Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTE | NA | 5.81% | -33.32% | -36.53% | NA | NA | NA | … | … |
Data as of 12/31/2012, Common starting date is 10/10/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTE | 10/10/2003 | 12/31/2012 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.15 | 5.81 | -33.32 | -36.53 | NA | NA | NA | … | … | 10.98 | -66.80 | -19.54 | -10.28 | -61.26 | 55.09 | -5.46 | -9.76 | 35.36 | 9.68 |
| Sharpe Ratio | NA | 0.18 | -0.66 | -0.62 | NA | NA | NA | … | … | 0.19 | -1.41 | -0.45 | -0.16 | -0.85 | 1.01 | -0.20 | -0.33 | 0.64 | 1.30 |
| Standard Deviation(%) | NA | 59.17 | 50.79 | 59.49 | NA | NA | NA | … | … | 59.43 | 47.24 | 44.01 | 63.52 | 73.19 | 52.01 | 43.51 | 36.07 | 54.08 | 39.06 |
| Draw Down(%) | NA | 46.38 | 80.63 | 92.45 | NA | NA | NA | … | … | 46.38 | 69.09 | 40.84 | 42.39 | 73.25 | 24.72 | 41.86 | 30.49 | 32.83 | 14.52 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.77 | 2.28 | 1.52 | 1.14 | … | … | 0.00 | 0.00 | 0.00 | 1.15 | 3.14 | 2.79 | 2.61 | 3.64 | 3.30 | 0.00 |
Data as of 12/31/2012, Common starting date is 10/10/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTE (MTE) |
-42.23%
May 2009 – May 2012 |
-35.47%
Nov 2007 – Nov 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTE (MTE) |
11.92%
May 2004 – May 2007 |
-1.97%
May 2004 – May 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart