Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ASCPX (AMF Intermediate Mortgage) | NA | 1.52% | 0.77% | 0.12% | -3.61% | -0.77% | NA | … | … |
Data as of 02/10/2015, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ASCPX (AMF Intermediate Mortgage) | 06/21/1996 | 02/10/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.52 | 0.77 | 0.12 | -3.61 | -0.77 | NA | … | … | 0.00 | 2.41 | -2.21 | 2.83 | 3.33 | -4.83 | -8.80 | -31.94 | 3.35 | 4.67 | 2.01 | 1.05 | 1.54 | 5.51 | 7.26 | 9.74 | 1.47 | 6.35 | 8.98 | 5.48 |
| Sharpe Ratio | NA | 0.87 | 0.29 | 0.02 | -1.03 | NA | NA | … | … | 0.00 | 1.22 | -0.69 | 1.23 | 1.38 | -0.92 | -1.37 | -3.94 | 0.10 | 0.60 | -0.07 | 0.04 | 0.41 | 1.86 | 1.56 | 1.80 | -0.56 | 1.13 | -14.06 | 1.94 |
| Standard Deviation(%) | NA | 1.74 | 2.52 | 3.24 | 4.41 | NA | NA | … | … | NA | 1.96 | 3.27 | 2.28 | 2.40 | 5.36 | 6.50 | 8.32 | 3.19 | 2.31 | 2.19 | 2.72 | 2.09 | 2.38 | 3.20 | 3.17 | 3.11 | 2.68 | 3.28 | 3.69 |
| Draw Down(%) | NA | 0.53 | 4.85 | 6.54 | 42.04 | NA | NA | … | … | 0.00 | 0.59 | 4.39 | 1.01 | 1.16 | 7.19 | 11.76 | 32.85 | 1.53 | 0.87 | 1.27 | 3.49 | 1.76 | 1.34 | 1.83 | 2.08 | 2.30 | 1.23 | 1.70 | 1.16 |
| Yield(%) | 0.00 | 1.05 | 1.58 | 2.29 | 2.85 | 3.46 | 3.72 | … | … | 0.00 | 1.24 | 1.57 | 2.14 | 2.17 | 5.71 | 6.80 | 4.74 | 5.12 | 4.76 | 4.17 | 2.39 | 2.96 | 4.28 | 5.50 | 6.35 | 5.68 | 5.56 | 7.52 | 3.90 |
Data as of 02/10/2015, 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 |
|---|---|---|---|---|
| ASCPX (AMF Intermediate Mortgage) |
-16.18%
Jan 2008 – Jan 2011 |
-9.09%
Jan 2008 – Jan 2013 |
-3.79%
Jun 2003 – Jun 2013 |
-0.88%
Dec 1998 – Dec 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASCPX (AMF Intermediate Mortgage) |
7.81%
Jan 2000 – Jan 2003 |
7.21%
Sep 1996 – Sep 2001 |
5.03%
Aug 1996 – Aug 2006 |
0.27%
Aug 1996 – Aug 2011 |
Annualized Rolling Returns Comparison Chart