Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LBMVX (Fifth Third LifeModel Mod Cons B) | NA | 3.55% | 6.55% | 1.81% | 4.43% | NA | NA | … | … |
Data as of 02/01/2013, Common starting date is 08/05/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LBMVX (Fifth Third LifeModel Mod Cons B) | 08/05/2002 | 02/01/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.55 | 6.55 | 1.81 | 4.43 | NA | NA | … | … | 0.00 | 7.02 | 2.46 | 9.69 | 17.81 | -24.25 | 5.26 | 8.19 | 3.31 | 4.19 | 15.98 | -0.85 |
| Sharpe Ratio | NA | 0.76 | 0.80 | 0.16 | 0.39 | NA | NA | … | … | 0.00 | 1.47 | 0.23 | 1.15 | 1.80 | -1.81 | 0.24 | 0.91 | 0.18 | 0.54 | 2.06 | -0.30 |
| Standard Deviation(%) | NA | 4.58 | 8.08 | 9.92 | 8.59 | NA | NA | … | … | NA | 4.77 | 10.39 | 8.34 | 9.87 | 13.89 | 9.38 | 5.43 | 6.15 | 6.03 | 7.40 | 10.09 |
| Draw Down(%) | NA | 4.44 | 8.75 | 31.28 | 33.71 | NA | NA | … | … | 0.00 | 4.44 | 8.75 | 6.69 | 11.83 | 29.24 | 5.93 | 4.88 | 3.61 | 6.37 | 5.74 | 8.26 |
| Yield(%) | 0.00 | 0.40 | 1.29 | 2.47 | 4.06 | 2.67 | 2.00 | … | … | 0.00 | 0.42 | 1.59 | 1.64 | 4.03 | 6.34 | 8.86 | 4.83 | 4.10 | 2.08 | 3.48 | 0.35 |
Data as of 02/01/2013, Common starting date is 08/05/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LBMVX (Fifth Third LifeModel Mod Cons B) |
-7.93%
Feb 2006 – Feb 2009 |
-3.45%
Feb 2004 – Feb 2009 |
4.06%
Nov 2002 – Nov 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LBMVX (Fifth Third LifeModel Mod Cons B) |
14.56%
Feb 2009 – Feb 2012 |
8.38%
Sep 2002 – Sep 2007 |
4.76%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart