Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MROE (Monroe Bancorp) | NA | 92.13% | 3.07% | 1.80% | 8.65% | NA | NA | … | … |
Data as of 04/21/2011, Common starting date is 06/26/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MROE (Monroe Bancorp) | 06/26/2000 | 04/21/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 92.13 | 3.07 | 1.80 | 8.65 | NA | NA | … | … | 0.00 | 136.20 | -20.49 | -47.64 | -1.71 | 7.97 | -0.16 | 31.16 | 8.20 | 30.71 | 29.46 | -14.05 |
| Sharpe Ratio | NA | 1.51 | 0.04 | 0.01 | 0.09 | NA | NA | … | … | 0.00 | 1.30 | -0.30 | -1.03 | -0.16 | 0.25 | -0.08 | 1.60 | 0.33 | 1.15 | 0.63 | -0.84 |
| Standard Deviation(%) | NA | 60.79 | 71.20 | 65.78 | 79.96 | NA | NA | … | … | NA | 104.94 | 68.62 | 47.07 | 29.53 | 19.01 | 29.00 | 18.94 | 23.07 | 25.80 | 44.15 | 35.39 |
| Draw Down(%) | NA | 46.82 | 68.71 | 75.28 | 75.28 | NA | NA | … | … | 0.00 | 49.75 | 40.26 | 48.64 | 17.28 | 6.25 | 18.60 | 12.20 | 7.69 | 10.27 | 16.47 | 22.50 |
| Yield(%) | 0.00 | 1.57 | 1.59 | 2.19 | 4.05 | 2.54 | 1.90 | … | … | 0.00 | 2.25 | 1.95 | 3.20 | 2.91 | 3.00 | 2.75 | 3.34 | 3.28 | 4.06 | 1.19 | 0.00 |
Data as of 04/21/2011, Common starting date is 06/26/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MROE (Monroe Bancorp) |
-35.97%
Aug 2007 – Aug 2010 |
-19.47%
Aug 2005 – Aug 2010 |
-3.79%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MROE (Monroe Bancorp) |
31.13%
Mar 2001 – Mar 2004 |
19.74%
Mar 2001 – Mar 2006 |
10.29%
Mar 2001 – Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart