Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MFE (McAfee Inc) | NA | 19.49% | 11.87% | 15.57% | 22.18% | 7.46% | NA | … | … |
Data as of 02/28/2011, Common starting date is 10/08/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MFE (McAfee Inc) | 10/08/1992 | 02/28/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.02 | 19.49 | 11.87 | 15.57 | 22.18 | 7.46 | NA | … | … | 3.54 | 14.15 | 17.36 | -7.81 | 32.14 | 4.61 | -6.22 | 92.35 | -6.53 | -37.76 | 516.95 | -84.30 | -59.71 | 87.93 | 20.18 | 125.67 | 224.96 | 170.00 | -58.07 | -17.07 |
| Sharpe Ratio | NA | 0.40 | 0.26 | 0.35 | 0.40 | NA | NA | … | … | 4.61 | 0.27 | 0.53 | -0.17 | 0.99 | 0.03 | -0.23 | 2.36 | -0.12 | -0.46 | 6.36 | -0.69 | -0.65 | 1.52 | 0.25 | 1.75 | 3.45 | 2.30 | -0.60 | -0.85 |
| Standard Deviation(%) | NA | 51.60 | 44.72 | 39.82 | 52.42 | NA | NA | … | … | 5.45 | 52.28 | 32.74 | 50.86 | 29.55 | 38.41 | 36.35 | 38.65 | 58.05 | 84.10 | 83.77 | 128.64 | 97.60 | 55.71 | 66.05 | 68.74 | 64.12 | 72.62 | 99.35 | 67.99 |
| Draw Down(%) | NA | 28.34 | 35.33 | 37.32 | 71.82 | NA | NA | … | … | 0.42 | 28.34 | 20.70 | 35.33 | 13.66 | 32.42 | 29.07 | 20.61 | 46.99 | 71.82 | 36.00 | 88.77 | 83.31 | 52.25 | 42.69 | 26.49 | 25.33 | 36.50 | 73.19 | 41.83 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/28/2011, Common starting date is 10/08/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFE (McAfee Inc) |
-50.83%
Dec 1997 – Dec 2000 |
-25.66%
Dec 1998 – Dec 2003 |
-6.30%
Dec 1998 – Dec 2008 |
8.14%
Jan 1996 – Jan 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFE (McAfee Inc) |
212.21%
Jun 1994 – Jun 1997 |
113.84%
Dec 1993 – Dec 1998 |
29.35%
Jun 1994 – Jun 2004 |
25.59%
Jun 1994 – Jun 2009 |
Annualized Rolling Returns Comparison Chart