Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MRX (Marex Group plc) | NA | 36.85% | 22.43% | 11.25% | 6.83% | 7.74% | 13.60% | … | … |
Data as of 12/10/2012, Common starting date is 03/17/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MRX (Marex Group plc) | 03/17/1992 | 12/10/2012 |
| 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 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.59 | 36.85 | 22.43 | 11.25 | 6.83 | 7.74 | 13.60 | … | … | 33.32 | 25.27 | -0.05 | 96.34 | -45.96 | -25.77 | 10.05 | -8.37 | -1.23 | 43.72 | -23.10 | 9.25 | 38.91 | 6.61 | 17.14 | 74.27 | 375.50 | 182.86 | -33.05 | -70.24 | -43.11 |
| Sharpe Ratio | NA | 0.94 | 0.61 | 0.24 | 0.15 | NA | NA | … | … | 0.94 | 0.62 | 0.00 | 1.92 | -0.78 | -1.15 | 0.22 | -0.34 | -0.09 | 1.57 | -0.69 | 0.15 | 0.58 | 0.06 | 0.29 | 1.03 | 5.05 | 1.06 | -0.24 | -0.65 | -0.56 |
| Standard Deviation(%) | NA | 37.46 | 36.42 | 45.01 | 37.47 | NA | NA | … | … | 38.26 | 40.54 | 30.66 | 50.03 | 60.15 | 25.14 | 30.48 | 31.24 | 25.36 | 27.37 | 35.04 | 47.94 | 60.04 | 58.04 | 46.94 | 68.15 | 72.56 | 168.19 | 151.19 | 110.63 | 94.34 |
| Draw Down(%) | NA | 19.52 | 25.11 | 63.90 | 77.94 | NA | NA | … | … | 19.52 | 25.11 | 23.06 | 37.34 | 60.28 | 35.62 | 33.73 | 28.65 | 26.15 | 13.80 | 46.86 | 41.78 | 34.46 | 57.30 | 38.75 | 46.68 | 29.51 | 43.13 | 68.70 | 72.21 | 58.75 |
| Yield(%) | 0.00 | 1.17 | 1.22 | 0.90 | 0.36 | 0.25 | 5.10 | … | … | 0.90 | 1.19 | 0.86 | 1.13 | 0.62 | 0.33 | 0.36 | 0.35 | 0.15 | 0.15 | 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 12/10/2012, Common starting date is 03/17/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRX (Marex Group plc) |
-52.95%
Apr 1992 – Apr 1995 |
-21.74%
Feb 2004 – Feb 2009 |
-5.05%
Nov 1998 – Nov 2008 |
5.33%
Jun 1997 – Jun 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRX (Marex Group plc) |
216.23%
Mar 1995 – Mar 1998 |
117.02%
Apr 1995 – Apr 2000 |
52.77%
May 1994 – May 2004 |
31.08%
Apr 1995 – Apr 2010 |
Annualized Rolling Returns Comparison Chart