Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MKPBX (Managers AMG Chicago Eq Part Midcap B) | NA | 38.45% | 6.79% | 4.63% | 6.21% | NA | NA | … | … |
Data as of 07/22/2011, Common starting date is 05/30/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MKPBX (Managers AMG Chicago Eq Part Midcap B) | 05/30/2000 | 07/22/2011 |
| 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 (%) | 0.00 | 38.45 | 6.79 | 4.63 | 6.21 | NA | NA | … | … | 12.55 | 26.78 | 38.06 | -42.67 | -0.05 | 7.88 | 10.61 | 16.58 | 36.15 | -14.17 | -11.30 | 0.30 |
| Sharpe Ratio | NA | 2.35 | 0.20 | 0.14 | 0.21 | NA | NA | … | … | 1.52 | 1.23 | 1.22 | -1.03 | -0.17 | 0.31 | 0.64 | 1.21 | 2.30 | -0.69 | -0.70 | -0.11 |
| Standard Deviation(%) | NA | 16.36 | 32.48 | 28.06 | 23.22 | NA | NA | … | … | 15.61 | 21.79 | 31.19 | 42.17 | 18.54 | 14.67 | 13.18 | 12.91 | 15.39 | 22.23 | 19.64 | 33.11 |
| Draw Down(%) | NA | 8.92 | 51.84 | 61.67 | 61.67 | NA | NA | … | … | 8.92 | 17.90 | 25.07 | 54.84 | 17.75 | 12.63 | 9.59 | 9.52 | 9.96 | 27.55 | 26.96 | 30.28 |
| Yield(%) | 0.00 | 0.00 | 0.02 | 1.70 | 1.28 | 3.09 | 2.32 | … | … | 0.00 | 0.00 | 0.00 | 0.06 | 7.30 | 0.31 | 0.00 | 0.38 | 0.00 | 0.00 | 0.02 | 39.79 |
Data as of 07/22/2011, Common starting date is 05/30/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MKPBX (Managers AMG Chicago Eq Part Midcap B) |
-19.79%
Feb 2006 – Feb 2009 |
-8.00%
Feb 2004 – Feb 2009 |
-1.09%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MKPBX (Managers AMG Chicago Eq Part Midcap B) |
23.49%
Mar 2003 – Mar 2006 |
15.92%
Sep 2002 – Sep 2007 |
6.58%
Mar 2001 – Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart