Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMSIX (Accessor Mortgage Securities Inv) | NA | 2.57% | 5.05% | 5.45% | 4.36% | NA | NA | … | … |
Data as of 05/18/2011, Common starting date is 09/14/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMSIX (Accessor Mortgage Securities Inv) | 09/14/1999 | 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 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.57 | 5.05 | 5.45 | 4.36 | NA | NA | … | … | -0.74 | 7.60 | 10.30 | 0.68 | 5.77 | 3.40 | 1.76 | 1.60 | 2.23 | 7.03 | 7.24 | 10.00 | 0.15 |
| Sharpe Ratio | NA | 0.80 | 1.17 | 1.04 | 0.85 | NA | NA | … | … | -0.67 | 2.53 | 3.01 | -0.04 | 0.84 | 0.04 | -0.19 | 0.20 | 0.49 | 2.10 | 1.47 | 1.79 | -0.90 |
| Standard Deviation(%) | NA | 3.12 | 4.19 | 4.03 | 3.52 | NA | NA | … | … | 2.98 | 2.97 | 3.39 | 6.56 | 3.28 | 2.46 | 2.14 | 3.25 | 3.13 | 2.82 | 3.40 | 3.33 | 3.23 |
| Draw Down(%) | NA | 2.53 | 5.03 | 5.81 | 5.81 | NA | NA | … | … | 1.54 | 2.53 | 1.45 | 5.81 | 1.99 | 1.87 | 1.92 | 4.12 | 2.52 | 1.57 | 2.50 | 2.45 | 1.64 |
| Yield(%) | 0.00 | 3.02 | 3.08 | 3.64 | 3.75 | 3.16 | 2.37 | … | … | 0.82 | 2.82 | 3.01 | 3.69 | 3.89 | 4.81 | 3.71 | 1.91 | 4.59 | 4.54 | 5.62 | 5.19 | 1.47 |
Data as of 05/18/2011, Common starting date is 09/14/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMSIX (Accessor Mortgage Securities Inv) |
1.07%
Jun 2003 – Jun 2006 |
2.15%
Oct 2003 – Oct 2008 |
4.38%
Mar 2001 – Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMSIX (Accessor Mortgage Securities Inv) |
8.54%
Jan 2000 – Jan 2003 |
5.90%
Oct 2005 – Oct 2010 |
5.24%
May 2000 – May 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart