Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MXEIX (Fifth Third All Cap Value Instl) | NA | 5.84% | 7.41% | -0.53% | 7.38% | NA | NA | … | … |
Data as of 01/31/2013, Common starting date is 05/30/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXEIX (Fifth Third All Cap Value Instl) | 05/30/2000 | 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 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.84 | 7.41 | -0.53 | 7.38 | NA | NA | … | … | 0.00 | 11.89 | -4.70 | 15.56 | 26.81 | -41.20 | 2.33 | 20.53 | 7.69 | 15.43 | 40.67 | -15.83 | 2.63 | -3.32 |
| Sharpe Ratio | NA | 0.49 | 0.39 | -0.03 | 0.28 | NA | NA | … | … | 0.00 | 0.97 | -0.18 | 0.77 | 0.84 | -0.97 | -0.05 | 1.59 | 0.49 | 1.20 | 2.35 | -0.71 | 0.01 | -0.41 |
| Standard Deviation(%) | NA | 11.82 | 20.18 | 28.62 | 22.44 | NA | NA | … | … | NA | 12.31 | 26.45 | 20.08 | 31.84 | 43.30 | 16.00 | 10.84 | 11.01 | 12.03 | 16.99 | 23.77 | 19.62 | 23.76 |
| Draw Down(%) | NA | 13.02 | 24.80 | 56.19 | 62.15 | NA | NA | … | … | 0.00 | 13.02 | 24.80 | 18.99 | 30.66 | 53.97 | 13.65 | 9.53 | 6.32 | 10.33 | 15.38 | 31.14 | 20.89 | 14.17 |
| Yield(%) | 0.00 | 0.70 | 1.24 | 1.98 | 9.13 | 4.94 | 3.71 | … | … | 0.00 | 0.73 | 1.42 | 1.24 | 1.52 | 6.14 | 16.29 | 18.44 | 9.40 | 6.36 | 0.58 | 0.00 | 0.00 | 0.00 |
Data as of 01/31/2013, Common starting date is 05/30/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXEIX (Fifth Third All Cap Value Instl) |
-18.49%
Feb 2006 – Feb 2009 |
-7.54%
Feb 2004 – Feb 2009 |
1.62%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXEIX (Fifth Third All Cap Value Instl) |
26.50%
Mar 2003 – Mar 2006 |
19.97%
Sep 2002 – Sep 2007 |
8.02%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart