Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MBECX (Managers AMG Chicago Eq Part Bal C) | NA | 9.54% | 8.61% | 4.14% | 6.97% | NA | NA | … | … |
Data as of 12/03/2012, Common starting date is 05/26/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MBECX (Managers AMG Chicago Eq Part Bal C) | 05/26/2000 | 12/03/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.61 | 9.54 | 8.61 | 4.14 | 6.97 | NA | NA | … | … | 9.44 | 5.74 | 10.27 | 19.35 | -19.35 | 3.85 | 12.87 | 3.49 | 8.63 | 23.39 | -12.93 | -6.76 | 7.89 |
| Sharpe Ratio | NA | 1.37 | 0.82 | 0.27 | 0.49 | NA | NA | … | … | 1.45 | 0.44 | 0.98 | 1.17 | -0.95 | 0.09 | 1.32 | 0.18 | 0.95 | 2.19 | -1.00 | -0.71 | 0.52 |
| Standard Deviation(%) | NA | 7.38 | 10.39 | 14.58 | 11.97 | NA | NA | … | … | 7.09 | 12.93 | 10.41 | 16.46 | 21.37 | 9.38 | 7.30 | 7.21 | 8.12 | 10.37 | 13.97 | 12.92 | 18.24 |
| Draw Down(%) | NA | 5.45 | 10.04 | 31.93 | 32.44 | NA | NA | … | … | 5.45 | 10.04 | 9.51 | 16.00 | 29.21 | 6.63 | 5.59 | 5.28 | 5.95 | 6.52 | 20.41 | 16.22 | 16.23 |
| Yield(%) | 0.00 | 3.89 | 2.01 | 1.60 | 1.97 | 2.69 | 2.02 | … | … | 0.34 | 4.00 | 0.84 | 1.20 | 1.41 | 1.34 | 1.43 | 0.79 | 0.78 | 2.05 | 2.15 | 1.89 | 24.50 |
Data as of 12/03/2012, Common starting date is 05/26/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBECX (Managers AMG Chicago Eq Part Bal C) |
-7.23%
Aug 2000 – Aug 2003 |
-1.46%
Feb 2004 – Feb 2009 |
1.02%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBECX (Managers AMG Chicago Eq Part Bal C) |
17.80%
Feb 2009 – Feb 2012 |
11.19%
Sep 2002 – Sep 2007 |
7.61%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart