Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
HMALX (Huntington Macro 100 A) | NA | -24.43% | -3.56% | -1.89% | NA | NA | NA | -1.93% |
Data as of 03/26/2013, AR inception is 01/04/2005
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
HMALX (Huntington Macro 100 A) | 01/04/2005 | 03/26/2013 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -15.99 | -24.43 | -3.56 | -1.89 | NA | NA | NA | -1.93 | -15.99 | -0.96 | -1.78 | 15.30 | 28.68 | -34.46 | -2.34 | 6.53 | 3.49 |
Sharpe Ratio | NA | -0.92 | -0.16 | -0.07 | NA | NA | NA | -0.14 | -1.20 | -0.07 | -0.08 | 0.90 | 1.11 | -0.91 | -0.31 | 0.26 | 0.11 |
Standard Deviation(%) | NA | 26.54 | 23.05 | 28.00 | NA | NA | NA | 22.60 | 44.28 | 14.50 | 22.49 | 16.87 | 25.74 | 38.70 | 17.14 | 12.39 | 12.47 |
Draw Down(%) | NA | 26.14 | 26.14 | 44.43 | NA | NA | NA | 54.18 | 15.99 | 12.09 | 19.75 | 13.58 | 23.98 | 44.67 | 14.86 | 13.51 | 9.10 |
Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/26/2013, AR inception is 01/04/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
HMALX (Huntington Macro 100 A) |
-18.46%
Feb 2006 - Feb 2009 |
-2.86%
Aug 2005 - Aug 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
HMALX (Huntington Macro 100 A) |
22.40%
Feb 2009 - Feb 2012 |
1.92%
Feb 2008 - Feb 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart