Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMRIX (Allegiant Multi-Factor Small Cap Value I) | NA | 50.39% | -12.57% | -6.76% | 5.57% | NA | NA | … | … |
Data as of 03/05/2010, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMRIX (Allegiant Multi-Factor Small Cap Value I) | 06/21/1996 | 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 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 50.39 | -12.57 | -6.76 | 5.57 | NA | NA | … | … | -4.57 | 9.64 | -29.36 | -12.93 | 13.26 | -1.03 | 21.74 | 39.00 | -10.64 | 17.32 | 33.56 | 7.90 | -6.98 | 32.50 | 12.65 |
| Sharpe Ratio | NA | 1.84 | -0.43 | -0.32 | 0.16 | NA | NA | … | … | -1.56 | 0.30 | -0.76 | -0.79 | 0.64 | -0.24 | 1.47 | 2.43 | -0.54 | 0.88 | 1.80 | 0.43 | -0.67 | -2.28 | 2.51 |
| Standard Deviation(%) | NA | 27.35 | 32.06 | 26.72 | 22.66 | NA | NA | … | … | 15.38 | 32.07 | 39.89 | 20.16 | 15.65 | 13.55 | 14.14 | 15.78 | 21.87 | 17.31 | 16.36 | 10.90 | 15.42 | 9.93 | 8.71 |
| Draw Down(%) | NA | 9.54 | 60.60 | 60.60 | 60.60 | NA | NA | … | … | 8.34 | 32.78 | 42.03 | 21.70 | 13.28 | 11.99 | 10.07 | 14.39 | 31.49 | 18.32 | 6.76 | 13.13 | 33.95 | 6.45 | 8.08 |
| Yield(%) | 0.00 | 1.92 | 5.34 | 7.60 | 12.24 | 11.23 | 8.43 | … | … | 0.00 | 1.33 | 0.00 | 14.68 | 15.66 | 12.30 | 19.57 | 3.54 | 4.88 | 11.02 | 4.88 | 1.70 | 8.81 | 17.43 | 7.23 |
Data as of 03/05/2010, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMRIX (Allegiant Multi-Factor Small Cap Value I) |
-21.02%
Feb 2006 – Feb 2009 |
-9.18%
Feb 2004 – Feb 2009 |
3.86%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMRIX (Allegiant Multi-Factor Small Cap Value I) |
27.54%
Mar 1999 – Mar 2002 |
19.81%
Feb 2000 – Feb 2005 |
14.58%
Jul 1996 – Jul 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart