Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ASMTX (AMF US Government Mortgage) | NA | -2.25% | 1.31% | 1.92% | 1.32% | 2.77% | NA | … | … |
Data as of 02/27/2014, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ASMTX (AMF US Government Mortgage) | 06/21/1996 | 02/27/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.25 | 1.31 | 1.92 | 1.32 | 2.77 | NA | … | … | 0.35 | -3.31 | 2.73 | 4.04 | 2.53 | 0.67 | -6.91 | 6.44 | 4.53 | 1.75 | 2.35 | 2.30 | 6.99 | 6.74 | 10.50 | 0.59 | 6.47 | 10.30 | 6.37 |
| Sharpe Ratio | NA | -0.89 | 0.60 | 0.61 | 0.06 | NA | NA | … | … | 1.21 | -1.31 | 1.51 | 1.73 | 0.70 | 0.10 | -0.95 | 0.90 | 0.41 | -0.15 | 0.41 | 0.53 | 2.12 | 1.09 | 1.73 | -0.74 | 1.05 | -12.69 | 1.75 |
| Standard Deviation(%) | NA | 2.58 | 2.23 | 3.08 | 4.11 | NA | NA | … | … | 1.89 | 2.55 | 1.79 | 2.32 | 3.51 | 5.54 | 8.25 | 3.83 | 3.00 | 2.78 | 3.39 | 3.00 | 2.79 | 4.10 | 3.73 | 3.56 | 3.00 | 3.53 | 5.10 |
| Draw Down(%) | NA | 3.88 | 4.27 | 4.27 | 12.80 | NA | NA | … | … | 0.59 | 3.88 | 0.98 | 1.27 | 3.13 | 5.24 | 12.21 | 2.32 | 1.26 | 2.12 | 4.11 | 2.80 | 1.50 | 2.55 | 2.12 | 3.04 | 1.47 | 1.94 | 2.00 |
| Yield(%) | 0.00 | 1.51 | 2.06 | 2.67 | 3.27 | 3.96 | 4.03 | … | … | 0.00 | 1.66 | 2.15 | 2.28 | 2.98 | 4.59 | 4.58 | 5.07 | 4.98 | 4.75 | 2.99 | 3.85 | 4.88 | 5.80 | 6.66 | 5.98 | 5.82 | 7.93 | 4.22 |
Data as of 02/27/2014, 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 |
|---|---|---|---|---|
| ASMTX (AMF US Government Mortgage) |
-1.76%
Feb 2008 – Feb 2011 |
0.22%
Feb 2008 – Feb 2013 |
1.40%
Jan 2004 – Jan 2014 |
2.70%
Jan 1999 – Jan 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASMTX (AMF US Government Mortgage) |
8.47%
Jan 2000 – Jan 2003 |
7.61%
Aug 1996 – Aug 2001 |
5.50%
Aug 1996 – Aug 2006 |
4.14%
Aug 1996 – Aug 2011 |
Annualized Rolling Returns Comparison Chart