Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTSXY | NA | -1.57% | -39.75% | -46.98% | -42.22% | NA | NA | … | … |
Data as of 07/14/2014, Common starting date is 10/04/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTSXY | 10/04/2002 | 07/14/2014 |
| 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | |
|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.57 | -39.75 | -46.98 | -42.22 | NA | NA | … | … |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | … | … |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | … | … |
| Draw Down(%) | NA | NA | NA | NA | NA | NA | … | … |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.11 | 0.08 | … | … |
Data as of 07/14/2014, Common starting date is 10/04/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTSXY (MTSXY) |
-100.00%
Dec 2010 – Dec 2013 |
-100.00%
Dec 2008 – Dec 2013 |
-100.00%
Dec 2003 – Dec 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTSXY (MTSXY) |
-6.95%
Feb 2003 – Feb 2006 |
-20.82%
Nov 2002 – Nov 2007 |
-39.41%
Apr 2003 – Apr 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart