Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MADOX (Madison Institutional Equity Option Y) | NA | 7.30% | 4.32% | -0.18% | NA | NA | NA | … | … |
Data as of 12/03/2012, Common starting date is 04/11/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MADOX (Madison Institutional Equity Option Y) | 04/11/2006 | 12/03/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.30 | 4.32 | -0.18 | NA | NA | NA | … | … | 8.14 | -1.61 | 4.95 | 29.05 | -29.85 | -3.83 | 7.96 |
| Sharpe Ratio | NA | 0.95 | 0.29 | -0.02 | NA | NA | NA | … | … | 1.04 | -0.09 | 0.33 | 1.11 | -0.76 | -0.61 | 1.13 |
| Standard Deviation(%) | NA | 9.14 | 14.53 | 24.35 | NA | NA | NA | … | … | 8.54 | 18.81 | 14.55 | 26.03 | 40.39 | 11.29 | 6.97 |
| Draw Down(%) | NA | 9.43 | 15.91 | 47.35 | NA | NA | NA | … | … | 9.43 | 15.91 | 15.47 | 24.31 | 45.80 | 11.03 | 4.78 |
| Yield(%) | 0.00 | 0.00 | 0.03 | 1.57 | 2.08 | 1.39 | 1.04 | … | … | 0.00 | 0.00 | 0.00 | 0.11 | 8.05 | 11.04 | 1.81 |
Data as of 12/03/2012, Common starting date is 04/11/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MADOX (Madison Institutional Equity Option Y) |
-8.79%
Jun 2007 – Jun 2010 |
-2.98%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MADOX (Madison Institutional Equity Option Y) |
18.70%
Feb 2009 – Feb 2012 |
0.43%
Jul 2006 – Jul 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart