Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EMV (SPDR DJ Wilshire Mid Cap Value) | NA | 23.68% | 1.12% | 2.79% | NA | NA | NA | … | … |
Data as of 12/17/2010, Common starting date is 11/16/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMV (SPDR DJ Wilshire Mid Cap Value) | 11/16/2005 | 12/17/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.78 | 23.68 | 1.12 | 2.79 | NA | NA | NA | … | … | 20.28 | 34.66 | -36.25 | -1.94 | 13.82 | 3.33 |
| Sharpe Ratio | NA | 1.17 | 0.02 | 0.05 | NA | NA | NA | … | … | 1.04 | 1.05 | -1.00 | -0.32 | 0.89 | 4.02 |
| Standard Deviation(%) | NA | 20.19 | 30.90 | 25.57 | NA | NA | NA | … | … | 20.27 | 32.80 | 36.91 | 15.67 | 11.85 | 7.19 |
| Draw Down(%) | NA | 17.03 | 56.12 | 61.13 | NA | NA | NA | … | … | 17.03 | 31.53 | 49.34 | 16.55 | 9.01 | 1.19 |
| Yield(%) | 0.00 | 1.83 | 1.85 | 1.84 | 0.98 | 0.66 | 0.49 | … | … | 2.12 | 3.03 | 2.06 | 2.07 | 1.53 | 0.32 |
Data as of 12/17/2010, Common starting date is 11/16/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMV (SPDR DJ Wilshire Mid Cap Value) |
-18.87%
Feb 2006 – Feb 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMV (SPDR DJ Wilshire Mid Cap Value) |
-1.19%
Nov 2007 – Nov 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart