Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EMCI (EMC Insurance Group Inc) | NA | 49.02% | 12.71% | 26.35% | 13.68% | 10.06% | 12.28% | … | … |
Data as of 09/20/2019, Common starting date is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMCI (EMC Insurance Group Inc) | 03/26/1990 | 09/20/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.17 | 49.02 | 12.71 | 26.35 | 13.68 | 10.06 | 12.28 | … | … | 14.60 | 14.93 | -3.44 | 22.15 | 66.70 | 21.18 | -10.83 | 20.84 | -5.53 | 8.85 | -13.28 | 11.38 | -28.71 | 75.00 | -4.81 | 5.36 | 22.09 | 7.80 | 53.02 | 37.43 | -24.32 | 0.61 | 15.63 | -8.63 | 51.35 | 5.81 | 16.27 | -5.40 | 46.62 | -1.58 |
| Sharpe Ratio | NA | 1.50 | 0.46 | 0.81 | 0.39 | NA | NA | … | … | 1.23 | 0.41 | -0.21 | 0.87 | 1.35 | 0.78 | -0.21 | 0.75 | -0.15 | 0.36 | -0.25 | 0.15 | -0.86 | 1.79 | -0.27 | 0.11 | 0.54 | 0.11 | 1.10 | 0.75 | -0.68 | -0.06 | 0.33 | -0.23 | 0.99 | 0.06 | 0.27 | -0.16 | 0.88 | -0.17 |
| Standard Deviation(%) | NA | 31.71 | 25.10 | 31.52 | 33.78 | NA | NA | … | … | 15.62 | 33.48 | 19.38 | 25.08 | 49.42 | 27.13 | 51.85 | 28.04 | 36.14 | 24.03 | 54.06 | 69.39 | 37.15 | 40.28 | 25.87 | 38.89 | 39.63 | 58.36 | 46.86 | 44.26 | 40.64 | 41.72 | 36.71 | 52.00 | 47.92 | 50.12 | 52.47 | 48.83 | 48.54 | 42.84 |
| Draw Down(%) | NA | 7.55 | 23.21 | 23.21 | 40.73 | NA | NA | … | … | 4.93 | 19.60 | 15.10 | 17.24 | 16.54 | 19.70 | 40.73 | 19.56 | 32.97 | 17.42 | 29.79 | 37.52 | 31.89 | 22.60 | 25.23 | 27.28 | 22.31 | 39.77 | 19.02 | 28.35 | 30.23 | 32.42 | 15.00 | 25.93 | 20.00 | 10.53 | 17.57 | 22.94 | 18.81 | 20.85 |
| Yield(%) | 0.00 | 2.79 | 2.99 | 4.25 | 3.89 | 3.71 | 6.82 | … | … | 1.44 | 3.16 | 2.78 | 3.15 | 3.79 | 4.80 | 3.54 | 3.90 | 3.39 | 3.27 | 3.04 | 3.03 | 2.01 | 3.18 | 2.81 | 2.73 | 3.40 | 3.58 | 5.00 | 6.49 | 4.71 | 4.53 | 5.00 | 4.30 | 5.58 | 5.47 | 4.59 | 5.47 | 7.17 | 5.29 |
Data as of 09/20/2019, Common starting date is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMCI (EMC Insurance Group Inc) |
-13.02%
Nov 2006 – Nov 2009 |
-6.95%
Nov 2006 – Nov 2011 |
1.18%
Jan 2004 – Jan 2014 |
5.01%
Jun 1998 – Jun 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMCI (EMC Insurance Group Inc) |
46.37%
Apr 2000 – Apr 2003 |
26.10%
Jul 2014 – Jul 2019 |
17.16%
Apr 2000 – Apr 2010 |
14.32%
Nov 1991 – Nov 2006 |
Annualized Rolling Returns Comparison Chart