Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MIGP (Mercer Insurance Group Inc) | NA | 58.87% | 17.65% | 9.02% | NA | NA | NA | … | … |
Data as of 03/28/2011, Common starting date is 12/17/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MIGP (Mercer Insurance Group Inc) | 12/17/2003 | 03/28/2011 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 58.87 | 17.65 | 9.02 | NA | NA | NA | … | … | 0.86 | 48.12 | 46.56 | -28.32 | -10.22 | 35.69 | 11.69 | 7.01 | 0.40 |
| Sharpe Ratio | NA | 1.75 | 0.49 | 0.24 | NA | NA | NA | … | … | 1.80 | 1.03 | 1.20 | -0.90 | -0.54 | 0.99 | 0.70 | 0.38 | 0.90 |
| Standard Deviation(%) | NA | 34.40 | 35.45 | 32.13 | NA | NA | NA | … | … | 2.02 | 46.68 | 38.65 | 32.27 | 24.46 | 32.88 | 13.63 | 16.00 | 12.46 |
| Draw Down(%) | NA | 12.38 | 38.35 | 58.38 | NA | NA | NA | … | … | 0.35 | 15.22 | 21.31 | 38.51 | 19.28 | 29.38 | 7.30 | 17.09 | 1.67 |
| Yield(%) | 0.00 | 1.67 | 1.74 | 1.40 | 1.04 | 0.69 | 0.52 | … | … | 0.00 | 2.02 | 2.31 | 1.57 | 1.02 | 1.01 | 0.00 | 0.00 | 0.00 |
Data as of 03/28/2011, Common starting date is 12/17/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MIGP (Mercer Insurance Group Inc) |
-9.93%
Sep 2006 – Sep 2009 |
0.74%
Jan 2004 – Jan 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MIGP (Mercer Insurance Group Inc) |
19.45%
Jul 2004 – Jul 2007 |
13.64%
Dec 2005 – Dec 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart