Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MPG (Metaldyne Performance Group Inc) | NA | 0.32% | 2.92% | -6.65% | -15.35% | NA | NA | … | … |
Data as of 10/15/2013, Common starting date is 06/27/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPG (Metaldyne Performance Group Inc) | 06/27/2003 | 10/15/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.64 | 0.32 | 2.92 | -6.65 | -15.35 | NA | NA | … | … | 1.95 | 54.77 | -27.64 | 82.12 | 3.42 | -94.94 | -22.37 | 35.15 | 19.20 | 20.43 | 31.77 |
| Sharpe Ratio | NA | 0.01 | 0.05 | -0.05 | -0.14 | NA | NA | … | … | 0.06 | 1.04 | -0.37 | 0.93 | 0.02 | -0.60 | -0.68 | 1.42 | 0.81 | 0.82 | 4.14 |
| Standard Deviation(%) | NA | 39.58 | 62.39 | 133.39 | 121.22 | NA | NA | … | … | 37.73 | 53.08 | 74.96 | 87.77 | 188.59 | 158.81 | 37.51 | 22.52 | 21.04 | 23.68 | 17.10 |
| Draw Down(%) | NA | 26.69 | 59.71 | 90.06 | 98.76 | NA | NA | … | … | 22.36 | 38.46 | 54.92 | 53.69 | 82.11 | 95.81 | 48.07 | 14.19 | 13.87 | 16.34 | 5.10 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 3.36 | 2.65 | 1.99 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.36 | 4.03 | 5.18 | 5.88 | 6.63 | 4.27 |
Data as of 10/15/2013, Common starting date is 06/27/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPG (Metaldyne Performance Group Inc) |
-72.74%
Jul 2006 – Jul 2009 |
-49.08%
Jul 2004 – Jul 2009 |
-15.07%
Aug 2003 – Aug 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPG (Metaldyne Performance Group Inc) |
62.49%
Jul 2009 – Jul 2012 |
-6.61%
Aug 2003 – Aug 2008 |
-14.77%
Jul 2003 – Jul 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart