Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SPVAX (SMALL CAP EQUITY FUND CLASS A) | NA | -9.55% | -6.12% | 5.54% | 3.05% | 2.67% | 6.86% | … | … |
Data as of 12/23/2016, Common starting date is 06/20/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPVAX (SMALL CAP EQUITY FUND CLASS A) | 06/20/1996 | 12/23/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.55 | -6.12 | 5.54 | 3.05 | 2.67 | 6.86 | … | … | -8.45 | -6.98 | -3.84 | 41.86 | 13.45 | -7.61 | 33.08 | 47.98 | -44.33 | 1.43 | 6.84 | 8.23 | 12.86 | 48.91 | -44.33 | 11.00 | -6.26 | 98.35 | -2.10 | 25.27 | 4.36 |
| Sharpe Ratio | NA | -0.69 | -0.35 | 0.32 | 0.11 | NA | NA | … | … | -0.62 | -0.41 | -0.19 | 2.84 | 0.76 | -0.23 | 1.37 | 1.58 | -1.07 | -0.09 | 0.20 | 0.40 | 0.69 | 2.85 | -1.64 | 0.28 | -0.33 | 5.93 | -0.26 | -2.16 | 0.50 |
| Standard Deviation(%) | NA | 14.23 | 17.57 | 17.18 | 25.06 | NA | NA | … | … | 14.12 | 17.21 | 20.56 | 14.75 | 17.71 | 32.86 | 24.11 | 30.30 | 42.14 | 18.04 | 17.42 | 15.03 | 17.35 | 16.94 | 27.74 | 31.50 | 30.97 | 16.05 | 20.61 | 13.81 | 9.80 |
| Draw Down(%) | NA | 21.41 | 31.98 | 31.98 | 62.75 | NA | NA | … | … | 20.04 | 17.58 | 21.37 | 5.64 | 15.02 | 33.73 | 20.19 | 22.95 | 57.62 | 14.75 | 19.27 | 12.53 | 16.19 | 12.35 | 53.34 | 35.25 | 27.84 | 9.54 | 39.96 | 12.52 | 8.66 |
| Yield(%) | 0.00 | 0.94 | 0.32 | 0.33 | 0.43 | 0.31 | 3.12 | … | … | 0.98 | 0.11 | 0.00 | 0.00 | 0.11 | 1.77 | 0.76 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.95 | 8.41 | 11.54 | 1.02 | 6.19 | 12.03 |
Data as of 12/23/2016, Common starting date is 06/20/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPVAX (SMALL CAP EQUITY FUND CLASS A) |
-21.66%
Feb 2006 – Feb 2009 |
-8.80%
Feb 2004 – Feb 2009 |
-2.78%
Aug 2000 – Aug 2010 |
2.03%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPVAX (SMALL CAP EQUITY FUND CLASS A) |
40.81%
Mar 1997 – Mar 2000 |
28.49%
Feb 2009 – Feb 2014 |
11.18%
Apr 1997 – Apr 2007 |
9.91%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison Chart