Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LFT (Lument Finance Trust, Inc.) | NA | -46.25% | -0.12% | NA | NA | NA | NA | -13.97% |
Data as of 08/16/2011, AR inception is 10/25/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LFT (Lument Finance Trust, Inc.) | 10/25/2007 | 08/16/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -46.25 | -0.12 | NA | NA | NA | NA | -13.97 | -47.68 | -2.27 | 144.84 | -36.15 | -20.35 |
| Sharpe Ratio | NA | -0.90 | 0.00 | NA | NA | NA | NA | -0.20 | -1.19 | -0.05 | 2.50 | -0.52 | -1.06 |
| Standard Deviation(%) | NA | 51.49 | 58.39 | NA | NA | NA | NA | 59.22 | 54.57 | 44.13 | 57.82 | 71.65 | 69.88 |
| Draw Down(%) | NA | 58.51 | 58.51 | NA | NA | NA | NA | 63.01 | 51.12 | 29.58 | 26.14 | 53.21 | 32.22 |
| 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 |
Data as of 08/16/2011, AR inception is 10/25/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LFT (Lument Finance Trust, Inc.) |
-0.66%
May 2008 - May 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LFT (Lument Finance Trust, Inc.) |
21.59%
Jan 2008 - Jan 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart