Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JMLIX (Artio US Multicap I) | NA | 7.75% | 11.55% | 0.87% | NA | NA | NA | … | … |
Data as of 11/02/2012, Common starting date is 07/28/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JMLIX (Artio US Multicap I) | 07/28/2006 | 11/02/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.75 | 11.55 | 0.87 | NA | NA | NA | … | … | 10.22 | -1.97 | 18.36 | 47.35 | -42.37 | 4.30 | 16.59 |
| Sharpe Ratio | NA | 0.39 | 0.52 | 0.02 | NA | NA | NA | … | … | 0.72 | -0.07 | 0.95 | 1.61 | -1.01 | 0.08 | 3.61 |
| Standard Deviation(%) | NA | 19.85 | 21.90 | 29.28 | NA | NA | NA | … | … | 17.12 | 27.88 | 19.24 | 29.41 | 42.76 | 15.88 | 11.11 |
| Draw Down(%) | NA | 16.14 | 24.94 | 56.14 | NA | NA | NA | … | … | 16.14 | 24.94 | 17.85 | 23.63 | 52.20 | 11.83 | 2.76 |
| Yield(%) | 0.00 | 19.64 | 8.65 | 5.41 | 3.56 | 2.37 | 1.78 | … | … | 0.00 | 19.48 | 0.24 | 0.75 | 0.03 | 10.12 | 2.03 |
Data as of 11/02/2012, Common starting date is 07/28/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMLIX (Artio US Multicap I) |
-7.54%
Jun 2007 – Jun 2010 |
0.15%
Sep 2006 – Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMLIX (Artio US Multicap I) |
31.39%
Feb 2009 – Feb 2012 |
4.00%
Mar 2007 – Mar 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart