Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
MGROX (Munder Mid-Cap Core Growth B) | NA | 10.68% | 16.69% | 16.18% | 9.50% | NA | NA | 9.16% |
Data as of 08/05/2014, AR inception is 01/08/2002
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
MGROX (Munder Mid-Cap Core Growth B) | 01/08/2002 | 08/05/2014 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -1.88 | 10.68 | 16.69 | 16.18 | 9.50 | NA | NA | 9.16 | 1.82 | 32.39 | 14.83 | -1.77 | 24.22 | 31.47 | -43.99 | 19.72 | 10.75 | 11.99 | 21.10 | 35.76 | -15.68 |
Sharpe Ratio | NA | 0.85 | 0.86 | 0.84 | 0.37 | NA | NA | 0.35 | 0.24 | 2.51 | 0.97 | -0.06 | 1.22 | 1.14 | -1.05 | 0.95 | 0.48 | 0.70 | 1.41 | 2.16 | -0.70 |
Standard Deviation(%) | NA | 12.48 | 19.39 | 19.32 | 22.90 | NA | NA | 22.10 | 12.94 | 12.90 | 15.44 | 28.60 | 19.80 | 27.48 | 42.66 | 17.69 | 15.47 | 13.98 | 14.32 | 16.22 | 24.43 |
Draw Down(%) | NA | 6.66 | 14.24 | 24.30 | 57.78 | NA | NA | 57.78 | 6.66 | 6.38 | 11.86 | 24.30 | 14.07 | 23.75 | 55.67 | 12.66 | 14.48 | 8.05 | 11.01 | 10.92 | 27.53 |
Yield(%) | 0.00 | 2.21 | 1.06 | 0.85 | 0.79 | 0.60 | 0.45 | 0.76 | 0.00 | 2.62 | 0.00 | 0.00 | 0.00 | 0.00 | 0.09 | 1.84 | 0.00 | 0.00 | 0.10 | 0.00 | 0.00 |
Data as of 08/05/2014, AR inception is 01/08/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MGROX (Munder Mid-Cap Core Growth B) |
-15.69%
Feb 2006 - Feb 2009 |
-3.86%
Feb 2004 - Feb 2009 |
6.93%
May 2002 - May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MGROX (Munder Mid-Cap Core Growth B) |
27.51%
Feb 2009 - Feb 2012 |
23.51%
Feb 2009 - Feb 2014 |
11.04%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart