Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALWIX (Allegiant Multi-Factor Small Cap Gr I) | NA | 40.45% | -7.46% | NA | NA | NA | NA | … | … |
Data as of 03/05/2010, Common starting date is 10/05/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALWIX (Allegiant Multi-Factor Small Cap Gr I) | 10/05/2005 | 03/05/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 40.45 | -7.46 | NA | NA | NA | NA | … | … | -6.47 | 16.26 | -36.95 | 10.67 | 7.53 | 3.38 |
| Sharpe Ratio | NA | 1.62 | -0.29 | NA | NA | NA | NA | … | … | -2.20 | 0.57 | -1.00 | 0.41 | 0.24 | 0.78 |
| Standard Deviation(%) | NA | 24.95 | 29.59 | NA | NA | NA | NA | … | … | 14.77 | 28.38 | 37.77 | 18.85 | 17.60 | 15.99 |
| Draw Down(%) | NA | 10.09 | 54.17 | NA | NA | NA | NA | … | … | 8.81 | 25.39 | 47.80 | 10.91 | 17.11 | 5.02 |
| Yield(%) | 0.00 | 0.00 | 0.66 | 0.42 | 0.21 | 0.14 | 0.11 | … | … | 0.00 | 0.00 | 0.00 | 1.91 | 0.00 | 0.00 |
Data as of 03/05/2010, Common starting date is 10/05/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALWIX (Allegiant Multi-Factor Small Cap Gr I) |
-16.73%
Feb 2006 – Feb 2009 |
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 |
|---|---|---|---|---|
| ALWIX (Allegiant Multi-Factor Small Cap Gr I) |
-5.20%
Sep 2006 – Sep 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart