Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TMNEX (Turner Market Neutral Instl) | NA | -1.07% | -0.77% | NA | NA | NA | NA | 1.12% |
Data as of 10/23/2014, AR inception is 02/08/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TMNEX (Turner Market Neutral Instl) | 02/08/2011 | 10/23/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.07 | -0.77 | NA | NA | NA | NA | 1.12 | -0.98 | 3.75 | -4.27 | 5.12 |
| Sharpe Ratio | NA | -0.25 | -0.13 | NA | NA | NA | NA | 0.17 | -0.27 | 0.67 | -1.01 | 1.05 |
| Standard Deviation(%) | NA | 4.42 | 4.81 | NA | NA | NA | NA | 4.98 | 4.44 | 5.57 | 4.31 | 5.44 |
| Draw Down(%) | NA | 6.91 | 12.24 | NA | NA | NA | NA | 12.24 | 6.91 | 6.24 | 7.53 | 3.71 |
| Yield(%) | 0.00 | 0.00 | 0.70 | 0.44 | 0.22 | 0.15 | 0.11 | 0.74 | 0.00 | 0.00 | 0.00 | 2.21 |
Data as of 10/23/2014, AR inception is 02/08/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMNEX (Turner Market Neutral Instl) |
-0.95%
Jul 2011 - Jul 2014 |
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 |
|---|---|---|---|---|
| TMNEX (Turner Market Neutral Instl) |
1.07%
Mar 2011 - Mar 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart