Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LMDBX (Fifth Third LifeModel Moderate B) | NA | 4.71% | 7.16% | 1.58% | 4.84% | NA | NA | … | … |
Data as of 01/31/2013, Common starting date is 08/05/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMDBX (Fifth Third LifeModel Moderate B) | 08/05/2002 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.71 | 7.16 | 1.58 | 4.84 | NA | NA | … | … | 0.00 | 8.14 | 1.40 | 11.17 | 18.29 | -27.53 | 6.07 | 9.32 | 3.99 | 5.20 | 19.51 | 0.03 |
| Sharpe Ratio | NA | 0.79 | 0.73 | 0.11 | 0.35 | NA | NA | … | … | 0.00 | 1.34 | 0.10 | 1.08 | 1.56 | -1.61 | 0.26 | 0.91 | 0.26 | 0.59 | 2.04 | -0.07 |
| Standard Deviation(%) | NA | 5.92 | 10.12 | 12.33 | 10.62 | NA | NA | … | … | NA | 6.10 | 13.05 | 10.28 | 11.69 | 17.59 | 11.65 | 6.65 | 6.91 | 7.26 | 9.24 | 12.93 |
| Draw Down(%) | NA | 6.01 | 11.05 | 35.38 | 38.02 | NA | NA | … | … | 0.00 | 6.01 | 11.05 | 8.17 | 13.71 | 33.22 | 7.08 | 6.29 | 4.40 | 7.11 | 7.21 | 9.81 |
| Yield(%) | 0.00 | 0.31 | 1.27 | 2.26 | 3.84 | 2.54 | 1.90 | … | … | 0.00 | 0.32 | 1.38 | 1.89 | 3.65 | 5.64 | 8.92 | 4.02 | 3.42 | 1.15 | 2.36 | 0.23 |
Data as of 01/31/2013, Common starting date is 08/05/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMDBX (Fifth Third LifeModel Moderate B) |
-9.33%
Feb 2006 – Feb 2009 |
-3.94%
Feb 2004 – Feb 2009 |
4.36%
Nov 2002 – Nov 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMDBX (Fifth Third LifeModel Moderate B) |
15.72%
Feb 2009 – Feb 2012 |
9.83%
Sep 2002 – Sep 2007 |
5.16%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart