Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TLVFX (Turner Quantitative Large Cap Val I ) | NA | 24.76% | -3.30% | 1.00% | NA | NA | NA | … | … |
Data as of 06/07/2011, Common starting date is 10/12/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TLVFX (Turner Quantitative Large Cap Val I ) | 10/12/2005 | 06/07/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 24.76 | -3.30 | 1.00 | NA | NA | NA | … | … | 5.07 | 12.67 | 11.92 | -35.23 | 8.23 | 17.33 | 5.60 |
| Sharpe Ratio | NA | 1.76 | -0.11 | -0.01 | NA | NA | NA | … | … | 1.15 | 0.66 | 0.42 | -0.88 | 0.30 | 1.27 | 2.04 |
| Standard Deviation(%) | NA | 14.03 | 30.37 | 25.98 | NA | NA | NA | … | … | 10.57 | 18.97 | 28.12 | 40.96 | 17.22 | 11.08 | 12.59 |
| Draw Down(%) | NA | 8.81 | 51.58 | 55.63 | NA | NA | NA | … | … | 5.65 | 17.08 | 30.42 | 45.76 | 11.80 | 9.69 | 2.41 |
| Yield(%) | 0.00 | 1.59 | 1.31 | 4.83 | 2.64 | 1.76 | 1.32 | … | … | 0.00 | 1.48 | 1.75 | 1.56 | 15.44 | 3.49 | 0.00 |
Data as of 06/07/2011, Common starting date is 10/12/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TLVFX (Turner Quantitative Large Cap Val I ) |
-15.28%
Feb 2006 – Feb 2009 |
-0.60%
Nov 2005 – Nov 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TLVFX (Turner Quantitative Large Cap Val I ) |
-1.79%
Mar 2008 – Mar 2011 |
1.02%
Feb 2006 – Feb 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart