 0.28 | 0.26 | 0.45 | 0.51 | NA | NA | … | … | 0.25 | 2.31 | -0.86 | 2.19 | 0.57 | 0.31 | 0.58 | 2.64 | 1.29 | -0.38 | 0.72 | 1.18 | -0.85 | 1.54 | 0.94 | 1.28 | 0.22 | 1.32 | -1.50 | -0.21 | -0.24 | 2.01 | 0.63 | 1.91 | 1.74 |
| Standard Deviation(%) | NA | 36.21 | 24.88 | 20.91 | 19.03 | NA | NA | … | … | 36.86 | 14.12 | 18.53 | 8.54 | 15.80 | 16.18 | 12.21 | 11.83 | 15.02 | 25.81 | 18.30 | 27.66 | 44.95 | 19.36 | 17.16 | 10.23 | 11.96 | 16.46 | 26.28 | 31.78 | 31.46 | 16.79 | 18.67 | 16.78 | 11.48 |
| Draw Down(%) | NA | 37.02 | 37.02 | 37.02 | 37.02 | NA | NA | … | … | 37.02 | 9.06 | 25.29 | 3.73 | 16.38 | 11.88 | 8.45 | 5.20 | 12.56 | 26.16 | 16.73 | 21.47 | 58.61 | 13.79 | 14.28 | 7.82 | 11.77 | 12.26 | 43.38 | 36.20 | 21.68 | 13.36 | 22.31 | 9.74 | 7.85 |
| Yield(%) | 0.00 | 0.00 | 3.83 | 5.49 | 4.65 | 4.68 | 2.98 | … | … | 0.00 | 0.00 | 11.47 | 9.96 | 3.53 | 1.40 | 0.00 | 0.00 | 0.30 | 0.00 | 0.56 | 0.00 | 1.57 | 0.00 | 0.00 | 0.00 | 0.22 | 0.00 | 0.13 | 5.54 | 23.19 | 9.88 | 4.96 | 12.41 | 10.34 |
Data as of 12/17/2020, Common starting date is 06/20/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSGWX (FUNDAMENTAL LARGE CAP CORE FUND CLASS B) |
-20.12%
Feb 2000 – Feb 2003 |
-7.77%
Mar 2000 – Mar 2005 |
-0.53%
Aug 2000 – Aug 2010 |
3.45%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSGWX (FUNDAMENTAL LARGE CAP CORE FUND CLASS B) |
30.62%
Mar 1997 – Mar 2000 |
20.44%
Feb 2003 – Feb 2008 |
13.32%
Feb 2009 – Feb 2019 |
11.11%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart