Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MDCA (MDC Partners Inc) | NA | 170.27% | 4.55% | -15.15% | -6.77% | -0.20% | 2.93% | … | … |
Data as of 08/06/2021, Common starting date is 04/17/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MDCA (MDC Partners Inc) | 04/17/1995 | 08/06/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 6.95 | 170.27 | 4.55 | -15.15 | -6.77 | -0.20 | 2.93 | … | … | 139.04 | -9.71 | 6.51 | -73.23 | 48.85 | -69.84 | -4.40 | -10.94 | 238.63 | -16.42 | -21.71 | 107.07 | 174.34 | -68.79 | 31.62 | 15.62 | -40.47 | -6.20 | 168.38 | 25.59 | -55.04 | -9.70 | -9.00 | 41.59 | -33.33 | 52.94 | -46.87 |
| Sharpe Ratio | NA | 2.69 | 0.04 | -0.18 | -0.12 | NA | NA | … | … | 4.98 | -0.08 | -0.28 | -1.29 | 0.60 | -0.94 | -0.47 | -0.77 | 6.79 | -0.96 | -0.70 | 2.84 | 3.10 | -1.52 | 0.25 | -0.23 | -1.76 | -0.87 | 4.19 | 0.08 | -0.86 | -1.39 | 0.37 | 1.64 | -2.24 | 0.97 | -2.08 |
| Standard Deviation(%) | NA | 63.24 | 87.62 | 87.48 | 71.23 | NA | NA | … | … | 66.76 | 119.90 | 60.26 | 73.67 | 49.57 | 109.83 | 48.76 | 38.43 | 32.41 | 36.81 | 57.34 | 31.17 | 50.31 | 58.07 | 39.17 | 29.29 | 34.85 | 29.55 | 35.55 | 73.53 | 90.19 | 56.32 | 42.81 | 45.69 | 35.54 | 56.02 | 68.80 |
| Draw Down(%) | NA | 28.76 | 80.75 | 92.60 | 96.54 | NA | NA | … | … | 19.79 | 64.08 | 52.00 | 77.64 | 19.83 | 86.75 | 42.50 | 30.81 | 11.69 | 36.03 | 37.84 | 21.48 | 30.11 | 76.18 | 25.90 | 27.88 | 52.36 | 38.64 | 23.26 | 53.91 | 87.60 | 58.27 | 47.37 | 44.75 | 48.78 | 30.86 | 61.76 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.31 | 3.62 | 5.00 | 6.89 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.01 | 4.57 | 3.71 | 5.94 | 4.98 | 3.22 | 4.06 | 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 08/06/2021, Common starting date is 04/17/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDCA (MDC Partners Inc) |
-53.89%
Mar 2016 – Mar 2019 |
-43.94%
Mar 2015 – Mar 2020 |
-17.66%
May 2010 – May 2020 |
-10.41%
Mar 2004 – Mar 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDCA (MDC Partners Inc) |
111.79%
Oct 2001 – Oct 2004 |
57.98%
Dec 2008 – Dec 2013 |
30.63%
Oct 2001 – Oct 2011 |
15.87%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison Chart