Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HMBGX (Huntington Mortgage Securities B) | NA | 5.60% | 3.82% | 3.21% | NA | NA | NA | … | … |
Data as of 08/03/2010, Common starting date is 06/12/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HMBGX (Huntington Mortgage Securities B) | 06/12/2003 | 08/03/2010 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.60 | 3.82 | 3.21 | NA | NA | NA | … | … | 2.78 | 4.41 | 1.63 | 2.31 | 5.25 | 1.07 | 5.29 | 2.00 |
| Sharpe Ratio | NA | 2.35 | 0.73 | 0.40 | NA | NA | NA | … | … | 1.91 | 1.19 | 0.12 | -0.22 | 0.70 | -0.38 | 0.96 | 0.88 |
| Standard Deviation(%) | NA | 2.35 | 4.29 | 3.80 | NA | NA | NA | … | … | 2.48 | 3.62 | 5.81 | 3.23 | 2.81 | 2.92 | 4.54 | 3.41 |
| Draw Down(%) | NA | 0.87 | 6.50 | 6.50 | NA | NA | NA | … | … | 0.87 | 2.16 | 6.50 | 2.81 | 1.90 | 2.34 | 5.56 | 2.29 |
| Yield(%) | 0.00 | 1.24 | 2.61 | 2.80 | 1.99 | 1.32 | 0.99 | … | … | 0.42 | 2.74 | 3.05 | 3.16 | 3.46 | 2.72 | 3.07 | 0.85 |
Data as of 08/03/2010, Common starting date is 06/12/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMBGX (Huntington Mortgage Securities B) |
2.18%
Feb 2006 – Feb 2009 |
2.34%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMBGX (Huntington Mortgage Securities B) |
4.66%
Apr 2004 – Apr 2007 |
3.98%
Aug 2003 – Aug 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart