Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTU (Mitsubishi UFJ Financial Group Inc) | NA | 3.53% | -1.07% | -0.82% | -4.15% | 3.69% | NA | … | … |
Data as of 04/05/2018, Common starting date is 10/12/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTU (Mitsubishi UFJ Financial Group Inc) | 10/12/2001 | 04/05/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.20 | 3.53 | -1.07 | -0.82 | -4.15 | 3.69 | NA | … | … | -13.42 | 18.02 | -0.96 | 12.48 | -17.22 | 23.25 | 29.36 | -22.55 | 9.96 | -20.77 | -33.44 | -24.55 | -8.63 | 35.15 | 31.22 | 47.60 | -16.08 | -12.12 |
| Sharpe Ratio | NA | 0.13 | -0.04 | -0.04 | -0.12 | NA | NA | … | … | -1.67 | 0.89 | -0.03 | 0.44 | -0.81 | 0.74 | 1.18 | -0.73 | 0.37 | -0.39 | -0.58 | -0.82 | -0.41 | 1.16 | 0.83 | 0.85 | -0.35 | -1.12 |
| Standard Deviation(%) | NA | 20.86 | 29.85 | 28.15 | 35.30 | NA | NA | … | … | 26.27 | 19.69 | 38.55 | 28.23 | 21.38 | 31.41 | 25.02 | 30.98 | 26.65 | 53.50 | 59.00 | 33.75 | 29.50 | 28.37 | 36.59 | 54.91 | 48.71 | 41.44 |
| Draw Down(%) | NA | 22.00 | 48.68 | 48.68 | 65.79 | NA | NA | … | … | 22.00 | 13.87 | 37.50 | 21.45 | 21.86 | 21.98 | 21.62 | 28.55 | 18.92 | 40.32 | 57.69 | 35.68 | 29.15 | 20.22 | 30.22 | 50.15 | 36.86 | 25.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.47 | 0.25 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.50 | 0.45 | 0.85 | 0.68 | 0.63 | 1.46 | 0.00 |
Data as of 04/05/2018, Common starting date is 10/12/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTU (Mitsubishi UFJ Financial Group Inc) |
-32.80%
Feb 2006 – Feb 2009 |
-21.13%
Mar 2006 – Mar 2011 |
-11.61%
Feb 2006 – Feb 2016 |
-1.29%
May 2002 – May 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTU (Mitsubishi UFJ Financial Group Inc) |
65.38%
Apr 2003 – Apr 2006 |
26.22%
Apr 2003 – Apr 2008 |
7.05%
Apr 2003 – Apr 2013 |
4.12%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart