Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MFI (mF International Limited) | NA | 21.14% | 25.98% | 31.76% | 15.78% | 2.59% | NA | … | … |
Data as of 01/23/2015, Common starting date is 02/08/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MFI (mF International Limited) | 02/08/1999 | 01/23/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.86 | 21.14 | 25.98 | 31.76 | 15.78 | 2.59 | NA | … | … | 3.01 | 23.65 | 21.16 | 29.12 | 50.47 | 37.12 | 61.64 | -65.62 | 66.35 | 4.34 | 11.83 | 29.31 | 95.95 | -85.21 | -11.39 | 2.28 | -15.47 |
| Sharpe Ratio | NA | 0.71 | 0.76 | 0.97 | 0.28 | NA | NA | … | … | 6.42 | 0.79 | 0.65 | 0.74 | 1.40 | 0.99 | 0.73 | -0.65 | 1.49 | 0.03 | 0.21 | 0.65 | 0.63 | -0.86 | -0.39 | -0.05 | -0.34 |
| Standard Deviation(%) | NA | 29.64 | 34.10 | 34.98 | 53.44 | NA | NA | … | … | 10.05 | 29.87 | 32.60 | 39.37 | 36.16 | 37.47 | 84.38 | 101.75 | 42.75 | 29.76 | 46.52 | 43.90 | 152.23 | 100.18 | 36.32 | 37.90 | 59.61 |
| Draw Down(%) | NA | 15.39 | 31.16 | 31.16 | 75.52 | NA | NA | … | … | 0.44 | 15.39 | 20.88 | 31.16 | 17.71 | 17.86 | 40.36 | 75.09 | 23.66 | 20.91 | 38.74 | 25.27 | 75.17 | 90.74 | 43.86 | 29.29 | 53.55 |
| Yield(%) | 0.00 | 4.12 | 4.94 | 7.91 | 5.91 | 1.55 | 1.05 | … | … | 0.78 | 3.38 | 3.41 | 4.12 | 5.30 | 6.37 | 6.64 | 3.81 | 5.17 | 5.14 | 6.58 | 0.00 | 0.00 | 1.45 | 1.70 | 1.54 | 1.11 |
Data as of 01/23/2015, Common starting date is 02/08/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFI (mF International Limited) |
-58.36%
Mar 2000 – Mar 2003 |
-28.41%
Apr 1999 – Apr 2004 |
-15.91%
Apr 1999 – Apr 2009 |
-2.03%
Apr 1999 – Apr 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFI (mF International Limited) |
79.36%
Mar 2003 – Mar 2006 |
53.70%
Mar 2003 – Mar 2008 |
33.31%
Mar 2003 – Mar 2013 |
2.56%
Dec 1999 – Dec 2014 |
Annualized Rolling Returns Comparison Chart