Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LMAIX (Fifth Third LifeModel Mod Agrsv Instl) | NA | 6.02% | 8.61% | 1.43% | 6.33% | NA | NA | … | … |
Data as of 01/31/2013, Common starting date is 08/05/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMAIX (Fifth Third LifeModel Mod Agrsv Instl) | 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 | 6.02 | 8.61 | 1.43 | 6.33 | NA | NA | … | … | 0.00 | 10.52 | 0.63 | 13.21 | 21.45 | -33.32 | 8.63 | 12.52 | 6.18 | 7.63 | 27.54 | 2.80 |
| Sharpe Ratio | NA | 0.70 | 0.62 | 0.07 | 0.34 | NA | NA | … | … | 0.00 | 1.21 | 0.03 | 0.89 | 1.19 | -1.31 | 0.35 | 1.06 | 0.46 | 0.69 | 2.07 | 0.32 |
| Standard Deviation(%) | NA | 8.47 | 14.51 | 18.13 | 15.26 | NA | NA | … | … | NA | 8.76 | 18.62 | 14.78 | 17.92 | 25.96 | 16.18 | 8.72 | 8.81 | 9.69 | 12.95 | 18.96 |
| Draw Down(%) | NA | 8.57 | 15.95 | 44.34 | 46.92 | NA | NA | … | … | 0.00 | 8.57 | 15.95 | 12.43 | 19.84 | 40.61 | 9.16 | 8.05 | 5.78 | 9.38 | 10.29 | 13.35 |
| Yield(%) | 0.00 | 0.59 | 1.54 | 2.78 | 5.28 | 3.56 | 2.67 | … | … | 0.00 | 0.61 | 1.80 | 1.81 | 3.90 | 7.84 | 11.28 | 4.54 | 3.95 | 2.38 | 3.04 | 0.20 |
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 |
|---|---|---|---|---|
| LMAIX (Fifth Third LifeModel Mod Agrsv Instl) |
-11.91%
Feb 2006 – Feb 2009 |
-4.68%
Feb 2004 – Feb 2009 |
5.60%
Nov 2002 – Nov 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMAIX (Fifth Third LifeModel Mod Agrsv Instl) |
19.68%
Feb 2009 – Feb 2012 |
13.75%
Sep 2002 – Sep 2007 |
6.78%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart