Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VCSMX (SMALL CAP FUND SMALL CAP FUND) | NA | -36.47% | 0.80% | 2.10% | 7.40% | 5.02% | 5.18% | 4.44% |
Data as of 01/07/2022, AR inception is 12/11/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VCSMX (SMALL CAP FUND SMALL CAP FUND) | 12/11/2000 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -36.47 | 0.80 | 2.10 | 7.40 | 5.02 | 5.18 | 4.44 | 0.00 | -33.58 | 22.91 | 17.81 | -22.15 | 5.82 | -6.01 | -18.98 | -1.05 | 40.42 | 15.76 | -0.90 | 29.34 | 25.93 | -38.36 | -17.75 | 0.08 | 7.33 | 19.01 | 36.39 | -23.38 | -5.01 | -5.14 |
| Sharpe Ratio | NA | -0.68 | 0.01 | 0.04 | 0.28 | NA | NA | 0.14 | NA | -0.69 | 0.58 | -0.33 | -1.90 | -1.03 | -1.58 | -1.63 | -1.23 | 1.56 | -0.17 | -0.62 | 0.47 | 0.23 | -1.15 | -1.88 | -1.23 | -0.90 | -0.04 | 1.02 | -1.80 | -1.06 | -4.80 |
| Standard Deviation(%) | NA | 54.00 | 39.20 | 31.55 | 25.00 | NA | NA | 26.08 | NA | 68.10 | 38.90 | 16.55 | 23.00 | 13.03 | 25.29 | 22.95 | 15.94 | 14.02 | 16.70 | 31.29 | 22.87 | 32.51 | 50.06 | 21.29 | 18.16 | 15.19 | 16.03 | 16.80 | 23.96 | 25.15 | 41.65 |
| Draw Down(%) | NA | 42.65 | 42.65 | 42.65 | 42.65 | NA | NA | 61.74 | NA | 43.46 | 39.96 | 12.27 | 29.91 | 10.56 | 28.97 | 23.02 | 14.89 | 5.50 | 12.82 | 29.00 | 18.83 | 30.79 | 46.35 | 24.85 | 15.31 | 9.72 | 12.51 | 13.61 | 35.04 | 28.20 | 13.16 |
| Yield(%) | 0.00 | 45.32 | 26.36 | 18.30 | 16.29 | 10.18 | 10.06 | 8.69 | 0.00 | 48.04 | 7.88 | 10.15 | 15.91 | 7.96 | 16.45 | 14.98 | 4.79 | 0.00 | 0.08 | 0.14 | 0.20 | 0.58 | 4.82 | 11.55 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/07/2022, AR inception is 12/11/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VCSMX (SMALL CAP FUND SMALL CAP FUND) |
-23.02%
Feb 2006 - Feb 2009 |
-9.87%
Feb 2004 - Feb 2009 |
2.51%
Jan 2001 - Jan 2011 |
4.26%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VCSMX (SMALL CAP FUND SMALL CAP FUND) |
31.28%
Feb 2009 - Feb 2012 |
27.48%
Feb 2009 - Feb 2014 |
16.67%
Feb 2009 - Feb 2019 |
9.59%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart