Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
PPM (Investment Grade Municipal Income Fund) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | -100.00% |
Data as of 03/30/2015, AR inception is 08/18/1995
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
PPM (Investment Grade Municipal Income Fund) | 08/18/1995 | 03/30/2015 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | -100.00 | 5.06 | 51.64 | -18.12 | -0.88 | 12.34 | 3.52 | -4.28 | 10.51 | 7.04 | 13.21 | 23.24 | -8.67 | 16.77 | 30.46 | 16.35 | 14.79 |
Sharpe Ratio | NA | 2.68 | 0.33 | 0.40 | 0.49 | NA | NA | 0.44 | 5.00 | 3.45 | -0.64 | -0.48 | 1.23 | 0.24 | -0.50 | 1.21 | 0.65 | 1.06 | 1.73 | -1.12 | 1.50 | -2.31 | 0.93 | 3.09 |
Standard Deviation(%) | NA | 9.70 | 20.23 | 16.49 | 13.71 | NA | NA | 12.60 | 3.13 | 14.94 | 29.50 | 8.22 | 7.37 | 5.60 | 10.36 | 8.09 | 9.09 | 10.47 | 11.12 | 10.58 | 8.95 | 10.68 | 13.67 | 13.67 |
Draw Down(%) | NA | 7.07 | 36.80 | 36.80 | 36.80 | NA | NA | 36.80 | 1.77 | 9.16 | 36.80 | 9.22 | 4.39 | 5.46 | 16.14 | 7.32 | 7.39 | 5.24 | 7.25 | 13.50 | 4.83 | 2.83 | 6.48 | 3.58 |
Yield(%) | 0.00 | 166.67 | 86.11 | 0.68 | 3.54 | 5.25 | 7.64 | 8.04 | 2.05 | 8.28 | 5.11 | 5.48 | 5.55 | 8.18 | 6.67 | 9.58 | 7.37 | 5.97 | 8.58 | 6.22 | 6.72 | 8.43 | 9.09 | 3.19 |
Data as of 03/30/2015, AR inception is 08/18/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PPM (Investment Grade Municipal Income Fund) |
-100.00%
Oct 2011 - Oct 2014 |
-100.00%
Oct 2009 - Oct 2014 |
-100.00%
Oct 2004 - Oct 2014 |
-100.00%
Oct 1999 - Oct 2014 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PPM (Investment Grade Municipal Income Fund) |
23.71%
Sep 1995 - Sep 1998 |
16.27%
May 1996 - May 2001 |
11.23%
Sep 1995 - Sep 2005 |
-0.77%
Sep 1995 - Sep 2010 |
Annualized Rolling Returns Comparison Chart