Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
MUIYX (Munder International Equity Y) | NA | 6.71% | -0.93% | -5.76% | 6.93% | 3.79% | NA | 3.96% |
Data as of 12/11/2012, AR inception is 06/21/1996
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
MUIYX (Munder International Equity Y) | 06/21/1996 | 12/11/2012 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -5.64 | 6.71 | -0.93 | -5.76 | 6.93 | 3.79 | NA | 3.96 | 6.18 | -14.52 | 6.55 | 30.24 | -39.79 | 6.74 | 28.18 | 14.63 | 17.14 | 40.57 | -17.43 | -21.86 | -17.10 | 44.61 | 13.44 | 3.20 | 5.02 |
Sharpe Ratio | NA | 0.19 | -0.04 | -0.20 | 0.25 | NA | NA | -0.03 | 0.34 | -0.49 | 0.29 | 0.94 | -1.00 | 0.23 | 1.82 | 1.31 | 1.32 | 2.85 | -0.89 | -1.23 | -1.11 | 3.07 | 0.48 | -4.10 | 0.92 |
Standard Deviation(%) | NA | 19.69 | 24.63 | 30.18 | 23.50 | NA | NA | 21.14 | 19.29 | 29.69 | 22.46 | 32.12 | 40.67 | 16.30 | 13.75 | 9.52 | 12.27 | 14.01 | 20.78 | 19.99 | 19.08 | 13.48 | 20.99 | 12.63 | 6.79 |
Draw Down(%) | NA | 18.49 | 28.55 | 60.04 | 61.93 | NA | NA | 61.93 | 18.49 | 28.25 | 20.95 | 32.47 | 52.76 | 12.70 | 15.11 | 7.21 | 10.93 | 14.87 | 28.87 | 37.13 | 21.89 | 6.92 | 26.13 | 14.68 | 4.75 |
Yield(%) | 0.00 | 3.08 | 3.24 | 2.52 | 6.33 | 5.50 | 4.20 | 5.25 | 0.00 | 2.59 | 2.59 | 5.80 | 5.86 | 8.25 | 5.61 | 1.32 | 0.76 | 2.77 | 1.28 | 0.99 | 7.52 | 12.37 | 3.37 | 8.52 | 11.60 |
Data as of 12/11/2012, 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 |
---|---|---|---|---|
MUIYX (Munder International Equity Y) |
-21.00%
Mar 2000 - Mar 2003 |
-8.29%
May 2007 - May 2012 |
-1.08%
Feb 1999 - Feb 2009 |
2.56%
May 1997 - May 2012 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MUIYX (Munder International Equity Y) |
30.50%
Mar 2003 - Mar 2006 |
23.87%
Sep 2002 - Sep 2007 |
9.28%
Oct 1997 - Oct 2007 |
5.34%
Jul 1996 - Jul 2011 |
Annualized Rolling Returns Comparison Chart