Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMER (Firstmerit Corp) | NA | 19.78% | 1.65% | 15.84% | 3.67% | 3.06% | 5.94% | … | … |
Data as of 08/16/2016, Common starting date is 03/29/1989
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMER (Firstmerit Corp) | 03/29/1989 | 08/16/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1989 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.09 | 19.78 | 1.65 | 15.84 | 3.67 | 3.06 | 5.94 | … | … | 17.77 | 2.23 | -12.04 | 61.94 | -2.19 | -20.09 | 1.77 | 3.00 | 8.88 | -12.33 | -2.25 | -5.22 | 9.42 | 30.83 | -16.92 | 5.09 | 21.58 | -11.39 | -2.93 | 64.19 | 22.61 | 26.38 | -0.74 | 15.71 | 29.24 | 65.17 | -14.62 | 9.08 |
| Sharpe Ratio | NA | 0.63 | 0.06 | 0.56 | 0.08 | NA | NA | … | … | 0.88 | 0.09 | -0.54 | 2.98 | -0.09 | -0.49 | 0.05 | 0.05 | 0.10 | -0.45 | -0.26 | -0.39 | 0.47 | 1.40 | -0.56 | 0.10 | 0.44 | -0.59 | -0.19 | 0.37 | 0.78 | 0.71 | -0.11 | 0.46 | 1.25 | 2.01 | -0.56 | 0.36 |
| Standard Deviation(%) | NA | 30.13 | 25.29 | 28.13 | 40.55 | NA | NA | … | … | 33.95 | 24.65 | 22.40 | 20.80 | 25.56 | 41.43 | 30.70 | 53.20 | 79.88 | 34.11 | 21.38 | 18.78 | 17.95 | 21.53 | 32.17 | 27.13 | 39.95 | 24.70 | 33.79 | 23.89 | 24.24 | 31.89 | 33.68 | 29.83 | 21.27 | 30.45 | 35.18 | 17.97 |
| Draw Down(%) | NA | 25.09 | 29.30 | 29.30 | 55.14 | NA | NA | … | … | 18.33 | 20.84 | 26.77 | 11.14 | 23.83 | 47.56 | 30.82 | 36.36 | 36.87 | 26.77 | 18.96 | 13.61 | 14.68 | 21.36 | 34.77 | 20.46 | 40.53 | 18.61 | 37.46 | 13.04 | 11.62 | 13.09 | 18.29 | 15.92 | 14.77 | 13.54 | 43.43 | 17.17 |
| Yield(%) | 0.00 | 3.64 | 2.87 | 5.20 | 3.40 | 3.36 | 2.90 | … | … | 1.86 | 3.54 | 2.95 | 4.28 | 4.08 | 3.15 | 3.14 | 3.74 | 5.93 | 4.75 | 4.33 | 3.92 | 3.86 | 4.63 | 3.62 | 3.59 | 3.90 | 3.41 | 2.30 | 3.03 | 3.67 | 4.08 | 3.94 | 3.23 | 4.43 | 6.90 | 3.90 | 3.93 |
Data as of 08/16/2016, Common starting date is 03/29/1989
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMER (Firstmerit Corp) |
-14.84%
Sep 2008 – Sep 2011 |
-8.95%
Sep 2006 – Sep 2011 |
-2.68%
Sep 2001 – Sep 2011 |
-0.43%
Mar 1998 – Mar 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMER (Firstmerit Corp) |
54.42%
Oct 1990 – Oct 1993 |
29.42%
Oct 1990 – Oct 1995 |
21.90%
Oct 1990 – Oct 2000 |
16.77%
Oct 1990 – Oct 2005 |
Annualized Rolling Returns Comparison Chart