Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 01/31/2013.
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
LASIX (Fifth Third LifeModel Aggressive Instl) | NA | 6.90% | 9.64% | 0.51% | 6.86% | NA | NA | 6.31% |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
LASIX (Fifth Third LifeModel Aggressive Instl) | 08/05/2002 | 01/31/2013 |
The return data shown below all have the same latest date: 01/31/2013.
AR inception is since 08/05/2002.
AR inception is since 08/05/2002.
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 | 2004 | 2003 | 2002 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 6.90 | 9.64 | 0.51 | 6.86 | NA | NA | 6.31 | 0.00 | 12.47 | -1.25 | 15.68 | 22.87 | -39.41 | 10.09 | 14.12 | 7.56 | 8.61 | 34.07 | -2.02 |
Sharpe Ratio | NA | 0.63 | 0.54 | 0.01 | 0.28 | NA | NA | 0.24 | 0.00 | 1.11 | -0.05 | 0.84 | 0.92 | -1.15 | 0.34 | 0.98 | 0.49 | 0.63 | 2.04 | -0.24 |
Standard Deviation(%) | NA | 10.89 | 18.75 | 24.24 | 20.17 | NA | NA | 20.17 | NA | 11.27 | 24.49 | 18.48 | 24.69 | 35.12 | 20.82 | 11.05 | 10.95 | 12.14 | 16.39 | 24.52 |
Draw Down(%) | NA | 11.34 | 21.27 | 52.59 | 55.36 | NA | NA | 55.36 | 0.00 | 11.34 | 21.27 | 15.05 | 25.92 | 48.17 | 11.42 | 10.35 | 7.39 | 11.37 | 13.31 | 17.76 |
Yield(%) | 0.00 | 0.32 | 1.20 | 2.69 | 5.48 | 3.47 | 2.61 | 5.21 | 0.00 | 0.33 | 1.32 | 1.58 | 2.47 | 9.20 | 10.83 | 3.86 | 3.64 | 1.60 | 3.19 | 0.18 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
LASIX (Fifth Third LifeModel Aggressive Instl) |
-15.54%
Feb 2006 - Feb 2009 |
-6.58%
Feb 2004 - Feb 2009 |
5.82%
Nov 2002 - Nov 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
LASIX (Fifth Third LifeModel Aggressive Instl) |
22.94%
Feb 2009 - Feb 2012 |
16.50%
Sep 2002 - Sep 2007 |
7.35%
Sep 2002 - Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart