Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GNMTX (GNMA FUND CLASS C) | NA | 1.27% | -1.10% | 1.14% | 2.86% | NA | NA | 2.48% |
Data as of 04/27/2015, AR inception is 10/19/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GNMTX (GNMA FUND CLASS C) | 10/19/2001 | 04/27/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.27 | -1.10 | 1.14 | 2.86 | NA | NA | 2.48 | 0.00 | 2.88 | -5.47 | -0.65 | 6.44 | 5.31 | 2.25 | 8.08 | 6.25 | 2.94 | 1.63 | 3.28 | 0.29 | 5.89 | -5.72 |
| Sharpe Ratio | NA | 0.85 | -0.35 | 0.35 | 0.52 | NA | NA | 0.35 | 0.00 | 1.35 | -1.11 | -0.48 | 1.95 | 1.58 | 0.59 | 1.06 | 0.86 | -0.11 | -0.21 | 0.57 | -0.07 | 1.24 | -2.43 |
| Standard Deviation(%) | NA | 1.49 | 3.20 | 3.17 | 3.74 | NA | NA | 4.11 | NA | 2.12 | 4.94 | 1.48 | 3.28 | 3.31 | 3.64 | 6.71 | 3.77 | 3.18 | 2.51 | 4.07 | 5.45 | 3.86 | 11.26 |
| Draw Down(%) | NA | 0.84 | 8.31 | 8.31 | 8.31 | NA | NA | 8.79 | 0.00 | 0.93 | 7.48 | 1.49 | 1.65 | 2.90 | 2.86 | 4.03 | 2.91 | 3.01 | 2.09 | 4.83 | 6.92 | 2.62 | 8.79 |
| Yield(%) | 0.00 | 1.17 | 1.61 | 3.02 | 3.40 | 2.58 | 1.94 | 2.98 | 0.00 | 1.64 | 1.74 | 2.08 | 5.42 | 5.09 | 3.44 | 4.34 | 3.82 | 3.56 | 3.10 | 2.44 | 2.37 | 0.00 | 0.00 |
Data as of 04/27/2015, AR inception is 10/19/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GNMTX (GNMA FUND CLASS C) |
-1.14%
Dec 2011 - Dec 2014 |
1.20%
Nov 2009 - Nov 2014 |
2.83%
Jan 2005 - Jan 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GNMTX (GNMA FUND CLASS C) |
7.25%
Jun 2007 - Jun 2010 |
5.86%
Aug 2006 - Aug 2011 |
4.24%
Mar 2002 - Mar 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart