| Low PEG | Market average | Differential | |||
| Year | Return | Sharpe ratio | Return | Sharpe ratio | |
| 2002 | 6.81% | 0.114 | 0.166% | −0.271 | 6.64% |
| 2003 | 63.54% | −0.074 | 106.569% | 4.023 | −43% |
| 2004 | 15.51% | 1.189 | 6.960% | 0.177 | 8.55% |
| 2005 | −1.44% | −0.537 | 4.517% | −0.017 | −5.96% |
| 2006 | 14.55% | −0.244 | −4.698% | −0.627 | 19.24% |
| 2007 | 25.00% | 1.108 | 29.908% | 1.198 | −4.91% |
| 2008 | −33.84% | −1.298 | −46.401% | −1.404 | 12.56% |
| 2009 | 115.54% | 5.457 | 75.025% | 3.155 | 40.52% |
| 2010 | 31.38% | 1.856 | 44.052% | 2.396 | −12.67% |
| 2011 | 14.71% | 0.441 | 22.958% | 0.828 | −8.25% |
| 2012 | 59.30% | 3.878 | 38.065% | 2.874 | 21.23% |
| G. mean | 22.264% | 18.647% | |||