Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MUXBX (Munder Index 500 B) | NA | 13.92% | 18.40% | 15.20% | 7.16% | 3.56% | NA | … | … |
Data as of 08/05/2014, Common starting date is 11/12/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MUXBX (Munder Index 500 B) | 11/12/1998 | 08/05/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.27 | 13.92 | 18.40 | 15.20 | 7.16 | 3.56 | NA | … | … | 4.70 | 31.06 | 14.77 | 1.04 | 13.94 | 25.63 | -37.61 | 4.53 | 14.83 | 4.00 | 9.90 | 27.56 | -22.88 | -12.68 | -9.89 | 19.97 | 10.03 |
| Sharpe Ratio | NA | 1.33 | 1.14 | 0.91 | 0.30 | NA | NA | … | … | 0.76 | 2.81 | 1.16 | 0.04 | 0.77 | 0.92 | -0.93 | 0.09 | 1.15 | 0.18 | 0.81 | 1.58 | -0.92 | -0.71 | -0.63 | 0.93 | 4.96 |
| Standard Deviation(%) | NA | 10.44 | 16.14 | 16.65 | 20.71 | NA | NA | … | … | 10.64 | 11.04 | 12.78 | 23.64 | 18.11 | 27.67 | 41.10 | 16.03 | 10.04 | 10.30 | 11.10 | 17.05 | 25.98 | 21.60 | 22.23 | 18.03 | 21.05 |
| Draw Down(%) | NA | 5.79 | 9.82 | 19.05 | 55.84 | NA | NA | … | … | 5.79 | 5.65 | 9.62 | 19.05 | 15.83 | 27.33 | 48.17 | 9.99 | 7.57 | 7.08 | 7.80 | 13.95 | 33.46 | 29.55 | 17.05 | 11.94 | 5.36 |
| Yield(%) | 0.00 | 7.03 | 11.59 | 10.94 | 6.61 | 3.85 | 3.43 | … | … | 0.36 | 8.14 | 13.99 | 13.27 | 12.81 | 5.15 | 8.16 | 5.80 | 1.14 | 1.01 | 1.15 | 0.91 | 0.60 | 0.47 | 1.18 | 1.82 | 1.19 |
Data as of 08/05/2014, Common starting date is 11/12/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MUXBX (Munder Index 500 B) |
-16.89%
Mar 2000 – Mar 2003 |
-7.46%
Feb 2004 – Feb 2009 |
-4.30%
Feb 1999 – Feb 2009 |
3.19%
Jan 1999 – Jan 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MUXBX (Munder Index 500 B) |
24.41%
Feb 2009 – Feb 2012 |
21.81%
Feb 2009 – Feb 2014 |
7.55%
Mar 2003 – Mar 2013 |
3.72%
Dec 1998 – Dec 2013 |
Annualized Rolling Returns Comparison Chart