Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WASOX (WALDEN SMALL CAP FUND WALDEN SMALL CAP FUND) | NA | -23.10% | -2.60% | 1.57% | 6.15% | NA | NA | … | … |
Data as of 04/21/2020, Common starting date is 10/31/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WASOX (WALDEN SMALL CAP FUND WALDEN SMALL CAP FUND) | 10/31/2008 | 04/21/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -23.10 | -2.60 | 1.57 | 6.15 | NA | NA | … | … | -30.55 | 29.15 | -6.05 | 11.50 | 23.96 | -3.83 | -0.81 | 31.55 | 13.01 | -0.80 | 25.65 | 31.71 | -5.41 |
| Sharpe Ratio | NA | -0.79 | -0.18 | 0.04 | 0.29 | NA | NA | … | … | -1.35 | 2.05 | -0.47 | 1.01 | 1.47 | -0.25 | -0.05 | 2.32 | 0.82 | -0.03 | 1.18 | 1.03 | -0.46 |
| Standard Deviation(%) | NA | 30.95 | 21.15 | 19.05 | 19.79 | NA | NA | … | … | 52.27 | 13.57 | 15.82 | 10.83 | 16.07 | 15.19 | 14.93 | 13.60 | 15.87 | 31.22 | 21.63 | 30.58 | 62.53 |
| Draw Down(%) | NA | 37.03 | 37.03 | 37.03 | 37.03 | NA | NA | … | … | 37.03 | 7.25 | 21.77 | 6.68 | 9.44 | 12.57 | 12.36 | 4.82 | 11.22 | 26.40 | 16.25 | 28.09 | 23.91 |
| Yield(%) | 0.00 | 6.19 | 6.13 | 7.18 | 7.81 | 7.36 | 5.52 | … | … | 0.85 | 6.20 | 5.34 | 6.26 | 4.83 | 15.36 | 7.21 | 8.51 | 2.78 | 5.95 | 3.93 | 2.23 | 0.00 |
Data as of 04/21/2020, Common starting date is 10/31/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WASOX (WALDEN SMALL CAP FUND WALDEN SMALL CAP FUND) |
-0.62%
Mar 2017 – Mar 2020 |
2.93%
Mar 2015 – Mar 2020 |
7.39%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WASOX (WALDEN SMALL CAP FUND WALDEN SMALL CAP FUND) |
29.23%
Feb 2009 – Feb 2012 |
23.80%
Feb 2009 – Feb 2014 |
15.54%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart