Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UEMDX (EMERGING MARKETS DEBT PORTFOLIO CLASS I) | NA | 9.06% | 4.52% | 3.64% | 5.53% | 5.99% | NA | … | … |
Data as of 04/28/2017, Common starting date is 12/19/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UEMDX (EMERGING MARKETS DEBT PORTFOLIO CLASS I) | 12/19/1997 | 04/28/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.37 | 9.06 | 4.52 | 3.64 | 5.53 | 5.99 | NA | … | … | 5.65 | 10.57 | -1.11 | 2.93 | -8.72 | 17.97 | 7.05 | 9.78 | 30.21 | -14.97 | 6.54 | 10.78 | 1.69 | -1.66 | 27.86 | 1.87 | 0.43 | 11.40 | 29.44 | -28.30 | 2.86 |
| Sharpe Ratio | NA | 1.47 | 0.74 | 0.61 | 0.75 | NA | NA | … | … | 4.71 | 1.56 | -0.21 | 0.53 | -1.23 | 4.41 | 1.32 | 1.51 | 4.94 | -1.21 | 0.78 | 1.84 | -0.04 | -0.21 | 4.34 | 0.07 | -0.16 | 0.99 | 1.97 | -1.07 | 5.96 |
| Standard Deviation(%) | NA | 5.96 | 5.90 | 5.89 | 6.91 | NA | NA | … | … | 3.87 | 6.62 | 5.52 | 5.51 | 7.09 | 4.10 | 5.33 | 6.41 | 6.10 | 13.10 | 4.50 | 4.08 | 11.48 | 12.65 | 6.26 | 10.99 | 12.19 | 7.47 | 13.34 | 29.59 | 28.92 |
| Draw Down(%) | NA | 7.22 | 10.19 | 12.61 | 29.50 | NA | NA | … | … | 1.49 | 7.22 | 8.28 | 10.19 | 12.61 | 4.79 | 7.04 | 6.39 | 3.95 | 29.50 | 4.85 | 6.09 | 9.88 | 15.76 | 7.44 | 11.98 | 9.19 | 9.18 | 11.38 | 44.96 | 1.50 |
| Yield(%) | 0.00 | 5.59 | 5.48 | 4.80 | 5.75 | 5.65 | 4.73 | … | … | 0.00 | 5.98 | 5.35 | 6.53 | 4.91 | 3.09 | 4.84 | 4.33 | 9.18 | 10.63 | 10.54 | 10.81 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 11.34 | 15.58 | 8.52 | 3.97 |
Data as of 04/28/2017, Common starting date is 12/19/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UEMDX (EMERGING MARKETS DEBT PORTFOLIO CLASS I) |
-2.42%
Dec 2012 – Dec 2015 |
-0.68%
Nov 2003 – Nov 2008 |
4.25%
Mar 1998 – Mar 2008 |
5.12%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UEMDX (EMERGING MARKETS DEBT PORTFOLIO CLASS I) |
21.02%
Aug 1998 – Aug 2001 |
15.32%
Aug 1998 – Aug 2003 |
10.11%
Aug 1998 – Aug 2008 |
8.84%
Aug 1998 – Aug 2013 |
Annualized Rolling Returns Comparison Chart