Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TSVUX (SMALL CAPITALIZATION VALUE EQUITY FUND SMALL CAPITALIZATION VALUE EQUITY FUND) | NA | 2.80% | -4.61% | 4.28% | 4.61% | 7.93% | 8.31% | … | … |
Data as of 01/24/2017, Common starting date is 12/17/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TSVUX (SMALL CAPITALIZATION VALUE EQUITY FUND SMALL CAPITALIZATION VALUE EQUITY FUND) | 12/17/1992 | 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 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.80 | -4.61 | 4.28 | 4.61 | 7.93 | 8.31 | … | … | 0.00 | -9.57 | -9.85 | 3.53 | 30.59 | 19.71 | -2.11 | 28.31 | 37.43 | -28.70 | -1.84 | 17.85 | 8.65 | 23.62 | 41.68 | -13.22 | 17.31 | 15.62 | -3.96 | -8.92 | 36.04 | 25.16 | 24.53 | -8.51 | -9.41 | 1.06 |
| Sharpe Ratio | NA | 0.06 | -0.36 | 0.30 | 0.17 | NA | NA | … | … | 0.00 | -1.23 | -0.61 | 0.25 | 2.22 | 1.22 | -0.07 | 1.24 | 1.10 | -0.68 | -0.16 | 1.01 | 0.44 | 1.52 | 2.80 | -0.72 | 0.95 | 0.72 | -0.71 | -0.78 | -1.95 | 2.84 | 3.40 | -1.31 | -0.91 | 3.31 |
| Standard Deviation(%) | NA | 5.28 | 12.90 | 13.85 | 25.28 | NA | NA | … | … | NA | 7.93 | 16.08 | 13.84 | 13.73 | 16.31 | 31.37 | 22.76 | 33.97 | 43.16 | 30.23 | 14.50 | 14.86 | 14.88 | 14.66 | 19.78 | 16.06 | 16.06 | 10.12 | 15.74 | 9.79 | 7.57 | 6.08 | 8.78 | 12.55 | 9.68 |
| Draw Down(%) | NA | 2.65 | 23.24 | 23.24 | 58.08 | NA | NA | … | … | 0.00 | 12.23 | 14.86 | 12.81 | 6.36 | 11.18 | 27.46 | 18.44 | 34.16 | 48.06 | 17.73 | 11.60 | 10.12 | 10.19 | 13.22 | 30.57 | 16.84 | 7.66 | 13.99 | 32.42 | 6.60 | 8.35 | 5.54 | 15.56 | 12.79 | 1.08 |
| Yield(%) | 0.00 | 0.00 | 8.24 | 10.44 | 7.19 | 10.11 | 10.02 | … | … | 0.00 | 0.00 | 13.55 | 11.78 | 12.90 | 10.85 | 0.93 | 1.54 | 1.13 | 4.43 | 16.25 | 17.52 | 28.07 | 11.82 | 0.97 | 5.22 | 6.00 | 2.75 | 3.21 | 14.42 | 15.99 | 10.50 | 1.65 | 1.33 | 0.68 | 0.27 |
Data as of 01/24/2017, Common starting date is 12/17/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSVUX (SMALL CAPITALIZATION VALUE EQUITY FUND SMALL CAPITALIZATION VALUE EQUITY FUND) |
-15.62%
Feb 2006 – Feb 2009 |
-4.20%
Feb 2004 – Feb 2009 |
4.24%
Feb 1999 – Feb 2009 |
6.02%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSVUX (SMALL CAPITALIZATION VALUE EQUITY FUND SMALL CAPITALIZATION VALUE EQUITY FUND) |
35.03%
Feb 2009 – Feb 2012 |
28.58%
Feb 2009 – Feb 2014 |
14.40%
Mar 2003 – Mar 2013 |
11.96%
Mar 1999 – Mar 2014 |
Annualized Rolling Returns Comparison Chart