Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GNMAX (GNMA FUND CLASS A) | NA | 1.75% | -0.52% | 1.73% | 3.49% | 4.53% | NA | … | … |
Data as of 04/27/2015, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GNMAX (GNMA FUND CLASS A) | 06/21/1996 | 04/27/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.75 | -0.52 | 1.73 | 3.49 | 4.53 | NA | … | … | 0.00 | 3.53 | -4.88 | -0.01 | 6.99 | 5.94 | 3.00 | 8.71 | 6.94 | 3.61 | 2.28 | 3.96 | 1.67 | 10.12 | 7.47 | 11.03 | -0.05 | 8.65 | 10.25 | 6.74 |
| Sharpe Ratio | NA | 1.21 | -0.17 | 0.52 | 0.68 | NA | NA | … | … | 0.00 | 1.66 | -0.98 | -0.04 | 2.03 | 1.72 | 0.79 | 1.14 | 1.03 | 0.10 | 0.04 | 0.73 | 0.18 | 2.36 | 0.93 | 1.92 | -0.93 | 1.61 | -11.45 | 2.15 |
| Standard Deviation(%) | NA | 1.44 | 3.26 | 3.25 | 3.81 | NA | NA | … | … | NA | 2.12 | 5.03 | 1.60 | 3.42 | 3.41 | 3.69 | 6.78 | 3.82 | 3.26 | 2.51 | 4.14 | 5.49 | 3.82 | 5.65 | 3.64 | 3.53 | 3.31 | 3.91 | 4.49 |
| Draw Down(%) | NA | 0.84 | 7.79 | 7.79 | 7.79 | NA | NA | … | … | 0.00 | 0.93 | 7.30 | 1.43 | 1.69 | 2.86 | 2.70 | 3.88 | 2.87 | 2.76 | 2.15 | 4.66 | 6.62 | 2.29 | 5.34 | 2.33 | 3.44 | 1.81 | 2.55 | 1.92 |
| Yield(%) | 0.00 | 1.55 | 2.14 | 3.58 | 4.01 | 4.60 | 4.77 | … | … | 0.00 | 2.18 | 2.37 | 2.73 | 6.03 | 5.71 | 4.09 | 4.99 | 4.46 | 4.19 | 3.73 | 3.09 | 3.74 | 4.08 | 7.88 | 5.48 | 4.68 | 9.47 | 5.78 | 3.22 |
Data as of 04/27/2015, 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 |
|---|---|---|---|---|
| GNMAX (GNMA FUND CLASS A) |
-0.52%
Dec 2011 – Dec 2014 |
1.82%
Nov 2009 – Nov 2014 |
3.48%
Jan 2005 – Jan 2015 |
4.37%
Dec 1998 – Dec 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GNMAX (GNMA FUND CLASS A) |
9.88%
Jan 2000 – Jan 2003 |
8.47%
Sep 1996 – Sep 2001 |
6.15%
Aug 1996 – Aug 2006 |
6.27%
Aug 1996 – Aug 2011 |
Annualized Rolling Returns Comparison Chart