Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 10/29/2015.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SSMVX (SMALL CAP VALUE FUND INVESTOR CLASS) | NA | -59.83% | -21.85% | -11.73% | -3.12% | 3.65% | NA | 4.40% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSMVX (SMALL CAP VALUE FUND INVESTOR CLASS) | 04/16/1998 | 10/29/2015 |
The return data shown below all have the same latest date: 10/29/2015.
AR inception is since 04/16/1998.
AR inception is since 04/16/1998.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -56.22 | -59.83 | -21.85 | -11.73 | -3.12 | 3.65 | NA | 4.40 | -7.85 | -13.65 | 4.15 | 8.21 | -8.38 | 18.74 | 51.13 | -38.31 | -5.49 | 3.18 | 2.62 | 6.79 | 45.05 | -6.13 | 17.76 | 26.34 | 28.09 | -17.50 |
| Sharpe Ratio | NA | -0.82 | -0.32 | -0.10 | -0.08 | NA | NA | 0.13 | -0.63 | -0.60 | 0.23 | 0.47 | -0.29 | 0.85 | 1.62 | -0.88 | -0.35 | -0.01 | 0.03 | 0.30 | 3.08 | -0.38 | 0.91 | 1.27 | 1.50 | -1.23 |
| Standard Deviation(%) | NA | 27.07 | 21.75 | 23.56 | 28.10 | NA | NA | 23.00 | 14.95 | 22.86 | 18.02 | 17.41 | 28.84 | 21.85 | 31.56 | 44.59 | 24.78 | 16.94 | 17.69 | 19.81 | 14.38 | 19.12 | 17.35 | 17.55 | 16.54 | 21.86 |
| Draw Down(%) | NA | 32.65 | 38.05 | 38.05 | 63.33 | NA | NA | 63.33 | 17.74 | 27.12 | 16.29 | 13.75 | 26.88 | 15.56 | 25.39 | 56.08 | 24.45 | 11.83 | 16.09 | 13.23 | 13.08 | 30.35 | 25.26 | 10.33 | 16.33 | 40.79 |
| Yield(%) | 0.00 | 16.46 | 10.52 | 7.27 | 6.99 | 11.28 | 10.29 | 12.11 | 0.00 | 16.93 | 10.41 | 4.69 | 0.73 | 0.63 | 0.72 | 0.00 | 15.64 | 9.60 | 12.05 | 12.44 | 3.40 | 0.00 | 0.22 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSMVX (SMALL CAP VALUE FUND INVESTOR CLASS) |
-14.24%
Feb 2006 - Feb 2009 |
-2.91%
Feb 2004 - Feb 2009 |
3.82%
Sep 2005 - Sep 2015 |
8.67%
Sep 2000 - Sep 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSMVX (SMALL CAP VALUE FUND INVESTOR CLASS) |
34.00%
Aug 1998 - Aug 2001 |
25.26%
Mar 1999 - Mar 2004 |
18.47%
Aug 1998 - Aug 2008 |
14.37%
Aug 1998 - Aug 2013 |
Annualized Rolling Returns Comparison Chart