Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MCBI (Mountain Commerce Bancorp Inc) | NA | 46.02% | 59.85% | 20.67% | 4.99% | 6.28% | NA | … | … |
Data as of 01/20/2014, Common starting date is 12/16/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCBI (Mountain Commerce Bancorp Inc) | 12/16/1998 | 01/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.17 | 46.02 | 59.85 | 20.67 | 4.99 | 6.28 | NA | … | … | -0.07 | 37.61 | 73.07 | 74.93 | 3.71 | -52.36 | -41.83 | -37.65 | 6.79 | 34.51 | 50.49 | 30.27 | 4.98 | 15.22 | 22.08 | -18.92 | -4.50 |
| Sharpe Ratio | NA | 1.55 | 1.46 | 0.38 | 0.08 | NA | NA | … | … | -0.11 | 1.15 | 1.92 | 1.38 | 0.07 | -0.66 | -0.87 | -1.17 | 0.13 | 1.11 | 1.76 | 1.27 | 0.15 | 0.38 | 0.42 | -0.52 | -1.40 |
| Standard Deviation(%) | NA | 29.51 | 41.02 | 54.58 | 46.71 | NA | NA | … | … | 12.63 | 32.78 | 38.42 | 54.15 | 54.63 | 79.74 | 48.93 | 34.83 | 26.14 | 29.07 | 28.13 | 23.38 | 25.10 | 34.54 | 43.47 | 42.34 | 51.30 |
| Draw Down(%) | NA | 14.09 | 40.99 | 59.60 | 89.41 | NA | NA | … | … | 2.19 | 14.79 | 23.57 | 40.99 | 35.00 | 67.52 | 48.97 | 44.88 | 20.42 | 30.15 | 12.27 | 14.23 | 18.25 | 18.75 | 21.78 | 28.04 | 10.01 |
| Yield(%) | 0.00 | 0.39 | 0.36 | 0.27 | 0.59 | 1.07 | 0.79 | … | … | 0.00 | 0.36 | 0.00 | 0.00 | 0.00 | 0.54 | 1.22 | 0.74 | 0.53 | 0.72 | 1.07 | 1.35 | 1.49 | 1.58 | 1.94 | 1.92 | 0.00 |
Data as of 01/20/2014, Common starting date is 12/16/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCBI (Mountain Commerce Bancorp Inc) |
-48.50%
Jun 2007 – Jun 2010 |
-32.15%
Nov 2005 – Nov 2010 |
-7.01%
Sep 2000 – Sep 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCBI (Mountain Commerce Bancorp Inc) |
79.18%
Nov 2010 – Nov 2013 |
30.38%
Feb 2000 – Feb 2005 |
5.86%
Oct 2003 – Oct 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart