Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TMNG (Management Network Group, Inc.) | NA | 41.06% | 23.71% | 18.15% | -10.79% | NA | NA | … | … |
Data as of 06/18/2014, Common starting date is 11/23/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TMNG (Management Network Group, Inc.) | 11/23/1999 | 06/18/2014 |
| 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 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.65 | 41.06 | 23.71 | 18.15 | -10.79 | NA | NA | … | … | 54.91 | 19.05 | 51.97 | -41.54 | 20.93 | 7.50 | -84.85 | 62.96 | -32.22 | 1.70 | -28.79 | 117.11 | -77.97 | -41.92 | -63.58 | 8.95 |
| Sharpe Ratio | NA | 0.98 | 0.48 | 0.28 | -0.15 | NA | NA | … | … | 3.31 | 0.51 | 0.99 | -0.84 | 0.36 | 0.05 | -0.79 | 1.10 | -0.59 | -0.01 | -0.39 | 1.46 | -0.76 | -0.41 | -0.55 | 1.31 |
| Standard Deviation(%) | NA | 41.85 | 47.96 | 63.91 | 79.62 | NA | NA | … | … | 48.01 | 37.06 | 52.94 | 49.63 | 57.79 | 147.38 | 108.03 | 54.64 | 59.94 | 52.06 | 76.92 | 79.56 | 104.53 | 109.35 | 122.42 | 96.33 |
| Draw Down(%) | NA | 12.99 | 45.08 | 58.57 | 92.55 | NA | NA | … | … | 12.98 | 23.43 | 24.00 | 45.08 | 28.13 | 65.00 | 85.23 | 15.83 | 54.26 | 28.79 | 70.55 | 36.32 | 84.00 | 78.15 | 82.66 | 21.48 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/18/2014, Common starting date is 11/23/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMNG (Management Network Group, Inc.) |
-64.02%
Dec 1999 – Dec 2002 |
-42.50%
Jun 2000 – Jun 2005 |
-35.14%
Dec 1999 – Dec 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMNG (Management Network Group, Inc.) |
25.52%
Oct 2002 – Oct 2005 |
24.63%
May 2009 – May 2014 |
-6.43%
Feb 2003 – Feb 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart