Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMWIX (ALPS/WMC RESEARCH VALUE FUND CLASS I) | NA | -26.34% | -7.20% | -1.69% | 5.70% | 3.24% | 4.26% | … | … |
Data as of 03/13/2020, Common starting date is 12/17/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMWIX (ALPS/WMC RESEARCH VALUE FUND CLASS I) | 12/17/1998 | 03/13/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -26.33 | -26.34 | -7.20 | -1.69 | 5.70 | 3.24 | 4.26 | … | … | -35.15 | 27.91 | -10.27 | 13.04 | 11.79 | -2.01 | 11.66 | 34.35 | 18.42 | -3.27 | 15.13 | 18.17 | -36.39 | -3.05 | 15.04 | 8.52 | 15.45 | 28.64 | -17.76 | -6.93 | 13.95 | -6.42 | -13.82 |
| Sharpe Ratio | NA | -0.88 | -0.40 | -0.13 | 0.29 | NA | NA | … | … | -1.36 | 2.27 | -0.76 | 1.62 | 0.78 | -0.13 | 0.98 | 2.85 | 1.36 | -0.13 | 0.77 | 0.60 | -0.87 | -0.33 | 1.10 | 0.57 | 1.32 | 1.69 | -0.77 | -0.56 | 0.55 | -0.65 | -1.13 |
| Standard Deviation(%) | NA | 31.46 | 20.82 | 18.70 | 18.07 | NA | NA | … | … | 66.00 | 11.69 | 15.26 | 7.68 | 14.81 | 16.08 | 11.94 | 12.05 | 13.61 | 25.87 | 19.65 | 30.20 | 43.00 | 18.44 | 10.71 | 11.06 | 10.99 | 16.56 | 24.51 | 16.71 | 18.03 | 14.75 | 89.95 |
| Draw Down(%) | NA | 38.53 | 38.53 | 38.53 | 38.53 | NA | NA | … | … | 38.53 | 6.51 | 19.89 | 4.20 | 13.68 | 12.99 | 9.63 | 5.91 | 11.65 | 23.08 | 17.25 | 28.93 | 49.42 | 14.04 | 7.64 | 7.47 | 7.81 | 15.23 | 32.34 | 21.07 | 11.69 | 21.53 | 15.39 |
| Yield(%) | 0.00 | 3.10 | 6.60 | 9.30 | 9.97 | 6.19 | 6.58 | … | … | 0.00 | 3.49 | 8.73 | 8.63 | 3.43 | 28.48 | 10.97 | 2.89 | 1.42 | 0.83 | 1.15 | 0.00 | 0.98 | 1.50 | 1.54 | 1.26 | 1.19 | 1.29 | 1.06 | 0.88 | 1.18 | 1.39 | 1.22 |
Data as of 03/13/2020, Common starting date is 12/17/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMWIX (ALPS/WMC RESEARCH VALUE FUND CLASS I) |
-18.21%
Feb 2006 – Feb 2009 |
-7.26%
Feb 2004 – Feb 2009 |
-2.49%
Feb 1999 – Feb 2009 |
3.98%
Apr 1999 – Apr 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMWIX (ALPS/WMC RESEARCH VALUE FUND CLASS I) |
23.52%
Sep 2011 – Sep 2014 |
21.63%
Feb 2009 – Feb 2014 |
13.78%
Feb 2009 – Feb 2019 |
8.79%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart