Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HUMSX (Huntington Mortgage Securities A) | NA | -2.39% | 0.81% | 2.81% | 3.26% | NA | NA | 3.94% |
Data as of 05/27/2014, AR inception is 04/26/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HUMSX (Huntington Mortgage Securities A) | 04/26/2001 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.39 | 0.81 | 2.81 | 3.26 | NA | NA | 3.94 | -0.47 | -1.67 | 2.67 | 4.46 | 4.88 | 4.86 | 2.13 | 2.75 | 5.66 | 1.59 | 6.05 | 6.71 | 6.89 | 5.09 |
| Sharpe Ratio | NA | -0.56 | 0.21 | 0.81 | 0.60 | NA | NA | 0.79 | -0.21 | -0.44 | 1.34 | 1.36 | 1.58 | 1.30 | 0.20 | -0.08 | 0.84 | -0.20 | 1.13 | 2.21 | 1.70 | 1.87 |
| Standard Deviation(%) | NA | 5.23 | 3.71 | 3.41 | 3.72 | NA | NA | 3.64 | 5.80 | 3.86 | 1.96 | 3.26 | 3.04 | 3.67 | 5.88 | 3.24 | 2.83 | 2.91 | 4.52 | 2.72 | 3.41 | 3.09 |
| Draw Down(%) | NA | 4.05 | 4.76 | 4.76 | 6.40 | NA | NA | 6.40 | 3.32 | 4.76 | 1.85 | 1.81 | 3.00 | 2.18 | 6.40 | 2.68 | 1.76 | 2.34 | 5.50 | 1.88 | 2.42 | 1.13 |
| Yield(%) | 0.00 | 6.13 | 3.88 | 3.51 | 3.65 | 3.39 | 2.54 | 3.91 | 0.71 | 6.09 | 2.97 | 2.41 | 2.74 | 3.29 | 3.53 | 3.70 | 3.97 | 3.21 | 3.59 | 3.32 | 4.05 | 3.31 |
Data as of 05/27/2014, AR inception is 04/26/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HUMSX (Huntington Mortgage Securities A) |
1.70%
Aug 2010 - Aug 2013 |
2.84%
Mar 2004 - Mar 2009 |
3.07%
Mar 2004 - Mar 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HUMSX (Huntington Mortgage Securities A) |
6.55%
Dec 2001 - Dec 2004 |
5.51%
Nov 2001 - Nov 2006 |
4.92%
May 2001 - May 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart