Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MXLAX (Fifth Third All Cap Value Inv A) | NA | 6.14% | 7.34% | -0.64% | 7.19% | NA | NA | … | … |
Data as of 01/31/2013, Common starting date is 10/19/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXLAX (Fifth Third All Cap Value Inv A) | 10/19/2001 | 01/31/2013 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.14 | 7.34 | -0.64 | 7.19 | NA | NA | … | … | 0.00 | 12.18 | -4.88 | 15.25 | 26.57 | -41.34 | 2.09 | 20.22 | 7.43 | 15.15 | 40.24 | -16.01 | 7.08 |
| Sharpe Ratio | NA | 0.52 | 0.38 | -0.03 | 0.27 | NA | NA | … | … | 0.00 | 1.00 | -0.19 | 0.75 | 0.83 | -0.97 | -0.06 | 1.57 | 0.48 | 1.18 | 2.34 | -0.72 | 2.14 |
| Standard Deviation(%) | NA | 11.78 | 20.39 | 29.00 | 22.86 | NA | NA | … | … | NA | 12.28 | 26.53 | 20.12 | 31.82 | 43.23 | 15.99 | 10.83 | 10.99 | 12.07 | 16.92 | 23.74 | 19.13 |
| Draw Down(%) | NA | 13.08 | 24.87 | 56.22 | 62.26 | NA | NA | … | … | 0.00 | 13.08 | 24.87 | 19.06 | 30.67 | 54.07 | 13.71 | 9.53 | 6.37 | 10.44 | 15.43 | 31.27 | 5.03 |
| Yield(%) | 0.00 | 0.60 | 1.04 | 1.85 | 8.94 | 5.21 | 3.91 | … | … | 0.00 | 0.62 | 1.21 | 1.00 | 1.32 | 6.05 | 16.27 | 18.38 | 9.24 | 6.23 | 0.46 | 0.00 | 0.00 |
Data as of 01/31/2013, Common starting date is 10/19/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXLAX (Fifth Third All Cap Value Inv A) |
-18.68%
Feb 2006 – Feb 2009 |
-7.77%
Feb 2004 – Feb 2009 |
3.58%
Nov 2001 – Nov 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXLAX (Fifth Third All Cap Value Inv A) |
26.17%
Mar 2003 – Mar 2006 |
19.66%
Sep 2002 – Sep 2007 |
7.81%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart