Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMSFX (Forward Mortgage Securities Instl ) | NA | 2.89% | 5.44% | 5.89% | 4.76% | NA | NA | … | … |
Data as of 05/18/2011, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMSFX (Forward Mortgage Securities Instl ) | 06/21/1996 | 05/18/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.89 | 5.44 | 5.89 | 4.76 | NA | NA | … | … | -0.61 | 7.90 | 10.81 | 1.17 | 6.30 | 3.84 | 2.04 | 1.86 | 2.36 | 7.68 | 7.76 | 11.10 | 1.20 | 6.39 | 9.54 | 6.25 |
| Sharpe Ratio | NA | 0.89 | 1.27 | 1.15 | 0.97 | NA | NA | … | … | -0.56 | 2.63 | 3.18 | 0.04 | 1.00 | 0.23 | -0.06 | 0.28 | 0.54 | 2.35 | 1.62 | 2.12 | -0.59 | 1.65 | -15.18 | 2.26 |
| Standard Deviation(%) | NA | 3.14 | 4.19 | 4.04 | 3.52 | NA | NA | … | … | 2.97 | 2.96 | 3.37 | 6.60 | 3.29 | 2.44 | 2.18 | 3.23 | 3.12 | 2.80 | 3.41 | 3.34 | 3.42 | 1.86 | 3.00 | 3.85 |
| Draw Down(%) | NA | 2.50 | 4.79 | 5.50 | 5.50 | NA | NA | … | … | 1.55 | 2.50 | 1.42 | 5.50 | 1.94 | 1.74 | 1.94 | 4.04 | 2.53 | 1.53 | 2.45 | 2.41 | 3.44 | 0.94 | 1.83 | 1.62 |
| Yield(%) | 0.00 | 3.41 | 3.51 | 4.10 | 4.14 | 5.02 | 3.76 | … | … | 0.95 | 3.18 | 3.48 | 4.17 | 4.39 | 5.23 | 3.98 | 2.17 | 4.71 | 5.17 | 6.11 | 6.20 | 6.01 | 6.29 | 6.33 | 3.72 |
Data as of 05/18/2011, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMSFX (Forward Mortgage Securities Instl ) |
1.42%
Jun 2003 – Jun 2006 |
2.55%
Oct 2003 – Oct 2008 |
4.25%
Oct 1998 – Oct 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMSFX (Forward Mortgage Securities Instl ) |
9.18%
Jan 2000 – Jan 2003 |
7.88%
Aug 1996 – Aug 2001 |
5.71%
Jan 2000 – Jan 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart