Symons Value Risk controls Result in consistent Long-Term Performance
OVER EXTENDED TIME PERIODS
SCM’s attention to Investment Risk Management Is At The Core Of Our Investment Philosophy and Process, As Confirmed By Our Risk Metrics data. Symons Value consistently ranks high versus its peers in all the major risk metrics. The metrics variously show Symons Value is less volatile (Beta) and more consistent (Standard Deviation) than the market in generating returns, that Symons Value provides excellent downside protection by every measure (Sharpe Ratio, Sortino Ratio, Maximum Drawdown, and Downside Capture), that Symons Value’s recovery from a downturn is excellent (Maximum Drawdown Recovery Length), and that Symons Value consistently create wealth over time (Zephyr K-Ratio).
SYMONS VALUE COMPOSITE
(net of fees) PEER RANKINGS for periods ending 9-30-2017
|Metric||Category % Ranking*|
|5 Yr||7 Yr||10 Yr||Since 1/1/2000|
Symons Value Composite (net of fees) Percentile Ranking vs. Zephyr Large Value Universe (Morningstar)*
SYMONS VALUE COMPOSITE
(net of fees) & BENCHMARK DATA for periods ending 9-30-2017
|Metric||5 Yr||7 Yr||10 Yr||Since 1/1/2000|
|SCM Value||S&P 500||SCM Value||S&P 500||SCM Value||S&P 500||SCM Value||S&P 500|
|Max Drawdown Recovery Length||N/A||3 Months||3 Months||6 Months||12 Months||36 Months||18 Months||36 Months|
|Annualized Net Return||6.55%||14.22%||7.70%||14.38%||5.56%||7.44%||8.17%||5.10%|
Symons Value Composite (net of fees) vs. S&P 500 – Actual Data (SOURCES: Morningstar, Zephyr StyleADVISOR)
* Zephyr creates domestic equity universes based on investment style / fund behavior using the Morningstar Mobius, Nelson’s, PSN, and eVestment Alliance databases. Data rankings are prepared using the Zephyr Large Value Universe (Morningstar) — this universe uses the Morningstar Mutual Funds database for managers of which 387 managers were included in our peer group analysis for 5 yr, 358 managers for 7 yr, 323 managers for 10 yr and 182 managers for the period since 1/1/2000. Ratings were presented by Zephyr StyleADVISOR as the result of surveys created and conducted by Zephyr. SCM did not pay a fee to participate in these surveys.
Note: This data is presented as supplemental information to the fully compliant GIPS® presentation. Please see the GIPS® presentation at the bottom of this page or click here. Returns include the reinvestment of all income. Net of fee performance was calculated using actual management fees. Past performance is not indicative of future results. All data calculated using Zephyr StyleAdvisor by Informa Investment Solutions. For metric descriptions, please click here.
Schedule of Comparative Performance Statistics (9-30-17)