Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VAVAX (VALUE FUND VALUE FUND) | NA | -24.34% | -0.28% | 0.85% | 6.72% | 4.05% | NA | … | … |
Data as of 01/07/2022, Common starting date is 02/26/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VAVAX (VALUE FUND VALUE FUND) | 02/26/2002 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -24.34 | -0.28 | 0.85 | 6.72 | 4.05 | NA | … | … | 0.00 | -22.42 | 2.21 | 27.45 | -9.87 | 15.34 | 13.31 | -3.18 | 11.40 | 31.13 | 16.94 | -2.27 | 14.90 | 33.41 | -42.21 | 5.75 | -0.34 | 5.25 | 13.18 | 25.99 | -17.46 |
| Sharpe Ratio | NA | -0.68 | -0.03 | 0.00 | 0.31 | NA | NA | … | … | NA | -0.62 | 0.05 | 2.16 | -0.72 | 1.90 | 0.88 | -0.20 | 0.99 | 2.67 | 1.26 | -0.09 | 0.74 | 1.18 | -0.94 | 0.14 | -0.20 | 0.30 | 1.11 | 1.58 | -0.82 |
| Standard Deviation(%) | NA | 35.97 | 30.90 | 25.24 | 20.30 | NA | NA | … | … | NA | 36.19 | 37.82 | 12.05 | 15.61 | 7.76 | 14.94 | 16.26 | 11.46 | 11.65 | 13.55 | 25.13 | 19.95 | 28.26 | 45.81 | 18.85 | 18.82 | 9.88 | 10.94 | 15.99 | 26.00 |
| Draw Down(%) | NA | 29.61 | 38.37 | 38.37 | 38.37 | NA | NA | … | … | NA | 29.61 | 38.37 | 6.84 | 20.21 | 3.63 | 11.49 | 13.87 | 8.70 | 5.30 | 11.36 | 23.22 | 17.39 | 24.74 | 53.73 | 13.49 | 15.31 | 6.67 | 6.86 | 15.16 | 33.76 |
| Yield(%) | 0.00 | 0.00 | 4.52 | 3.45 | 3.92 | 2.98 | 2.80 | … | … | 0.00 | 0.00 | 9.74 | 1.50 | 1.49 | 1.71 | 1.53 | 1.47 | 1.62 | 0.00 | 2.75 | 1.34 | 0.79 | 2.54 | 1.71 | 7.71 | 0.00 | 0.43 | 0.45 | 1.18 | 0.50 |
Data as of 01/07/2022, Common starting date is 02/26/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VAVAX (VALUE FUND VALUE FUND) |
-19.84%
Feb 2006 – Feb 2009 |
-9.57%
Feb 2004 – Feb 2009 |
1.59%
May 2002 – May 2012 |
3.02%
Nov 2006 – Nov 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VAVAX (VALUE FUND VALUE FUND) |
23.90%
Feb 2009 – Feb 2012 |
21.72%
Feb 2009 – Feb 2014 |
14.18%
Feb 2009 – Feb 2019 |
8.04%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart