Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| UEMEX (EMERGING MARKETS EQUITY PORTFOLIO CLASS I) | NA | 17.52% | 1.81% | 2.03% | 1.60% | 8.46% | 4.50% | 4.97% |
Data as of 04/28/2017, AR inception is 12/26/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UEMEX (EMERGING MARKETS EQUITY PORTFOLIO CLASS I) | 12/26/1996 | 04/28/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.36 | 17.52 | 1.81 | 2.03 | 1.60 | 8.46 | 4.50 | 4.97 | 15.43 | 6.75 | -10.69 | -4.48 | -1.03 | 19.95 | -18.22 | 19.06 | 69.84 | -57.01 | 40.64 | 37.03 | 33.30 | 22.23 | 49.67 | -8.90 | -6.49 | -49.03 | 95.68 | -24.18 | -2.92 | 1.11 |
| Sharpe Ratio | NA | 1.27 | 0.12 | 0.14 | 0.05 | NA | NA | 0.15 | 6.52 | 0.39 | -0.69 | -0.41 | -0.08 | 1.44 | -0.82 | 0.93 | 2.33 | -1.17 | 1.49 | 1.74 | 2.66 | 1.26 | 3.60 | -0.57 | -0.43 | -1.73 | 5.26 | -1.16 | -0.24 | 19.93 |
| Standard Deviation(%) | NA | 13.55 | 14.48 | 13.94 | 24.20 | NA | NA | 22.44 | 8.56 | 16.95 | 15.62 | 11.09 | 12.63 | 13.97 | 22.34 | 20.38 | 29.94 | 49.52 | 25.34 | 19.45 | 11.69 | 16.89 | 13.59 | 17.53 | 20.66 | 30.74 | 17.57 | 23.78 | 26.21 | 7.45 |
| Draw Down(%) | NA | 11.99 | 32.15 | 32.15 | 69.46 | NA | NA | 69.46 | 2.63 | 12.67 | 21.91 | 16.43 | 15.37 | 14.00 | 25.39 | 16.97 | 23.68 | 66.60 | 18.53 | 26.44 | 10.95 | 22.63 | 11.85 | 29.78 | 37.08 | 55.62 | 9.62 | 43.05 | 28.82 | 0.00 |
| Yield(%) | 0.00 | 0.50 | 0.53 | 0.58 | 4.15 | 8.20 | 4.38 | 4.79 | 0.00 | 0.54 | 0.80 | 0.39 | 1.16 | 0.00 | 0.38 | 0.62 | 0.00 | 22.29 | 13.77 | 3.44 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.03 | 0.42 | 0.69 | 0.18 |
Data as of 04/28/2017, AR inception is 12/26/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UEMEX (EMERGING MARKETS EQUITY PORTFOLIO CLASS I) |
-27.92%
Mar 2000 - Mar 2003 |
-13.96%
Sep 1997 - Sep 2002 |
0.78%
Dec 2006 - Dec 2016 |
3.11%
Mar 2000 - Mar 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UEMEX (EMERGING MARKETS EQUITY PORTFOLIO CLASS I) |
47.32%
Oct 2004 - Oct 2007 |
39.11%
Oct 2002 - Oct 2007 |
15.89%
Mar 2003 - Mar 2013 |
10.56%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart