Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LSVPX (LSV Conservative Core Equity) | NA | 19.47% | 17.77% | 17.83% | NA | NA | NA | … | … |
Data as of 06/13/2014, Common starting date is 06/08/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LSVPX (LSV Conservative Core Equity) | 06/08/2007 | 06/13/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.64 | 19.47 | 17.77 | 17.83 | NA | NA | NA | … | … | 3.30 | 39.25 | 15.89 | -0.65 | 14.46 | 23.01 | -38.65 | -7.99 |
| Sharpe Ratio | NA | 1.73 | 1.03 | 1.01 | NA | NA | NA | … | … | 0.63 | 3.50 | 1.19 | -0.03 | 0.82 | 0.80 | -0.95 | -0.84 |
| Standard Deviation(%) | NA | 11.25 | 17.29 | 17.11 | NA | NA | NA | … | … | 11.87 | 11.22 | 13.44 | 24.43 | 17.52 | 28.47 | 41.55 | 19.58 |
| Draw Down(%) | NA | 6.40 | 20.40 | 21.70 | NA | NA | NA | … | … | 6.40 | 4.88 | 11.66 | 21.70 | 14.90 | 29.93 | 48.97 | 13.31 |
| Yield(%) | 0.00 | 2.15 | 3.38 | 3.11 | 0.90 | 0.60 | 0.45 | … | … | 0.00 | 2.52 | 5.63 | 1.88 | 1.34 | 0.00 | 0.00 | 0.00 |
Data as of 06/13/2014, Common starting date is 06/08/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LSVPX (LSV Conservative Core Equity) |
-11.70%
Aug 2007 – Aug 2010 |
-2.02%
Jul 2007 – Jul 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LSVPX (LSV Conservative Core Equity) |
24.47%
Feb 2009 – Feb 2012 |
23.20%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart