Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LMDIX (Fifth Third LifeModel Moderate Instl) | NA | 5.17% | 7.76% | 2.33% | 5.75% | NA | NA | … | … |
Data as of 01/31/2013, Common starting date is 08/05/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMDIX (Fifth Third LifeModel Moderate 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 | 5.17 | 7.76 | 2.33 | 5.75 | NA | NA | … | … | 0.00 | 8.70 | 2.13 | 11.79 | 19.36 | -26.79 | 7.22 | 10.35 | 5.08 | 6.12 | 20.64 | 0.39 |
| Sharpe Ratio | NA | 0.86 | 0.78 | 0.17 | 0.43 | NA | NA | … | … | 0.00 | 1.41 | 0.16 | 1.13 | 1.64 | -1.56 | 0.36 | 1.06 | 0.43 | 0.71 | 2.15 | 0.00 |
| Standard Deviation(%) | NA | 5.95 | 10.17 | 12.39 | 10.64 | NA | NA | … | … | NA | 6.16 | 13.09 | 10.37 | 11.71 | 17.67 | 11.58 | 6.69 | 6.81 | 7.26 | 9.27 | 12.95 |
| Draw Down(%) | NA | 5.89 | 10.90 | 34.87 | 37.18 | NA | NA | … | … | 0.00 | 5.89 | 10.90 | 8.31 | 13.51 | 32.68 | 6.96 | 6.25 | 4.37 | 6.85 | 7.09 | 9.71 |
| Yield(%) | 0.00 | 0.87 | 1.97 | 2.91 | 4.81 | 3.19 | 2.39 | … | … | 0.00 | 0.89 | 2.20 | 2.42 | 4.70 | 6.47 | 9.94 | 5.02 | 4.41 | 1.88 | 3.23 | 0.39 |
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 |
|---|---|---|---|---|
| LMDIX (Fifth Third LifeModel Moderate Instl) |
-8.43%
Feb 2006 – Feb 2009 |
-3.02%
Feb 2004 – Feb 2009 |
5.28%
Nov 2002 – Nov 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMDIX (Fifth Third LifeModel Moderate Instl) |
16.63%
Feb 2009 – Feb 2012 |
10.90%
Sep 2002 – Sep 2007 |
6.10%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart