Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LMDAX (Fifth Third LifeModel Moderate A) | NA | 5.04% | 7.61% | 2.11% | 5.51% | NA | NA | … | … |
Data as of 01/31/2013, Common starting date is 08/05/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMDAX (Fifth Third LifeModel Moderate 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 | 5.04 | 7.61 | 2.11 | 5.51 | NA | NA | … | … | 0.00 | 8.57 | 2.04 | 11.41 | 19.08 | -26.94 | 6.86 | 10.07 | 4.82 | 5.84 | 20.42 | 0.34 |
| Sharpe Ratio | NA | 0.83 | 0.77 | 0.15 | 0.41 | NA | NA | … | … | 0.00 | 1.39 | 0.15 | 1.09 | 1.62 | -1.58 | 0.33 | 1.02 | 0.38 | 0.67 | 2.15 | -0.01 |
| Standard Deviation(%) | NA | 5.99 | 10.18 | 12.38 | 10.63 | NA | NA | … | … | NA | 6.17 | 13.04 | 10.43 | 11.73 | 17.62 | 11.57 | 6.66 | 6.90 | 7.31 | 9.19 | 12.88 |
| Draw Down(%) | NA | 5.90 | 10.88 | 34.96 | 37.37 | NA | NA | … | … | 0.00 | 5.90 | 10.88 | 8.49 | 13.53 | 32.78 | 6.97 | 6.25 | 4.36 | 6.91 | 7.09 | 9.80 |
| Yield(%) | 0.00 | 0.74 | 1.76 | 2.73 | 4.55 | 3.02 | 2.26 | … | … | 0.00 | 0.76 | 2.01 | 2.16 | 4.43 | 6.25 | 9.68 | 4.76 | 4.15 | 1.70 | 3.03 | 0.34 |
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 |
|---|---|---|---|---|
| LMDAX (Fifth Third LifeModel Moderate A) |
-8.65%
Feb 2006 – Feb 2009 |
-3.24%
Feb 2004 – Feb 2009 |
5.03%
Nov 2002 – Nov 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMDAX (Fifth Third LifeModel Moderate A) |
16.34%
Feb 2009 – Feb 2012 |
10.64%
Sep 2002 – Sep 2007 |
5.86%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart