Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MNRTA (Monmouth R.E. Inv. Corp.) | NA | 30.33% | 2.37% | 6.56% | 12.32% | 10.54% | 10.48% | … | … |
Data as of 05/28/2010, Common starting date is 03/27/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MNRTA (Monmouth R.E. Inv. Corp.) | 03/27/1990 | 05/28/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.73 | 30.33 | 2.37 | 6.56 | 12.32 | 10.54 | 10.48 | … | … | -0.66 | 16.65 | -6.13 | 2.97 | 13.43 | -0.10 | 6.26 | 35.21 | 16.52 | 45.55 | 13.80 | -2.84 | -8.04 | 22.96 | 8.90 | 27.22 | -21.60 | 32.38 | 29.83 | 19.21 | -16.64 |
| Sharpe Ratio | NA | 0.97 | 0.03 | 0.08 | 0.32 | NA | NA | … | … | -0.06 | 0.29 | -0.10 | 0.00 | 0.74 | -0.15 | 0.33 | 1.37 | 0.79 | 1.83 | 0.36 | -0.26 | -0.38 | -0.73 | 0.12 | 0.41 | -0.42 | 0.58 | 0.42 | 0.27 | -0.64 |
| Standard Deviation(%) | NA | 31.13 | 52.58 | 42.16 | 33.80 | NA | NA | … | … | 27.68 | 56.52 | 67.23 | 22.35 | 13.83 | 15.04 | 16.26 | 25.11 | 19.55 | 24.04 | 27.05 | 23.46 | 29.84 | 44.09 | 44.13 | 56.60 | 58.97 | 51.59 | 64.69 | 56.00 | 41.14 |
| Draw Down(%) | NA | 16.10 | 39.13 | 39.13 | 39.13 | NA | NA | … | … | 16.10 | 31.37 | 33.09 | 11.53 | 6.32 | 12.61 | 19.28 | 15.52 | 13.59 | 10.71 | 8.48 | 14.67 | 27.75 | 15.24 | 11.88 | 14.75 | 29.27 | 12.43 | 13.16 | 17.30 | 21.85 |
| Yield(%) | 0.00 | 12.67 | 7.04 | 7.79 | 11.79 | 10.13 | 10.03 | … | … | 4.09 | 8.60 | 7.36 | 7.05 | 7.47 | 6.88 | 6.67 | 8.38 | 8.99 | 12.06 | 12.06 | 10.45 | 8.35 | 8.67 | 8.70 | 9.29 | 7.27 | 9.29 | 11.27 | 7.22 | 9.13 |
Data as of 05/28/2010, 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 |
|---|---|---|---|---|
| MNRTA (Monmouth R.E. Inv. Corp.) |
-7.41%
Feb 2006 – Feb 2009 |
-3.20%
Feb 2004 – Feb 2009 |
8.00%
Apr 1990 – Apr 2000 |
6.70%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MNRTA (Monmouth R.E. Inv. Corp.) |
31.87%
Dec 2000 – Dec 2003 |
22.63%
Dec 1999 – Dec 2004 |
15.49%
Dec 1994 – Dec 2004 |
13.77%
Jan 1992 – Jan 2007 |
Annualized Rolling Returns Comparison Chart