Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MCSEX (MainStay Equity Index A) | NA | 10.02% | 11.91% | 1.35% | 6.73% | 4.61% | NA | … | … |
Data as of 08/14/2012, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCSEX (MainStay Equity Index A) | 06/21/1996 | 08/14/2012 |
| 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 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.02 | 11.91 | 1.35 | 6.73 | 4.61 | NA | … | … | 3.10 | 3.06 | 16.06 | 28.26 | -35.60 | 6.38 | 16.95 | 5.60 | 11.11 | 27.86 | -18.76 | -12.65 | -9.71 | 19.99 | 27.69 | 32.26 | 11.98 |
| Sharpe Ratio | NA | 0.67 | 0.63 | 0.03 | 0.26 | NA | NA | … | … | 0.52 | 0.13 | 0.87 | 1.03 | -0.88 | 0.21 | 1.35 | 0.33 | 0.91 | 1.59 | -0.75 | -0.71 | -0.62 | 0.93 | 1.22 | -1.26 | 1.74 |
| Standard Deviation(%) | NA | 18.58 | 18.69 | 26.75 | 21.64 | NA | NA | … | … | 9.55 | 23.10 | 18.38 | 27.28 | 41.24 | 15.93 | 10.15 | 10.37 | 11.22 | 17.06 | 26.34 | 21.52 | 22.17 | 17.94 | 20.03 | 18.12 | 11.76 |
| Draw Down(%) | NA | 9.75 | 18.88 | 53.68 | 53.68 | NA | NA | … | … | 8.97 | 18.88 | 15.76 | 27.25 | 47.97 | 9.90 | 7.51 | 7.10 | 7.83 | 13.96 | 33.30 | 29.43 | 16.84 | 11.95 | 19.16 | 10.82 | 7.18 |
| Yield(%) | 0.00 | 1.55 | 1.83 | 1.44 | 2.25 | 1.54 | 1.62 | … | … | 0.00 | 1.48 | 1.55 | 2.00 | 1.70 | 1.47 | 1.73 | 1.27 | 1.13 | 0.43 | 3.80 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/14/2012, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCSEX (MainStay Equity Index A) |
-15.33%
Mar 2000 – Mar 2003 |
-5.70%
Feb 2004 – Feb 2009 |
-2.84%
Feb 1999 – Feb 2009 |
4.39%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCSEX (MainStay Equity Index A) |
28.64%
Jul 1996 – Jul 1999 |
16.72%
Sep 2002 – Sep 2007 |
8.89%
Aug 1996 – Aug 2006 |
7.11%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart