Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VVFGX (Victory Value R) | NA | -6.45% | 1.99% | -7.40% | 1.93% | NA | NA | 0.02% |
Data as of 08/30/2012, AR inception is 02/28/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VVFGX (Victory Value R) | 02/28/2002 | 08/30/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.80 | -6.45 | 1.99 | -7.40 | 1.93 | NA | NA | 0.02 | 1.28 | -16.47 | 14.84 | 23.37 | -36.33 | -7.31 | 16.81 | 8.20 | 12.09 | 26.92 | -21.24 |
| Sharpe Ratio | NA | -0.31 | 0.07 | -0.25 | 0.03 | NA | NA | -0.05 | 0.13 | -0.66 | 0.76 | 0.72 | -0.79 | -0.52 | 1.07 | 0.55 | 0.92 | 1.56 | -0.94 |
| Standard Deviation(%) | NA | 20.72 | 20.74 | 31.13 | 24.74 | NA | NA | 24.35 | 14.76 | 24.98 | 19.45 | 32.51 | 47.05 | 20.02 | 12.66 | 10.93 | 12.09 | 16.82 | 27.38 |
| Draw Down(%) | NA | 16.26 | 27.27 | 63.38 | 63.55 | NA | NA | 63.55 | 16.26 | 25.69 | 17.30 | 33.71 | 51.92 | 21.20 | 10.81 | 7.27 | 8.45 | 15.12 | 35.15 |
| Yield(%) | 0.00 | 0.51 | 0.53 | 0.52 | 3.00 | 1.67 | 1.25 | 2.50 | 0.05 | 0.45 | 0.59 | 1.05 | 0.95 | 0.57 | 15.93 | 0.17 | 0.98 | 0.68 | 0.62 |
Data as of 08/30/2012, AR inception is 02/28/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VVFGX (Victory Value R) |
-20.49%
Feb 2006 - Feb 2009 |
-9.58%
May 2007 - May 2012 |
-0.43%
May 2002 - May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VVFGX (Victory Value R) |
20.07%
Mar 2003 - Mar 2006 |
16.13%
Sep 2002 - Sep 2007 |
1.59%
Jul 2002 - Jul 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart