Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TBMFX (Turner Quantitative Broad Market Eq Inv) | NA | 20.10% | 6.24% | NA | NA | NA | NA | … | … |
Data as of 09/23/2011, Common starting date is 07/02/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TBMFX (Turner Quantitative Broad Market Eq Inv) | 07/02/2008 | 09/23/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 20.10 | 6.24 | NA | NA | NA | NA | … | … | 5.79 | 14.13 | 29.13 | -30.15 |
| Sharpe Ratio | NA | 1.66 | 0.22 | NA | NA | NA | NA | … | … | 0.68 | 0.73 | 1.07 | -0.99 |
| Standard Deviation(%) | NA | 12.04 | 28.17 | NA | NA | NA | NA | … | … | 11.67 | 19.34 | 27.21 | 52.18 |
| Draw Down(%) | NA | 8.14 | 41.53 | NA | NA | NA | NA | … | … | 8.14 | 17.56 | 24.79 | 42.41 |
| Yield(%) | 0.00 | 0.84 | 0.78 | 0.42 | 0.21 | 0.14 | 0.11 | … | … | 0.00 | 0.89 | 1.13 | 0.51 |
Data as of 09/23/2011, Common starting date is 07/02/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TBMFX (Turner Quantitative Broad Market Eq Inv) |
3.59%
Aug 2008 – Aug 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TBMFX (Turner Quantitative Broad Market Eq Inv) |
3.59%
Aug 2008 – Aug 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart