Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LAAIX (Leuthold Asset Allocation Instl) | NA | 6.34% | 4.53% | 11.36% | NA | NA | NA | 3.73% |
Data as of 01/30/2014, AR inception is 02/02/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LAAIX (Leuthold Asset Allocation Instl) | 02/02/2007 | 01/30/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.34 | 4.53 | 11.36 | NA | NA | NA | 3.73 | 0.00 | 9.82 | 8.26 | -3.38 | 8.70 | 30.46 | -30.83 | 10.56 |
| Sharpe Ratio | NA | 0.79 | 0.47 | 0.86 | NA | NA | NA | 0.16 | 0.00 | 1.20 | 0.92 | -0.28 | 0.58 | 1.50 | -1.10 | 0.87 |
| Standard Deviation(%) | NA | 8.01 | 9.95 | 13.17 | NA | NA | NA | 16.33 | NA | 8.18 | 9.03 | 12.35 | 14.93 | 20.18 | 28.77 | 9.98 |
| Draw Down(%) | NA | 7.67 | 14.84 | 14.84 | NA | NA | NA | 43.37 | 0.00 | 7.67 | 9.40 | 14.84 | 12.62 | 18.67 | 43.37 | 6.55 |
| Yield(%) | 0.00 | 3.01 | 2.95 | 3.17 | 1.74 | 1.16 | 0.87 | 2.90 | 0.00 | 3.07 | 3.86 | 2.12 | 0.78 | 1.72 | 2.09 | 4.42 |
Data as of 01/30/2014, AR inception is 02/02/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LAAIX (Leuthold Asset Allocation Instl) |
-3.46%
Jun 2007 - Jun 2010 |
0.06%
May 2007 - May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LAAIX (Leuthold Asset Allocation Instl) |
18.50%
Feb 2009 - Feb 2012 |
11.21%
Nov 2008 - Nov 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart