Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UMGPX (MID CAP GROWTH PORTFOLIO CLASS I) | NA | 16.54% | 3.81% | 6.15% | 6.05% | 8.15% | NA | … | … |
Data as of 04/28/2017, Common starting date is 01/24/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UMGPX (MID CAP GROWTH PORTFOLIO CLASS I) | 01/24/2001 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.30 | 16.54 | 3.81 | 6.15 | 6.05 | 8.15 | NA | … | … | 17.43 | -8.78 | -5.89 | 1.97 | 37.48 | 8.69 | -7.12 | 32.31 | 57.66 | -46.77 | 22.67 | 9.28 | 17.57 | 21.60 | 41.76 | -31.16 | -30.93 |
| Sharpe Ratio | NA | 1.18 | 0.23 | 0.37 | 0.23 | NA | NA | … | … | 5.87 | -0.50 | -0.38 | 0.11 | 2.97 | 0.60 | -0.27 | 1.53 | 1.91 | -1.06 | 1.09 | 0.39 | 1.18 | 1.48 | 2.13 | -1.18 | -1.26 |
| Standard Deviation(%) | NA | 13.79 | 16.21 | 15.75 | 23.95 | NA | NA | … | … | 10.97 | 17.88 | 15.40 | 17.36 | 12.63 | 14.42 | 26.31 | 21.04 | 30.21 | 44.77 | 18.16 | 15.55 | 13.03 | 13.97 | 19.25 | 27.38 | 28.00 |
| Draw Down(%) | NA | 10.29 | 31.33 | 31.55 | 60.43 | NA | NA | … | … | 3.06 | 21.93 | 16.16 | 17.69 | 5.52 | 15.63 | 24.95 | 11.25 | 20.16 | 57.58 | 10.68 | 16.32 | 8.43 | 11.29 | 11.34 | 38.05 | 44.61 |
| Yield(%) | 0.00 | 4.77 | 11.32 | 9.75 | 7.54 | 9.13 | 4.33 | … | … | 0.00 | 4.48 | 16.66 | 13.54 | 3.03 | 12.36 | 0.37 | 0.00 | 0.00 | 22.39 | 5.42 | 6.34 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/28/2017, Common starting date is 01/24/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UMGPX (MID CAP GROWTH PORTFOLIO CLASS I) |
-15.17%
Feb 2006 – Feb 2009 |
-2.64%
Feb 2004 – Feb 2009 |
4.90%
Feb 2006 – Feb 2016 |
4.33%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UMGPX (MID CAP GROWTH PORTFOLIO CLASS I) |
34.98%
Feb 2009 – Feb 2012 |
28.39%
Feb 2009 – Feb 2014 |
12.62%
Mar 2003 – Mar 2013 |
8.26%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart