Average annual returns
Average annual returns
(as of 6/30/2024)
1M
|
3M
|
YTD
|
1Y
|
3Y
|
5Y
|
10Y
|
Inception
|
|
---|---|---|---|---|---|---|---|---|
Composite (Pure Gross)
|
5.52
|
6.07
|
20.78
|
29.53
|
1.42
|
12.18
|
12.69
|
13.35
|
Composite (Net)
|
5.25
|
5.27
|
18.96
|
25.64
|
-1.62
|
8.86
|
9.37
|
10.01
|
Russell 3000® Growth Index
|
6.43
|
7.80
|
19.90
|
32.22
|
10.33
|
18.55
|
15.75
|
16.06
|
One-month, three-month and year-to-date returns are not annualized.
Performance is historical and does not guarantee future results. For more information, please refer to the GIPS composite report found in the documents section.
Please keep in mind that high double-digit returns were primarily achieved during favorable market conditions. You should not expect that such favorable returns can be consistently achieved. A fund's performance, especially for short time periods, should not be the sole factor in making your investment decision.
Calendar year
Calendar year
(as of 12/31/2023)
2023
|
2022
|
2021
|
2020
|
2019
|
2018
|
2017
|
2016
|
2015
|
2014
|
|
---|---|---|---|---|---|---|---|---|---|---|
Fund
|
35.20
|
-36.09
|
7.06
|
48.44
|
38.10
|
0.78
|
34.73
|
-0.22
|
1.82
|
4.08
|
Benchmark
|
41.21
|
-28.97
|
25.85
|
38.26
|
35.85
|
-2.12
|
29.59
|
7.39
|
5.09
|
12.44
|
Performance is historical and does not guarantee future results. For more information, please refer to the GIPS composite report found in the documents section.
Performance and volatility metrics
Performance and volatility metrics
(as of 6/30/2024)3 Year | 5 Year | 10 Year | |
---|---|---|---|
Alpha | -8.36 | -6.26 | -32.96 |
Beta | 1.01 | 1.06 | 1.06 |
Downside Market Capture Ratio | 105.39 | 106.01 | 102.86 |
Information Ratio | -1.71 | -0.97 | -0.53 |
R2 | 0.94 | 0.92 | 0.91 |
Sharpe Ratio | -0.08 | 0.44 | 0.59 |
Standard Deviation | 21.53 | 22.50 | 18.99 |
Tracking Error | 5.21 | 6.54 | 5.77 |
Upside Market Capture Ratio | 74.45 | 83.52 | 86.95 |
Correlation | 0.97 | 0.96 | 0.95 |