Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
MUGAX (Munder Large Cap Value A) | NA | 17.44% | 11.33% | 2.33% | 6.11% | 3.39% | NA | 6.18% |
Data as of 06/12/2013, AR inception is 06/21/1996
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
MUGAX (Munder Large Cap Value A) | 06/21/1996 | 06/12/2013 |
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 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 17.44 | 11.33 | 2.33 | 6.11 | 3.39 | NA | 6.18 | 8.31 | 14.15 | -1.96 | 11.58 | 13.52 | -31.63 | 4.48 | 17.85 | 7.90 | 13.86 | 30.83 | -19.51 | -3.94 | 3.58 | -4.44 | 11.38 | 32.05 | 11.63 |
Sharpe Ratio | NA | 1.69 | 0.64 | 0.08 | 0.24 | NA | NA | 0.08 | 2.75 | 1.14 | -0.08 | 0.62 | 0.50 | -0.80 | 0.09 | 1.48 | 0.51 | 1.16 | 1.86 | -0.86 | -0.39 | -0.03 | -0.57 | 0.37 | -1.80 | 2.21 |
Standard Deviation(%) | NA | 10.26 | 17.53 | 25.92 | 20.80 | NA | NA | 19.46 | 7.15 | 12.52 | 24.32 | 18.65 | 27.11 | 40.46 | 16.78 | 9.90 | 11.23 | 11.18 | 16.22 | 23.88 | 16.25 | 17.65 | 13.49 | 22.01 | 12.82 | 8.92 |
Draw Down(%) | NA | 7.25 | 20.64 | 46.71 | 51.68 | NA | NA | 51.68 | 2.71 | 9.25 | 20.64 | 16.12 | 27.59 | 43.34 | 10.72 | 8.08 | 6.91 | 8.77 | 14.38 | 30.60 | 19.60 | 16.56 | 15.82 | 18.17 | 7.87 | 5.11 |
Yield(%) | 0.00 | 15.88 | 6.57 | 3.52 | 5.73 | 3.98 | 5.18 | 6.47 | 0.00 | 16.52 | 0.67 | 0.38 | 1.06 | 1.18 | 11.24 | 10.11 | 3.23 | 0.54 | 0.67 | 0.58 | 3.39 | 4.45 | 1.18 | 11.11 | 21.75 | 9.15 |
Data as of 06/12/2013, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MUGAX (Munder Large Cap Value A) |
-12.70%
Feb 2006 - Feb 2009 |
-5.97%
Mar 1998 - Mar 2003 |
-1.52%
Feb 1999 - Feb 2009 |
3.18%
Mar 1998 - Mar 2013 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MUGAX (Munder Large Cap Value A) |
20.59%
Mar 2003 - Mar 2006 |
16.12%
Sep 2002 - Sep 2007 |
8.26%
Jul 1996 - Jul 2006 |
5.56%
Jul 1996 - Jul 2011 |
Annualized Rolling Returns Comparison Chart