Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MRISX (Marshall International Stock Y ) | NA | -22.82% | 6.93% | -9.69% | 1.21% | 1.67% | NA | … | … |
Data as of 04/12/2012, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MRISX (Marshall International Stock Y ) | 06/21/1996 | 04/12/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -22.82 | 6.93 | -9.69 | 1.21 | 1.67 | NA | … | … | 0.00 | -18.71 | 10.95 | 26.67 | -48.06 | 8.36 | 24.10 | 16.39 | 11.23 | 34.85 | -18.38 | -22.87 | -16.63 | 54.65 | 3.27 | 10.92 | 10.20 |
| Sharpe Ratio | NA | -0.89 | 0.31 | -0.37 | 0.00 | NA | NA | … | … | -0.01 | -0.68 | 0.53 | 1.00 | -1.18 | 0.26 | 1.32 | 1.37 | 0.64 | 1.97 | -1.05 | -1.48 | -1.06 | 3.42 | -0.01 | 0.61 | 2.62 |
| Standard Deviation(%) | NA | 25.74 | 22.55 | 27.96 | 22.81 | NA | NA | … | … | 7.26 | 27.36 | 20.64 | 26.50 | 41.29 | 19.85 | 15.78 | 10.35 | 15.96 | 17.29 | 18.63 | 17.33 | 19.63 | 14.98 | 18.38 | 11.89 | 6.32 |
| Draw Down(%) | NA | 27.66 | 27.66 | 63.96 | 63.96 | NA | NA | … | … | 1.64 | 27.01 | 17.70 | 25.43 | 58.06 | 14.67 | 17.57 | 7.87 | 17.59 | 16.46 | 27.95 | 36.15 | 28.06 | 9.21 | 28.00 | 11.47 | 4.40 |
| Yield(%) | 0.00 | 0.00 | 2.36 | 3.81 | 5.18 | 5.20 | 4.38 | … | … | 0.00 | 0.00 | 2.39 | 3.52 | 3.94 | 13.54 | 12.80 | 0.92 | 0.60 | 0.51 | 0.00 | 0.00 | 8.80 | 11.59 | 1.97 | 4.27 | 3.16 |
Data as of 04/12/2012, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRISX (Marshall International Stock Y ) |
-22.01%
Mar 2000 – Mar 2003 |
-9.15%
Mar 2007 – Mar 2012 |
-2.78%
Feb 2000 – Feb 2010 |
1.49%
Mar 1997 – Mar 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRISX (Marshall International Stock Y ) |
27.77%
Mar 2003 – Mar 2006 |
20.58%
Oct 2002 – Oct 2007 |
8.04%
Oct 1997 – Oct 2007 |
4.21%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart