Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FSSIX (Fifth Third Disciplined Large Cap Val A) | NA | 8.12% | 8.22% | 0.18% | 7.02% | 3.85% | NA | … | … |
Data as of 01/31/2013, Common starting date is 02/06/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FSSIX (Fifth Third Disciplined Large Cap Val A) | 02/06/1997 | 01/31/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.12 | 8.22 | 0.18 | 7.02 | 3.85 | NA | … | … | 0.00 | 14.42 | -2.86 | 13.21 | 21.27 | -36.57 | 1.26 | 20.73 | 5.76 | 13.63 | 33.91 | -12.99 | -12.62 | 12.33 | -4.93 | 17.75 | 34.00 |
| Sharpe Ratio | NA | 0.69 | 0.44 | 0.00 | 0.27 | NA | NA | … | … | 0.00 | 1.19 | -0.11 | 0.69 | 0.72 | -0.87 | -0.12 | 1.80 | 0.34 | 1.19 | 1.98 | -0.58 | -0.91 | 0.41 | -0.53 | 0.86 | 1.53 |
| Standard Deviation(%) | NA | 11.70 | 19.55 | 27.72 | 21.62 | NA | NA | … | … | NA | 12.12 | 25.83 | 18.98 | 29.48 | 42.89 | 15.67 | 9.66 | 10.37 | 10.65 | 16.73 | 24.17 | 16.86 | 19.96 | 15.75 | 16.59 | 22.70 |
| Draw Down(%) | NA | 13.02 | 24.26 | 53.59 | 58.13 | NA | NA | … | … | 0.00 | 13.02 | 24.26 | 17.46 | 30.22 | 49.97 | 11.74 | 8.15 | 6.67 | 6.87 | 15.53 | 29.27 | 23.82 | 18.67 | 16.92 | 14.39 | 10.20 |
| Yield(%) | 0.00 | 0.71 | 1.41 | 1.46 | 7.10 | 5.01 | 5.28 | … | … | 0.00 | 0.74 | 1.57 | 1.61 | 1.63 | 2.96 | 7.93 | 16.75 | 11.20 | 4.16 | 5.14 | 3.19 | 4.29 | 3.10 | 7.03 | 11.77 | 14.17 |
Data as of 01/31/2013, Common starting date is 02/06/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSSIX (Fifth Third Disciplined Large Cap Val A) |
-16.36%
Feb 2006 – Feb 2009 |
-6.83%
Feb 2004 – Feb 2009 |
-1.86%
Feb 1999 – Feb 2009 |
4.07%
Dec 1997 – Dec 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSSIX (Fifth Third Disciplined Large Cap Val A) |
22.89%
Feb 2009 – Feb 2012 |
17.89%
Sep 2002 – Sep 2007 |
9.90%
Mar 1997 – Mar 2007 |
6.20%
Mar 1997 – Mar 2012 |
Annualized Rolling Returns Comparison Chart