Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MI (NFT Limited) | NA | 13.24% | -12.45% | -24.31% | -7.64% | -0.19% | 4.04% | … | … |
Data as of 07/05/2011, Common starting date is 03/27/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MI (NFT Limited) | 03/27/1990 | 07/05/2011 |
| 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 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.60 | 13.24 | -12.45 | -24.31 | -7.64 | -0.19 | 4.04 | … | … | 14.46 | 27.78 | -59.78 | -44.75 | -29.22 | 14.39 | -0.48 | 17.89 | 42.93 | -12.09 | 25.78 | -18.13 | 8.28 | -5.20 | 81.02 | 34.89 | 38.79 | -18.41 | 14.75 | 19.44 | 93.70 | -8.35 |
| Sharpe Ratio | NA | 0.39 | -0.17 | -0.33 | -0.16 | NA | NA | … | … | 1.74 | 0.49 | -0.47 | -0.46 | -1.17 | 0.79 | -0.18 | 1.09 | 2.08 | -0.44 | 1.04 | -0.55 | 0.19 | -0.24 | 3.57 | 1.53 | 1.67 | -0.94 | 0.55 | 0.91 | 3.31 | -0.62 |
| Standard Deviation(%) | NA | 41.50 | 96.88 | 77.71 | 56.91 | NA | NA | … | … | 17.63 | 56.77 | 127.07 | 98.85 | 27.72 | 13.95 | 15.19 | 15.48 | 20.27 | 30.42 | 22.88 | 40.39 | 25.84 | 35.75 | 21.58 | 20.24 | 20.84 | 22.75 | 22.94 | 18.37 | 26.96 | 25.92 |
| Draw Down(%) | NA | 44.51 | 89.20 | 91.42 | 91.42 | NA | NA | … | … | 7.57 | 54.14 | 77.39 | 59.80 | 32.35 | 7.23 | 14.55 | 9.38 | 13.47 | 26.67 | 14.17 | 37.99 | 22.04 | 34.44 | 12.69 | 9.32 | 8.64 | 23.12 | 17.23 | 11.74 | 11.37 | 25.84 |
| Yield(%) | 0.00 | 0.57 | 1.97 | 4.95 | 2.75 | 4.33 | 2.41 | … | … | 0.28 | 0.70 | 0.29 | 4.93 | 19.01 | 2.41 | 2.13 | 2.17 | 2.47 | 1.01 | 1.14 | 0.88 | 0.81 | 0.71 | 1.20 | 1.41 | 1.76 | 1.24 | 0.43 | 0.45 | 0.38 | 0.46 |
Data as of 07/05/2011, Common starting date is 03/27/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MI (NFT Limited) |
-47.29%
Feb 2006 – Feb 2009 |
-30.74%
Nov 2005 – Nov 2010 |
-13.49%
Jun 1999 – Jun 2009 |
-3.38%
Nov 1995 – Nov 2010 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MI (NFT Limited) |
50.21%
Dec 1994 – Dec 1997 |
29.29%
Nov 1994 – Nov 1999 |
21.18%
Jan 1991 – Jan 2001 |
18.92%
Oct 1990 – Oct 2005 |
Annualized Rolling Returns Comparison Chart