Returns and Statistics Table
The full return history can
be downloaded
here:
Custom Midcap Returns
| Periodic & Annualized | Custom Midcap (Gross) | Custom Midcap (Net) | S&P 400 | Excess (Gross) | 90-Day T-Bill |
| 1 Month (Mar 2010) | 7.45% | 7.43% | 7.14% | 0.31% | 0.01% |
| 3 Months (1Q 2010) | 10.46% | 10.40% | 9.09% | 1.37% | 0.02% |
| YTD | 10.46% | 10.40% | 9.09% | 1.37% | 0.02% |
| 1 Year | 69.03% | 68.69% | 64.08% | 4.95% | 0.19% |
| 3 Yrs (annualized) | |||||
| 5 Yrs (annualized) | |||||
| Since Inception (annualized) | -4.36% | -4.56% | -4.01% | -0.35% | 1.53% |
| Count (months) | 29 | 29 | 29 | 29 | 29 |
| Total Cumulative Return | -10.21% | -10.66% | -9.42% | -0.79% | 3.73% |
| Annualized Monthly Volatility | 27.28% | 27.23% | 26.97% | 3.23% | 0.57% |
| Mean Monthly Excess Return (vs. Benchmark) | -0.02% | -0.04% | |||
| Annualized Monthly Excess Return (vs. Benchmark) | -0.35% | -0.55% | |||
| Monthly Volatility of Excess Return (vs. Benchmark) | 0.90% | 0.90% | |||
| Annualized Monthly Volatility of Excess Return (vs. Benchmark) | 3.11% | 3.11% | |||
| Information Ratio | (0.11) | (0.18) | |||
| Sharpe Ratio | (0.22) | (0.22) |
Disclosure
Past performance does not guarantee future results. Performance for
periods greater than one year is annualized. Gross returns (including
realized and unrealized capital gains, reinvestment of dividends and
interest) are before fees and administrative expenses. Net returns
reflect the return to investors after all fees and expenses.
Sources
S&P MidCap 400® Index is a registered trademark of
Standard & Poor's, a Division of The
McGraw-Hill Companies, Inc.
Plan Sponsor Network (PSN) is a product of
Informa Investment Solutions
Global Industry Classification Standards (GICS®)
are a registered trademark of Standard & Poors and MSCI BARRA
Portfolio characteristics compiled from data supplied by The Applied
Finance Group, LTD.
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