Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ARKEX (MTB Equity Index Instl I) | NA | -36.18% | -12.43% | -4.44% | -2.96% | NA | NA | … | … |
Data as of 03/30/2009, Common starting date is 03/06/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARKEX (MTB Equity Index Instl I) | 03/06/1998 | 03/30/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -36.18 | -12.43 | -4.44 | -2.96 | NA | NA | … | … | -7.90 | -37.27 | 5.30 | 15.46 | 4.42 | 10.35 | 27.88 | -21.91 | -12.06 | -8.63 | 21.10 | 25.88 |
| Sharpe Ratio | NA | -0.88 | -0.53 | -0.29 | -0.23 | NA | NA | … | … | -1.18 | -0.93 | 0.14 | 1.22 | 0.22 | 0.86 | 1.58 | -0.90 | -0.68 | -0.57 | 0.99 | 1.38 |
| Standard Deviation(%) | NA | 41.42 | 27.41 | 22.47 | 21.82 | NA | NA | … | … | 24.84 | 40.86 | 16.03 | 10.01 | 10.31 | 10.91 | 17.19 | 25.70 | 21.52 | 22.17 | 17.98 | 20.94 |
| Draw Down(%) | NA | 46.82 | 50.95 | 50.95 | 50.95 | NA | NA | … | … | 13.70 | 47.94 | 9.85 | 7.43 | 7.01 | 7.48 | 13.70 | 32.75 | 28.90 | 16.20 | 11.63 | 18.56 |
| Yield(%) | 0.00 | 1.54 | 1.75 | 1.94 | 3.29 | 3.30 | 2.48 | … | … | 0.00 | 1.80 | 1.81 | 1.69 | 1.61 | 1.87 | 1.60 | 1.20 | 1.01 | 18.40 | 3.49 | 9.07 |
Data as of 03/30/2009, Common starting date is 03/06/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARKEX (MTB Equity Index Instl I) |
-15.96%
Mar 2000 – Mar 2003 |
-4.75%
Feb 2004 – Feb 2009 |
-2.82%
Jan 1999 – Jan 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARKEX (MTB Equity Index Instl I) |
16.67%
Mar 2003 – Mar 2006 |
14.95%
Sep 2002 – Sep 2007 |
5.12%
Aug 1998 – Aug 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart