Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MXT (Metris Companies Inc) | NA | -35.23% | -13.31% | -19.39% | NA | NA | NA | … | … |
Data as of 11/13/2014, Common starting date is 10/22/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXT (Metris Companies Inc) | 10/22/2007 | 11/13/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.72 | -35.23 | -13.31 | -19.39 | NA | NA | NA | … | … | -30.06 | -20.49 | 17.14 | -52.70 | -39.04 | 60.16 | -70.18 | -30.36 |
| Sharpe Ratio | NA | -0.82 | -0.13 | -0.33 | NA | NA | NA | … | … | -0.83 | -0.31 | 0.31 | -0.82 | -0.70 | 0.82 | -0.90 | -1.69 |
| Standard Deviation(%) | NA | 43.04 | 59.10 | 59.25 | NA | NA | NA | … | … | 40.67 | 65.63 | 55.86 | 64.44 | 55.99 | 72.93 | 79.11 | 51.80 |
| Draw Down(%) | NA | 42.71 | 62.25 | 84.59 | NA | NA | NA | … | … | 42.71 | 48.68 | 50.74 | 67.63 | 50.08 | 51.69 | 80.68 | 37.38 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 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 11/13/2014, Common starting date is 10/22/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXT (Metris Companies Inc) |
-41.55%
May 2008 – May 2011 |
-34.98%
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 |
|---|---|---|---|---|
| MXT (Metris Companies Inc) |
-3.15%
Sep 2011 – Sep 2014 |
-4.24%
Apr 2009 – Apr 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart