Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QITAX (Federated MDT Tax Aware/All Cap Core I) | NA | 38.98% | -7.46% | NA | NA | NA | NA | … | … |
Data as of 04/20/2010, Common starting date is 09/27/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QITAX (Federated MDT Tax Aware/All Cap Core I) | 09/27/2005 | 04/20/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 38.98 | -7.46 | NA | NA | NA | NA | … | … | 4.83 | 23.05 | -41.81 | 10.15 | 10.32 | 3.32 |
| Sharpe Ratio | NA | 2.01 | -0.25 | NA | NA | NA | NA | … | … | 1.24 | 0.77 | -0.93 | 0.38 | 0.55 | 0.82 |
| Standard Deviation(%) | NA | 19.34 | 34.07 | NA | NA | NA | NA | … | … | 13.98 | 29.84 | 45.92 | 19.02 | 12.85 | 13.12 |
| Draw Down(%) | NA | 9.13 | 58.39 | NA | NA | NA | NA | … | … | 8.34 | 28.34 | 54.82 | 11.96 | 12.10 | 5.75 |
| Yield(%) | 0.00 | 0.13 | 0.08 | 0.06 | 0.03 | 0.02 | 0.02 | … | … | 0.00 | 0.12 | 0.17 | 0.00 | 0.00 | 0.00 |
Data as of 04/20/2010, Common starting date is 09/27/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QITAX (Federated MDT Tax Aware/All Cap Core I) |
-17.41%
Feb 2006 – Feb 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QITAX (Federated MDT Tax Aware/All Cap Core I) |
-6.25%
Mar 2007 – Mar 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart