Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMRRX (Allegiant Multi-Factor Small Cap Value A) | NA | 49.98% | -12.78% | -6.99% | 5.32% | NA | NA | … | … |
Data as of 03/05/2010, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMRRX (Allegiant Multi-Factor Small Cap Value A) | 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 | 49.98 | -12.78 | -6.99 | 5.32 | NA | NA | … | … | -4.63 | 9.55 | -29.60 | -13.12 | 12.99 | -1.30 | 21.43 | 38.63 | -10.82 | 17.03 | 33.17 | 7.63 | -7.66 | 32.12 | 12.51 |
| Sharpe Ratio | NA | 1.83 | -0.43 | -0.33 | 0.15 | NA | NA | … | … | -1.60 | 0.30 | -0.76 | -0.80 | 0.62 | -0.26 | 1.45 | 2.40 | -0.54 | 0.86 | 1.78 | 0.40 | -0.70 | -2.33 | 2.46 |
| Standard Deviation(%) | NA | 27.30 | 32.03 | 26.70 | 22.65 | NA | NA | … | … | 15.16 | 32.03 | 39.87 | 20.15 | 15.64 | 13.58 | 14.13 | 15.81 | 21.88 | 17.32 | 16.34 | 10.90 | 15.67 | 9.90 | 8.77 |
| Draw Down(%) | NA | 9.58 | 60.76 | 60.76 | 60.76 | NA | NA | … | … | 8.32 | 32.85 | 42.16 | 21.78 | 13.32 | 12.02 | 10.15 | 14.42 | 31.58 | 18.36 | 6.71 | 13.15 | 34.47 | 6.49 | 8.10 |
| Yield(%) | 0.00 | 1.73 | 5.63 | 7.86 | 12.39 | 11.21 | 8.40 | … | … | 0.00 | 1.20 | 0.00 | 15.59 | 16.38 | 12.66 | 20.23 | 3.39 | 4.93 | 11.08 | 4.69 | 1.46 | 8.88 | 17.40 | 7.03 |
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 |
|---|---|---|---|---|
| AMRRX (Allegiant Multi-Factor Small Cap Value A) |
-21.19%
Feb 2006 – Feb 2009 |
-9.39%
Feb 2004 – Feb 2009 |
3.61%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMRRX (Allegiant Multi-Factor Small Cap Value A) |
27.22%
Mar 1999 – Mar 2002 |
19.50%
Feb 2000 – Feb 2005 |
14.22%
Jul 1996 – Jul 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart