Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LMACX (Fifth Third LifeModel Moderately Agrsv C) | NA | 5.49% | 7.81% | 0.60% | 5.14% | NA | NA | … | … |
Data as of 01/31/2013, Common starting date is 08/05/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMACX (Fifth Third LifeModel Moderately Agrsv C) | 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 | 5.49 | 7.81 | 0.60 | 5.14 | NA | NA | … | … | 0.00 | 9.92 | -0.14 | 12.06 | 20.35 | -33.97 | 7.54 | 11.40 | 5.13 | 6.24 | 24.05 | 2.30 |
| Sharpe Ratio | NA | 0.64 | 0.56 | 0.02 | 0.26 | NA | NA | … | … | 0.00 | 1.14 | -0.01 | 0.81 | 1.13 | -1.34 | 0.28 | 0.94 | 0.34 | 0.55 | 1.79 | 0.25 |
| Standard Deviation(%) | NA | 8.45 | 14.57 | 18.19 | 15.30 | NA | NA | … | … | NA | 8.74 | 18.80 | 14.79 | 17.99 | 26.01 | 16.14 | 8.68 | 8.80 | 9.59 | 13.05 | 18.79 |
| Draw Down(%) | NA | 8.75 | 16.23 | 44.74 | 47.60 | NA | NA | … | … | 0.00 | 8.75 | 16.23 | 12.55 | 19.95 | 41.17 | 9.23 | 8.11 | 5.90 | 9.61 | 10.33 | 13.46 |
| Yield(%) | 0.00 | 0.10 | 0.73 | 2.22 | 4.00 | 2.68 | 2.01 | … | … | 0.00 | 0.10 | 1.05 | 0.84 | 2.84 | 7.46 | 10.25 | 3.51 | 2.98 | 1.10 | 0.00 | 0.00 |
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 |
|---|---|---|---|---|
| LMACX (Fifth Third LifeModel Moderately Agrsv C) |
-12.80%
Feb 2006 – Feb 2009 |
-5.71%
Feb 2004 – Feb 2009 |
4.40%
Nov 2002 – Nov 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMACX (Fifth Third LifeModel Moderately Agrsv C) |
18.61%
Feb 2009 – Feb 2012 |
12.16%
Sep 2002 – Sep 2007 |
5.55%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart