Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MPAUX (Marvin & Palmer Large Cap Growth) | NA | -4.97% | 6.44% | -1.51% | NA | NA | NA | … | … |
Data as of 03/26/2013, Common starting date is 07/05/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPAUX (Marvin & Palmer Large Cap Growth) | 07/05/2007 | 03/26/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.19 | -4.97 | 6.44 | -1.51 | NA | NA | NA | … | … | -0.19 | 8.94 | -4.48 | 19.40 | 16.98 | -46.34 | 16.93 |
| Sharpe Ratio | NA | -0.44 | 0.31 | -0.07 | NA | NA | NA | … | … | -2.21 | 0.71 | -0.16 | 0.93 | 0.66 | -1.31 | 1.38 |
| Standard Deviation(%) | NA | 11.44 | 20.83 | 25.26 | NA | NA | NA | … | … | 0.40 | 12.58 | 27.54 | 20.84 | 25.62 | 36.00 | 25.27 |
| Draw Down(%) | NA | 9.40 | 22.23 | 54.83 | NA | NA | NA | … | … | 0.19 | 9.40 | 22.23 | 15.14 | 23.76 | 52.88 | 11.90 |
| Yield(%) | 0.00 | 0.00 | 0.07 | 0.03 | 0.02 | 0.01 | 0.01 | … | … | 0.00 | 0.00 | 0.18 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/26/2013, Common starting date is 07/05/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPAUX (Marvin & Palmer Large Cap Growth) |
-12.08%
Oct 2007 – Oct 2010 |
-4.85%
Dec 2007 – Dec 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPAUX (Marvin & Palmer Large Cap Growth) |
20.26%
Feb 2009 – Feb 2012 |
-1.31%
Feb 2008 – Feb 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart