Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TLVEX (Turner Quantitative Large Cap Value Inv) | NA | 24.54% | NA | NA | NA | NA | NA | 11.28% |
Data as of 06/07/2011, AR inception is 11/05/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TLVEX (Turner Quantitative Large Cap Value Inv) | 11/05/2008 | 06/07/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 24.54 | NA | NA | NA | NA | NA | 11.28 | 4.95 | 12.44 | 11.75 | -6.10 |
| Sharpe Ratio | NA | 1.76 | NA | NA | NA | NA | NA | 0.33 | 1.19 | 0.65 | 0.42 | -0.58 |
| Standard Deviation(%) | NA | 13.90 | NA | NA | NA | NA | NA | 25.86 | 9.97 | 18.94 | 28.05 | 59.38 |
| Draw Down(%) | NA | 8.82 | NA | NA | NA | NA | NA | 33.06 | 5.65 | 17.20 | 30.42 | 19.38 |
| Yield(%) | 0.00 | 1.36 | 0.95 | 0.57 | 0.28 | 0.19 | 0.14 | 1.42 | 0.00 | 1.26 | 1.58 | 0.00 |
Data as of 06/07/2011, AR inception is 11/05/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TLVEX (Turner Quantitative Large Cap Value Inv) |
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 |
|---|---|---|---|---|
| TLVEX (Turner Quantitative Large Cap Value Inv) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart