Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MADEX (Madison Mosaic Disciplined Equity Y) | NA | 3.04% | 6.78% | 11.82% | 4.50% | 3.98% | NA | … | … |
Data as of 11/06/2013, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MADEX (Madison Mosaic Disciplined Equity Y) | 06/21/1996 | 11/06/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.04 | 6.78 | 11.82 | 4.50 | 3.98 | NA | … | … | 3.31 | 12.25 | 3.38 | 9.57 | 32.50 | -34.16 | 8.98 | 16.80 | -2.35 | 6.83 | 16.73 | -14.18 | -2.97 | 17.02 | -0.96 | 16.40 | 2.45 | 1.77 |
| Sharpe Ratio | NA | 0.18 | 0.39 | 0.55 | 0.18 | NA | NA | … | … | 0.22 | 1.08 | 0.16 | 0.61 | 1.22 | -0.90 | 0.41 | 1.46 | -0.58 | 0.74 | 1.29 | -0.91 | -0.67 | 1.08 | -0.80 | 1.46 | -0.06 | -0.03 |
| Standard Deviation(%) | NA | 16.82 | 16.85 | 21.31 | 19.28 | NA | NA | … | … | 17.60 | 11.38 | 21.10 | 15.53 | 26.65 | 38.74 | 14.21 | 9.23 | 7.97 | 7.90 | 12.37 | 16.84 | 8.20 | 11.88 | 5.38 | 8.83 | 19.96 | 7.88 |
| Draw Down(%) | NA | 12.85 | 16.54 | 27.16 | 51.47 | NA | NA | … | … | 12.85 | 8.24 | 16.54 | 14.49 | 27.16 | 45.07 | 7.36 | 5.82 | 7.03 | 6.97 | 9.99 | 25.71 | 13.15 | 7.14 | 5.00 | 9.87 | 26.27 | 6.89 |
| Yield(%) | 0.00 | 6.80 | 3.39 | 3.44 | 3.49 | 3.07 | 2.69 | … | … | 0.87 | 6.63 | 1.67 | 0.81 | 0.15 | 1.90 | 11.10 | 5.17 | 3.43 | 0.56 | 0.05 | 0.19 | 3.18 | 0.00 | 3.14 | 2.15 | 0.00 | 0.97 |
Data as of 11/06/2013, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MADEX (Madison Mosaic Disciplined Equity Y) |
-11.93%
Feb 2006 – Feb 2009 |
-6.45%
Feb 2004 – Feb 2009 |
-1.77%
Feb 1999 – Feb 2009 |
2.84%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MADEX (Madison Mosaic Disciplined Equity Y) |
24.08%
Feb 2009 – Feb 2012 |
10.85%
Sep 2002 – Sep 2007 |
6.81%
Mar 2003 – Mar 2013 |
5.64%
Aug 1998 – Aug 2013 |
Annualized Rolling Returns Comparison Chart