Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MPS (Mps Group Inc) | NA | -70.45% | -61.53% | -81.65% | -56.16% | -42.51% | NA | … | … |
Data as of 12/05/2014, Common starting date is 10/07/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPS (Mps Group Inc) | 10/07/1998 | 12/05/2014 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -70.45 | -61.53 | -81.65 | -56.16 | -42.51 | NA | … | … | 0.44 | 82.47 | -31.17 | -22.85 | 3.73 | 11.50 | 31.12 | 68.77 | -22.41 | 73.30 | -71.09 | -2.53 | 32.19 |
| Sharpe Ratio | NA | 1.95 | -0.03 | 0.05 | -0.06 | NA | NA | … | … | 11.07 | 1.35 | -0.49 | -0.61 | 0.01 | 0.25 | 0.75 | 1.50 | -0.28 | 0.97 | -0.96 | -0.08 | 2.77 |
| Standard Deviation(%) | NA | 57.79 | 56.21 | 49.46 | 59.02 | NA | NA | … | … | 0.95 | 61.05 | 65.02 | 42.25 | 35.69 | 36.91 | 40.09 | 45.28 | 84.09 | 74.70 | 78.06 | 71.40 | 81.75 |
| Draw Down(%) | NA | 40.70 | 73.17 | 75.54 | 81.02 | NA | NA | … | … | 0.00 | 44.82 | 59.60 | 34.35 | 30.74 | 34.83 | 35.07 | 20.23 | 53.93 | 47.07 | 81.02 | 52.05 | 35.95 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/05/2014, Common starting date is 10/07/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPS (Mps Group Inc) |
-90.01%
Jul 2010 – Jul 2013 |
-79.59%
Sep 2009 – Sep 2014 |
-56.64%
Nov 2004 – Nov 2014 |
-43.46%
Oct 1999 – Oct 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPS (Mps Group Inc) |
45.55%
Feb 2003 – Feb 2006 |
30.45%
Sep 2001 – Sep 2006 |
4.90%
Nov 2000 – Nov 2010 |
-37.86%
Apr 1999 – Apr 2014 |
Annualized Rolling Returns Comparison Chart