Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MKH (Merrill Lynch Market 2000 HOLDRS) | NA | 5.25% | 10.51% | -0.51% | 1.00% | NA | NA | … | … |
Data as of 12/23/2011, Common starting date is 08/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MKH (Merrill Lynch Market 2000 HOLDRS) | 08/31/2000 | 12/23/2011 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.85 | 5.25 | 10.51 | -0.51 | 1.00 | NA | NA | … | … | 4.76 | 4.62 | 21.50 | -31.23 | 5.79 | 20.53 | -3.43 | 6.17 | 22.83 | -25.14 | -18.75 | -20.56 |
| Sharpe Ratio | NA | 0.28 | 0.55 | -0.06 | -0.01 | NA | NA | … | … | 0.26 | 0.28 | 1.02 | -1.10 | 0.20 | 1.66 | -0.63 | 0.49 | 1.26 | -0.97 | -0.91 | -2.22 |
| Standard Deviation(%) | NA | 18.76 | 18.99 | 20.80 | 18.80 | NA | NA | … | … | 18.69 | 16.45 | 20.97 | 29.12 | 13.68 | 10.40 | 8.94 | 10.59 | 17.55 | 26.96 | 23.50 | 24.50 |
| Draw Down(%) | NA | 14.36 | 22.09 | 47.38 | 47.38 | NA | NA | … | … | 14.36 | 15.71 | 22.09 | 40.22 | 9.66 | 7.30 | 7.14 | 9.28 | 15.87 | 36.55 | 33.93 | 24.05 |
| Yield(%) | 0.01 | 3.60 | 3.73 | 2.57 | 2.28 | 1.03 | 0.77 | … | … | 3.58 | 2.81 | 3.39 | 2.62 | 2.46 | 3.12 | 2.19 | 2.73 | 1.88 | 1.16 | 0.96 | 0.29 |
Data as of 12/23/2011, Common starting date is 08/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MKH (Merrill Lynch Market 2000 HOLDRS) |
-16.71%
Sep 2000 – Sep 2003 |
-7.41%
Oct 2000 – Oct 2005 |
-3.60%
Sep 2000 – Sep 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MKH (Merrill Lynch Market 2000 HOLDRS) |
13.46%
Sep 2002 – Sep 2005 |
13.03%
Sep 2002 – Sep 2007 |
1.49%
Oct 2001 – Oct 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart