C000004984 Performance — PF Large-Cap Value Fund, Class P
Data updated: 2023-06-07
C000004984 returned −4.73% over one year to Mar 2023. The annualised 3-year return is +18.16%. The fund beat its Emerging Markets Equity category average: $100 invested three years ago grew to $165, against $129 for the category, and to $95 over one year, against $91. Volatility over the past three years was 18.29% a year. In the 12 months to Mar 2023 the fund took in a net $106.9M, and assets reached $130.20M.
C000004984 Growth of $100
What $100 invested in PF Large-Cap Value Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Equity category average over the same months.
| Period | C000004984 | Category average |
|---|---|---|
| 1 year (Apr 2022 – Mar 2023) | $95 | $91 |
| 3 years (Apr 2020 – Mar 2023) | $165 | $129 |
| Since data start (Jul 2019 – Mar 2023) | $135 | $107 |
C000004984 Trailing Returns
Total returns to Mar 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −4.73% |
| 3 years (annualised) | +18.16% |
C000004984 Annual Returns
Calendar-year total returns of PF Large-Cap Value Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Mar) | +0.27% |
| 2022 | −6.42% |
| 2021 | +26.13% |
| 2020 | +5.27% |
| 2019 (Jul–Dec) | +8.61% |
C000004984 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +3.3% | −2.9% | 0.0% | — | — | — | — | — | — | — | — | — |
| 2022 | −2.1% | −1.8% | +2.5% | −7.0% | +2.4% | −8.7% | +6.4% | −1.5% | −8.9% | +12.2% | +5.9% | −3.8% |
| 2021 | −2.6% | +5.5% | +6.6% | +5.4% | +2.7% | −0.6% | +1.0% | +2.2% | −4.0% | +5.6% | −3.5% | +5.8% |
| 2020 | −2.4% | −8.7% | −15.2% | +10.2% | +4.0% | +0.4% | +4.5% | +4.7% | −2.6% | −2.2% | +13.3% | +2.5% |
| 2019 | — | — | — | — | — | — | +1.1% | −2.1% | +2.1% | +1.3% | +3.6% | +2.5% |
C000004984 Risk
Risk measures from monthly returns over Apr 2020 – Mar 2023.
- 3-year volatility (annualised): 18.29%
- 3-year Sharpe ratio: 0.75 (vs 4.5% risk-free rate)
- Best month: +13.29% (Nov 2020)
- Worst month: −8.94% (Sep 2022)
C000004984 Fund Flows
Monthly money in and out of PF Large-Cap Value Fund, from SEC Form N-PORT.
- 12-month net flow: $106.9M
- 12-month gross sales (incl. reinvestments): $47.1M
- Sales ÷ redemptions: -0.79×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2023 | $2.0M | −$32.7M | $34.7M |
| Feb 2023 | $22K | −$2.1M | $2.1M |
| Jan 2023 | $32K | −$2.2M | $2.2M |
| Dec 2022 | $13.4M | −$5.2M | $18.5M |
| Nov 2022 | $34K | −$2.7M | $2.7M |
| Oct 2022 | $85K | −$2.1M | $2.2M |
| Sep 2022 | $24.2M | −$2.1M | $26.3M |
| Aug 2022 | $20K | −$2.0M | $2.0M |
| Jul 2022 | $27K | −$1.9M | $1.9M |
| Jun 2022 | $12K | −$2.0M | $2.0M |
| May 2022 | $7.2M | −$2.5M | $9.7M |
| Apr 2022 | $100K | −$2.2M | $2.3M |
C000004984 Assets Under Management
Net assets of PF Large-Cap Value Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-03-31 | $130.20M |
| 2022-12-30 | $165.74M |
| 2022-09-30 | $153.58M |
| 2022-06-30 | $143.46M |
| 2022-03-31 | $164.30M |
| 2021-12-31 | $178.28M |
| 2021-09-30 | $173.28M |
| 2021-06-30 | $178.46M |
| 2021-03-31 | $171.58M |
| 2020-12-31 | $153.30M |
| 2020-09-30 | $185.91M |
| 2020-06-30 | $181.02M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.