Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MEGYX (unknow name) | NA | 30.58% | -7.92% | -0.26% | NA | NA | NA | … | … |
Data as of 05/24/2010, Common starting date is 06/24/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MEGYX (unknow name) | 06/24/2002 | 05/24/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 30.58 | -7.92 | -0.26 | NA | NA | NA | … | … | 7.82 | 15.51 | -42.86 | 17.94 | 6.13 | 0.83 | 15.28 | 45.94 | -18.12 |
| Sharpe Ratio | NA | 1.60 | -0.28 | -0.07 | NA | NA | NA | … | … | 1.35 | 0.53 | -1.09 | 0.62 | 0.16 | -0.09 | 0.68 | 1.98 | -0.86 |
| Standard Deviation(%) | NA | 21.91 | 32.07 | 27.36 | NA | NA | NA | … | … | 15.78 | 29.32 | 40.13 | 24.12 | 18.31 | 15.51 | 21.22 | 22.80 | 37.91 |
| Draw Down(%) | NA | 12.50 | 61.28 | 61.28 | NA | NA | NA | … | … | 12.50 | 23.27 | 53.44 | 16.63 | 21.40 | 14.69 | 22.13 | 16.18 | 32.95 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.03 | 0.02 | 0.01 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.25 | 0.00 | 0.00 |
Data as of 05/24/2010, Common starting date is 06/24/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MEGYX (unknow name) |
-17.48%
Feb 2006 – Feb 2009 |
-7.69%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MEGYX (unknow name) |
25.24%
Mar 2003 – Mar 2006 |
19.85%
Sep 2002 – Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart