Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MUXKX (Munder Index 500 K) | NA | 10.26% | 17.94% | 14.04% | 6.46% | 3.09% | NA | … | … |
Data as of 12/31/2014, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MUXKX (Munder Index 500 K) | 06/21/1996 | 12/31/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.26 | 17.94 | 14.04 | 6.46 | 3.09 | NA | … | … | 10.26 | 31.37 | 15.08 | 1.23 | 14.27 | 26.12 | -37.48 | 4.77 | 13.99 | 2.98 | 8.67 | 27.15 | -22.67 | -12.47 | -9.71 | 20.29 | 27.97 | 32.41 | 12.02 |
| Sharpe Ratio | NA | 0.98 | 1.61 | 0.87 | 0.27 | NA | NA | … | … | 0.98 | 2.84 | 1.18 | 0.05 | 0.78 | 0.94 | -0.93 | 0.11 | 1.07 | 0.08 | 0.70 | 1.55 | -0.91 | -0.70 | -0.62 | 0.95 | 1.18 | -1.25 | 1.73 |
| Standard Deviation(%) | NA | 10.51 | 11.49 | 16.06 | 20.70 | NA | NA | … | … | 10.47 | 11.05 | 12.79 | 23.61 | 18.15 | 27.82 | 41.07 | 16.05 | 10.01 | 10.30 | 11.10 | 17.02 | 26.00 | 21.61 | 22.23 | 18.05 | 20.84 | 18.12 | 11.83 |
| Draw Down(%) | NA | 7.36 | 9.57 | 18.96 | 55.73 | NA | NA | … | … | 7.36 | 5.66 | 9.57 | 18.96 | 15.83 | 27.34 | 48.07 | 9.97 | 7.54 | 7.32 | 8.11 | 13.90 | 33.32 | 29.44 | 16.92 | 11.91 | 19.27 | 10.80 | 7.00 |
| Yield(%) | 0.00 | 0.79 | 7.93 | 9.69 | 5.85 | 3.37 | 6.03 | … | … | 0.79 | 8.43 | 14.28 | 13.54 | 13.09 | 5.42 | 8.36 | 6.07 | 0.42 | 0.00 | 0.00 | 0.51 | 0.81 | 0.69 | 1.36 | 2.04 | 2.34 | 13.12 | 3.09 |
Data as of 12/31/2014, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MUXKX (Munder Index 500 K) |
-16.68%
Mar 2000 – Mar 2003 |
-7.89%
Feb 2004 – Feb 2009 |
-4.46%
Feb 1999 – Feb 2009 |
3.17%
Jan 1999 – Jan 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MUXKX (Munder Index 500 K) |
28.86%
Jul 1996 – Jul 1999 |
22.15%
Feb 2009 – Feb 2014 |
7.80%
Aug 1996 – Aug 2006 |
5.70%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart