Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AFREX (AssetMark Real Estate Securities) | NA | -12.14% | -15.36% | -6.74% | NA | NA | NA | … | … |
Data as of 05/18/2011, Common starting date is 07/26/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AFREX (AssetMark Real Estate Securities) | 07/26/2001 | 05/18/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -12.14 | -15.36 | -6.74 | NA | NA | NA | … | … | -23.65 | 27.59 | 24.75 | -44.19 | -18.20 | 36.26 | 13.49 | 32.55 | 28.61 | 0.30 | 1.32 |
| Sharpe Ratio | NA | -0.25 | -0.23 | -0.13 | NA | NA | NA | … | … | -1.01 | 1.00 | 0.37 | -0.63 | -0.84 | 2.30 | 0.74 | 1.89 | 2.55 | -0.05 | 0.13 |
| Standard Deviation(%) | NA | 49.51 | 67.26 | 62.56 | NA | NA | NA | … | … | 50.71 | 27.63 | 65.97 | 71.14 | 25.49 | 14.39 | 15.24 | 16.70 | 10.95 | 14.55 | 12.17 |
| Draw Down(%) | NA | 29.38 | 71.11 | 76.72 | NA | NA | NA | … | … | 29.38 | 16.16 | 42.11 | 64.17 | 29.29 | 9.55 | 10.80 | 17.41 | 6.65 | 16.50 | 10.42 |
| Yield(%) | 0.00 | 1.36 | 0.85 | 5.67 | 8.26 | 5.51 | 4.13 | … | … | 0.00 | 1.52 | 2.57 | 0.47 | 14.46 | 9.47 | 15.25 | 6.48 | 0.00 | 0.00 | 0.00 |
Data as of 05/18/2011, Common starting date is 07/26/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AFREX (AssetMark Real Estate Securities) |
-28.48%
Mar 2006 – Mar 2009 |
-10.69%
Mar 2004 – Mar 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AFREX (AssetMark Real Estate Securities) |
29.89%
Apr 2004 – Apr 2007 |
23.89%
Jan 2002 – Jan 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart