Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TBMEX (Turner Quantitative Broad Market Eq Inst) | NA | 28.43% | 4.32% | NA | NA | NA | NA | 3.14% |
Data as of 08/25/2011, AR inception is 07/02/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TBMEX (Turner Quantitative Broad Market Eq Inst) | 07/02/2008 | 08/25/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 28.43 | 4.32 | NA | NA | NA | NA | 3.14 | 6.09 | 14.13 | 29.53 | -30.05 |
| Sharpe Ratio | NA | 2.14 | 0.14 | NA | NA | NA | NA | 0.10 | 0.74 | 0.73 | 1.08 | -0.99 |
| Standard Deviation(%) | NA | 13.24 | 29.31 | NA | NA | NA | NA | 28.73 | 12.80 | 19.28 | 27.28 | 51.97 |
| Draw Down(%) | NA | 8.21 | 45.29 | NA | NA | NA | NA | 45.68 | 8.21 | 17.52 | 24.79 | 42.30 |
| Yield(%) | 0.00 | 1.12 | 0.84 | 0.49 | 0.24 | 0.16 | 0.12 | 0.81 | 0.00 | 1.03 | 1.23 | 0.61 |
Data as of 08/25/2011, AR inception is 07/02/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TBMEX (Turner Quantitative Broad Market Eq Inst) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TBMEX (Turner Quantitative Broad Market Eq Inst) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart