Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HMTGX (Huntington Mortgage Securities Trust) | NA | -2.28% | 1.06% | 3.06% | 3.55% | 4.53% | NA | 5.32% |
Data as of 05/27/2014, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HMTGX (Huntington Mortgage Securities Trust) | 06/21/1996 | 05/27/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.28 | 1.06 | 3.06 | 3.55 | 4.53 | NA | 5.32 | -0.39 | -1.43 | 2.95 | 4.70 | 5.05 | 5.17 | 2.50 | 3.05 | 5.98 | 1.87 | 6.29 | 7.01 | 7.17 | 8.17 | 9.91 | 1.01 | 6.68 | 8.52 | 6.80 |
| Sharpe Ratio | NA | -0.51 | 0.28 | 0.87 | 0.67 | NA | NA | 0.29 | -0.17 | -0.38 | 1.49 | 1.40 | 1.56 | 1.41 | 0.27 | 0.01 | 0.93 | -0.10 | 1.16 | 2.18 | 1.77 | 2.02 | 2.03 | -0.80 | 1.46 | -17.35 | 2.47 |
| Standard Deviation(%) | NA | 5.22 | 3.72 | 3.45 | 3.75 | NA | NA | 3.47 | 5.90 | 3.80 | 1.96 | 3.34 | 3.17 | 3.59 | 5.89 | 3.26 | 2.90 | 2.94 | 4.60 | 2.90 | 3.44 | 2.95 | 2.90 | 2.76 | 2.30 | 2.68 | 3.97 |
| Draw Down(%) | NA | 3.89 | 4.71 | 4.71 | 6.28 | NA | NA | 6.28 | 3.34 | 4.71 | 1.82 | 1.86 | 2.89 | 2.03 | 6.28 | 2.64 | 1.70 | 2.20 | 5.40 | 1.84 | 2.43 | 1.11 | 2.16 | 2.61 | 1.18 | 1.57 | 1.56 |
| Yield(%) | 0.00 | 6.41 | 4.15 | 3.79 | 3.95 | 4.46 | 4.41 | 5.19 | 0.80 | 6.39 | 3.25 | 2.62 | 3.00 | 3.58 | 3.91 | 4.00 | 4.26 | 3.50 | 3.91 | 3.71 | 4.30 | 5.35 | 6.35 | 5.71 | 6.10 | 6.24 | 3.38 |
Data as of 05/27/2014, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMTGX (Huntington Mortgage Securities Trust) |
1.95%
Aug 2010 - Aug 2013 |
3.11%
Aug 2008 - Aug 2013 |
3.37%
Mar 2004 - Mar 2014 |
4.59%
Dec 1998 - Dec 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMTGX (Huntington Mortgage Securities Trust) |
9.05%
May 2000 - May 2003 |
7.73%
Jan 2000 - Jan 2005 |
6.43%
Aug 1996 - Aug 2006 |
5.74%
Aug 1996 - Aug 2011 |
Annualized Rolling Returns Comparison Chart