Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MOT | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 12/22/2014, Common starting date is 01/04/1977
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MOT | 01/04/1977 | 12/22/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | 1979 | 1978 | 1977 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | 18.15 | -12.65 | 17.40 | 16.88 | 75.17 | -71.58 | -21.08 | -8.17 | 32.43 | 38.48 | 64.56 | -41.66 | -25.24 | -58.56 | 141.58 | 7.11 | -6.39 | 7.75 | -1.52 | 25.97 | 76.72 | 60.28 | 24.69 | -10.19 | 39.17 | -14.63 | 41.17 | -6.39 | 15.37 | -25.60 | 59.81 | 47.51 | -20.20 | 52.64 | 23.94 | 16.18 | -31.10 |
| Sharpe Ratio | NA | 0.48 | -0.29 | -0.36 | -0.17 | NA | NA | … | … | NA | 0.65 | -0.42 | 0.49 | 0.48 | 1.35 | -0.99 | -0.95 | -0.41 | 1.23 | 0.90 | 1.64 | -0.66 | -0.41 | -0.84 | 3.01 | 0.09 | -1.53 | 0.10 | -0.16 | 0.77 | 2.20 | 2.40 | 0.64 | -0.39 | 1.32 | -0.57 | 0.73 | -0.30 | 0.33 | -0.86 | 1.68 | 1.18 | -0.98 | 1.12 | 0.64 | 0.40 | -1.28 |
| Standard Deviation(%) | NA | 35.90 | 58.08 | 49.16 | 51.49 | NA | NA | … | … | NA | 27.71 | 30.13 | 34.91 | 34.67 | 55.45 | 72.88 | 25.43 | 28.38 | 24.58 | 41.52 | 39.06 | 65.14 | 67.93 | 74.67 | 45.99 | 41.44 | 40.09 | 40.28 | 33.09 | 29.99 | 33.68 | 23.90 | 32.62 | 39.07 | 25.27 | 33.95 | 50.79 | 35.26 | 30.72 | 37.45 | 31.74 | 33.62 | 30.87 | 39.43 | 26.27 | 27.68 | 27.41 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 12.65 | 24.72 | 24.35 | 24.35 | 37.12 | 80.07 | 25.29 | 23.47 | 17.18 | 31.72 | 22.36 | 53.88 | 53.30 | 70.80 | 17.10 | 40.47 | 39.67 | 33.90 | 31.16 | 20.55 | 19.80 | 10.26 | 22.07 | 43.36 | 15.39 | 32.56 | 50.85 | 32.29 | 23.38 | 36.92 | 15.03 | 14.68 | 35.63 | 31.83 | 21.34 | 26.12 | 37.17 |
| Yield(%) | NA | 0.00 | 2.69 | 1.27 | 0.73 | 0.19 | 0.42 | … | … | 0.00 | 4.66 | 3.92 | 1.62 | 0.00 | 0.00 | 1.24 | 0.97 | 0.82 | 0.94 | 15.28 | 1.74 | 1.03 | 0.59 | 0.11 | 0.25 | 0.28 | 0.27 | 0.26 | 0.23 | 0.12 | 0.07 | 0.10 | 0.12 | 0.10 | 0.15 | 0.11 | 0.15 | 0.14 | 0.16 | 0.04 | 0.05 | 0.08 | 0.06 | 0.08 | 0.09 | 0.08 | 0.04 |
Data as of 12/22/2014, Common starting date is 01/04/1977
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MOT (MOT) |
-83.49%
Nov 2011 – Nov 2014 |
-69.13%
Nov 2009 – Nov 2014 |
-48.23%
Nov 2004 – Nov 2014 |
-38.28%
Nov 1999 – Nov 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MOT (MOT) |
57.39%
Oct 1990 – Oct 1993 |
40.47%
Oct 1988 – Oct 1993 |
27.49%
Feb 1990 – Feb 2000 |
22.57%
Feb 1985 – Feb 2000 |
Annualized Rolling Returns Comparison Chart