Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MFW (M & F Worldwide Corp) | NA | 9.69% | 16.09% | 1.48% | 19.97% | 7.79% | NA | … | … |
Data as of 12/21/2011, Common starting date is 06/19/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MFW (M & F Worldwide Corp) | 06/19/1995 | 12/21/2011 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.28 | 9.69 | 16.09 | 1.48 | 19.97 | 7.79 | NA | … | … | 8.31 | -41.52 | 155.66 | -71.31 | 113.18 | 54.78 | 19.82 | 1.95 | 147.41 | 25.58 | 10.82 | -23.32 | -49.70 | 2.55 | 30.80 | -6.25 | 60.00 |
| Sharpe Ratio | NA | 0.21 | 0.30 | 0.01 | 0.37 | NA | NA | … | … | 0.16 | -0.91 | 2.03 | -1.14 | 2.18 | 1.49 | 0.75 | 0.04 | 3.70 | 0.39 | 0.12 | -0.53 | -1.43 | -0.03 | -1.12 | -0.32 | 2.94 |
| Standard Deviation(%) | NA | 46.86 | 58.15 | 58.05 | 50.13 | NA | NA | … | … | 52.63 | 45.88 | 76.76 | 63.10 | 50.93 | 34.71 | 23.48 | 23.62 | 39.71 | 62.89 | 70.74 | 51.45 | 37.07 | 29.43 | 21.75 | 30.39 | 46.50 |
| Draw Down(%) | NA | 35.71 | 59.86 | 88.78 | 88.78 | NA | NA | … | … | 35.71 | 47.22 | 53.99 | 75.73 | 32.92 | 23.29 | 15.30 | 16.95 | 17.22 | 55.88 | 48.77 | 44.00 | 55.86 | 26.98 | 9.55 | 21.05 | 12.32 |
| 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 |
Data as of 12/21/2011, Common starting date is 06/19/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFW (M & F Worldwide Corp) |
-35.50%
Feb 1999 – Feb 2002 |
-20.32%
Feb 1997 – Feb 2002 |
1.17%
Jan 1999 – Jan 2009 |
5.59%
May 1996 – May 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFW (M & F Worldwide Corp) |
77.93%
Feb 2002 – Feb 2005 |
81.46%
Apr 2002 – Apr 2007 |
24.31%
May 1997 – May 2007 |
8.99%
Jul 1995 – Jul 2010 |
Annualized Rolling Returns Comparison Chart