Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ARUBX (First American US Government Mtg B) | NA | 11.36% | 3.03% | 2.93% | 4.15% | NA | NA | … | … |
Data as of 03/05/2010, Common starting date is 02/22/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARUBX (First American US Government Mtg B) | 02/22/1999 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.36 | 3.03 | 2.93 | 4.15 | NA | NA | … | … | 1.46 | 10.26 | -4.70 | 3.54 | 3.65 | 1.34 | 2.61 | 1.33 | 7.59 | 6.57 | 8.78 | 0.40 |
| Sharpe Ratio | NA | 3.33 | 0.39 | 0.27 | 0.65 | NA | NA | … | … | 4.97 | 2.86 | -0.83 | 0.15 | 0.14 | -0.34 | 0.61 | 0.22 | 1.97 | 1.20 | 1.52 | -0.93 |
| Standard Deviation(%) | NA | 3.39 | 4.82 | 4.07 | 3.62 | NA | NA | … | … | 1.77 | 3.56 | 6.74 | 3.45 | 2.62 | 2.45 | 2.74 | 2.91 | 3.29 | 3.59 | 3.12 | 3.00 |
| Draw Down(%) | NA | 1.71 | 8.62 | 8.62 | 8.62 | NA | NA | … | … | 0.10 | 1.71 | 8.62 | 2.54 | 1.90 | 2.30 | 3.36 | 2.80 | 1.58 | 2.91 | 1.96 | 2.49 |
| Yield(%) | 0.00 | 3.69 | 3.81 | 3.68 | 4.23 | 3.02 | 2.26 | … | … | 0.47 | 4.05 | 4.05 | 3.90 | 3.65 | 3.84 | 3.49 | 3.48 | 5.33 | 4.28 | 5.38 | 4.02 |
Data as of 03/05/2010, Common starting date is 02/22/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARUBX (First American US Government Mtg B) |
0.69%
Feb 2006 – Feb 2009 |
1.09%
Feb 2004 – Feb 2009 |
3.21%
Mar 1999 – Mar 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARUBX (First American US Government Mtg B) |
7.97%
Jan 2000 – Jan 2003 |
5.66%
Jan 2000 – Jan 2005 |
4.25%
Jan 2000 – Jan 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart