Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FBLVX (Fifth Third Structured Large Cap Plus B) | NA | 1.77% | 10.54% | -3.07% | 3.18% | NA | NA | … | … |
Data as of 01/31/2013, Common starting date is 11/05/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FBLVX (Fifth Third Structured Large Cap Plus B) | 11/05/2001 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.77 | 10.54 | -3.07 | 3.18 | NA | NA | … | … | 0.00 | 6.70 | 7.55 | 13.47 | 11.30 | -45.25 | 1.27 | 15.46 | 4.62 | 9.62 | 24.79 | -24.79 | 1.52 |
| Sharpe Ratio | NA | 0.17 | 0.61 | -0.11 | 0.09 | NA | NA | … | … | 0.00 | 0.65 | 0.33 | 0.72 | 0.32 | -1.02 | -0.11 | 1.19 | 0.23 | 0.76 | 1.44 | -0.98 | 0.69 |
| Standard Deviation(%) | NA | 9.84 | 17.91 | 29.39 | 23.12 | NA | NA | … | … | NA | 10.25 | 23.03 | 18.60 | 34.52 | 44.98 | 16.36 | 10.27 | 10.42 | 11.38 | 16.79 | 26.35 | 13.43 |
| Draw Down(%) | NA | 10.47 | 16.78 | 62.45 | 67.07 | NA | NA | … | … | 0.00 | 10.47 | 16.78 | 15.31 | 38.55 | 53.97 | 11.23 | 8.93 | 7.26 | 8.50 | 13.63 | 34.31 | 5.45 |
| Yield(%) | 0.00 | 0.12 | 0.35 | 0.36 | 1.02 | 0.50 | 0.38 | … | … | 0.00 | 0.12 | 0.50 | 0.29 | 0.49 | 0.82 | 0.50 | 0.46 | 1.50 | 3.02 | 0.07 | 0.00 | 0.00 |
Data as of 01/31/2013, Common starting date is 11/05/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBLVX (Fifth Third Structured Large Cap Plus B) |
-22.73%
Feb 2006 – Feb 2009 |
-12.01%
Feb 2004 – Feb 2009 |
-0.66%
Dec 2001 – Dec 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBLVX (Fifth Third Structured Large Cap Plus B) |
26.13%
Feb 2009 – Feb 2012 |
12.93%
Sep 2002 – Sep 2007 |
3.57%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart