Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LMAAX (Fifth Third LifeModel Moderately Agrsv A) | NA | 5.90% | 8.81% | 1.45% | 6.16% | NA | NA | … | … |
Data as of 01/31/2013, Common starting date is 08/05/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMAAX (Fifth Third LifeModel Moderately Agrsv A) | 08/05/2002 | 01/31/2013 |
| 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 | 5.90 | 8.81 | 1.45 | 6.16 | NA | NA | … | … | 0.00 | 10.50 | 1.33 | 12.94 | 21.17 | -33.45 | 8.37 | 12.26 | 5.95 | 6.91 | 27.12 | 2.76 |
| Sharpe Ratio | NA | 0.69 | 0.63 | 0.07 | 0.33 | NA | NA | … | … | 0.00 | 1.21 | 0.07 | 0.87 | 1.17 | -1.32 | 0.32 | 1.02 | 0.42 | 0.61 | 2.03 | 0.31 |
| Standard Deviation(%) | NA | 8.44 | 14.49 | 18.04 | 15.16 | NA | NA | … | … | NA | 8.70 | 18.78 | 14.71 | 17.97 | 25.96 | 16.17 | 8.73 | 8.81 | 9.67 | 12.98 | 18.96 |
| Draw Down(%) | NA | 8.66 | 15.97 | 44.39 | 47.04 | NA | NA | … | … | 0.00 | 8.66 | 15.97 | 12.43 | 19.86 | 40.76 | 9.18 | 8.07 | 5.84 | 9.45 | 10.21 | 13.45 |
| Yield(%) | 0.00 | 0.47 | 1.33 | 2.62 | 4.96 | 3.34 | 2.51 | … | … | 0.00 | 0.48 | 1.61 | 1.55 | 3.63 | 7.65 | 11.04 | 4.28 | 3.72 | 1.68 | 2.84 | 0.16 |
Data as of 01/31/2013, 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 |
|---|---|---|---|---|
| LMAAX (Fifth Third LifeModel Moderately Agrsv A) |
-12.09%
Feb 2006 – Feb 2009 |
-4.98%
Feb 2004 – Feb 2009 |
5.43%
Nov 2002 – Nov 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMAAX (Fifth Third LifeModel Moderately Agrsv A) |
19.78%
Feb 2009 – Feb 2012 |
13.40%
Sep 2002 – Sep 2007 |
6.61%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart