Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VALX | NA | -26.10% | -10.38% | -6.17% | NA | NA | NA | … | … |
Data as of 05/19/2020, Common starting date is 12/12/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VALX | 12/12/2014 | 05/19/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.03 | -26.10 | -10.38 | -6.17 | NA | NA | NA | … | … | -34.25 | 18.78 | -16.25 | 11.24 | 15.06 | -8.84 | 4.22 |
| Sharpe Ratio | NA | -0.63 | -0.40 | -0.28 | NA | NA | NA | … | … | -0.99 | 0.86 | -1.03 | 1.02 | 0.83 | -0.54 | 10.12 |
| Standard Deviation(%) | NA | 44.66 | 28.57 | 24.57 | NA | NA | NA | … | … | 68.07 | 20.26 | 16.99 | 10.45 | 17.84 | 16.58 | 13.63 |
| Draw Down(%) | NA | 51.10 | 53.41 | 53.41 | NA | NA | NA | … | … | 50.86 | 18.55 | 23.27 | 4.08 | 16.31 | 16.55 | 1.06 |
| Yield(%) | 0.00 | 1.98 | 1.43 | 1.07 | 0.59 | 0.39 | 0.29 | … | … | 0.00 | 2.04 | 1.29 | 1.00 | 0.99 | 0.25 | 0.00 |
Data as of 05/19/2020, Common starting date is 12/12/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VALX (VALX) |
-15.20%
Mar 2017 – Mar 2020 |
-8.66%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VALX (VALX) |
10.02%
Feb 2016 – Feb 2019 |
1.98%
Jan 2015 – Jan 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart