S&P Index Vs. Active (SPIVA) Scorcard for Q4, 2006
Percentage of equity funds outperfermored by the index
| Fund Category |
Comparison Index |
Last Quarter |
One Year |
Three Year |
Five Year |
| All Domestic Funds |
S&P Composite 1500 |
47.13 |
67.82 |
58.89 |
63.5 |
| |
|
|
|
|
|
| All Large Cap Funds |
S&P 500 |
56.56 |
69.11 |
66.7 |
71.42 |
| All Mid Cap Funds |
S&P MidCap 400 |
46.72 |
46.68 |
65.08 |
79.73 |
| All Small Cap Funds |
S&P SmallCap 600 |
48.3 |
63.56 |
80.6 |
77.55 |
| |
|
|
|
|
|
| Large Cap Growth Funds |
S&P 500/Citigroup Growth |
53.39 |
76.05 |
52.84 |
57.18 |
| Large Cap Blend Funds |
S&P 500 |
51.99 |
71.27 |
71.32 |
75.43 |
| Large Cap Value Funds |
S&P 500/Citigroup Value |
70 |
87.74 |
89.95 |
90.74 |
| |
|
|
|
|
|
| Mid Cap Growth Funds |
S&P MidCap 400/Citigroup Growth |
41.18 |
34.76 |
68.39 |
88.06 |
| Mid Cap Blend Funds |
S&P MidCap 400 |
51.43 |
35.9 |
58.93 |
75 |
| Mid Cap Value Funds |
S&P MidCap 400/Citigroup Value |
38.53 |
38.39 |
54.13 |
75.53 |
| |
|
|
|
|
|
| Small Cap Growth Funds |
S&P SmallCap 600/Citigroup Growth |
40.38 |
52.09 |
88.56 |
91.98 |
| Small Cap Blend Funds |
S&P SmallCap 600 |
53.9 |
62.81 |
84.15 |
76.47 |
| Small Cap Value Funds |
S&P SmallCap 600/Citigroup Value |
51.39 |
76.7 |
77.47 |
62.65 |
| |
|
|
|
|
|
| All Cap Growth Funds |
S&P Composite 1500/Citigroup Growth |
35.64 |
51.04 |
32.1 |
37.84 |
| All Cap Value Funds |
S&P Composite 1500/Citigroup Value |
55.22 |
82.35 |
87.23 |
80.65 |
Source: Morningstar (funds) and Standard & Poor's (SPIVA). Morningstar Funds data as of 1/31/2007. SPIVA data as of 12/31/2006. YTD is year-to-date, 3-year, 5-year, 10-year and 15-year returns are annualized.
Average Market Cap is geometric in $ millions. P/E is price to earnings ratio, Standard Deviation is 3-year. Yield is 1-year. SPIVA index outperformance is based on equal-weighted fund. | |
