Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LTGTX (Compass EMP Multi-Asset Growth T) | NA | -1.67% | -1.28% | -2.88% | NA | NA | NA | … | … |
Data as of 10/16/2015, Common starting date is 01/04/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LTGTX (Compass EMP Multi-Asset Growth T) | 01/04/2010 | 10/16/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.67 | -1.28 | -2.88 | NA | NA | NA | … | … | -3.62 | -0.77 | -0.34 | -0.93 | -7.13 | 1.27 |
| Sharpe Ratio | NA | -0.13 | -0.08 | -0.18 | NA | NA | NA | … | … | -0.37 | -0.08 | -0.02 | -0.13 | -0.64 | 0.07 |
| Standard Deviation(%) | NA | 12.95 | 17.00 | 15.86 | NA | NA | NA | … | … | 12.18 | 10.43 | 20.86 | 7.78 | 11.16 | 16.92 |
| Draw Down(%) | NA | 15.33 | 23.66 | 23.66 | NA | NA | NA | … | … | 12.67 | 9.83 | 18.09 | 9.60 | 15.33 | 13.27 |
| Yield(%) | 0.00 | 6.08 | 8.50 | 5.95 | 3.06 | 2.04 | 1.53 | … | … | 0.00 | 5.90 | 19.02 | 0.00 | 0.03 | 7.02 |
Data as of 10/16/2015, Common starting date is 01/04/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LTGTX (Compass EMP Multi-Asset Growth T) |
-4.62%
Apr 2011 – Apr 2014 |
-3.12%
Sep 2010 – Sep 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LTGTX (Compass EMP Multi-Asset Growth T) |
2.70%
Nov 2010 – Nov 2013 |
0.54%
Jun 2010 – Jun 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart