Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MAWIX (Blk Rk Sg Bf Ins) | 5.83% | 8.89% | 3.35% | -0.32% | 2.09% | 2.04% | 2.83% | 3.43% |
Data as of 07/01/2025, AR inception is 05/31/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MAWIX (Blk Rk Sg Bf Ins) | 05/31/1996 | 07/01/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.74 | 8.89 | 3.35 | -0.32 | 2.09 | 2.04 | 2.83 | 3.43 | 5.83 | 0.14 | 6.76 | -14.67 | -1.07 | 5.79 | 8.52 | -0.98 | 7.29 | 5.08 | -4.65 | 1.10 | 1.87 | 8.67 | 2.86 | 3.84 | 11.35 | -2.21 | 8.05 | 7.08 | -5.67 | 15.93 | 34.23 | -2.51 | 5.42 | 1.06 | 11.97 | -23.43 | 6.18 | 8.61 |
| Sharpe Ratio | NA | 1.05 | -0.01 | -0.46 | 0.12 | NA | NA | 0.31 | 1.94 | -1.31 | 0.38 | -2.38 | -0.43 | 0.85 | 1.86 | -0.74 | 1.78 | 0.95 | -0.93 | 0.59 | 0.65 | 3.23 | 0.89 | 1.05 | 2.09 | -0.33 | 0.90 | 0.53 | -1.13 | 2.15 | 6.52 | -0.52 | 0.43 | -0.57 | 1.42 | -2.10 | 0.46 | 3.71 |
| Standard Deviation(%) | NA | 4.41 | 5.96 | 5.34 | 4.99 | NA | NA | 5.88 | 4.16 | 4.92 | 6.58 | 6.76 | 2.54 | 6.52 | 3.83 | 3.10 | 3.75 | 5.13 | 5.01 | 1.82 | 2.83 | 2.69 | 3.17 | 3.57 | 5.39 | 9.59 | 5.65 | 7.25 | 6.96 | 6.98 | 5.15 | 6.93 | 7.29 | 5.32 | 6.15 | 12.71 | 5.79 | 3.13 |
| Draw Down(%) | NA | 4.68 | 9.67 | 22.15 | 22.15 | NA | NA | 32.06 | 1.52 | 4.03 | 6.89 | 18.95 | 2.25 | 10.05 | 1.62 | 5.36 | 2.26 | 6.47 | 5.46 | 1.12 | 3.79 | 1.33 | 2.65 | 3.12 | 5.27 | 17.06 | 4.01 | 5.95 | 9.30 | 8.23 | 5.27 | 16.46 | 9.55 | 7.71 | 5.23 | 32.06 | 4.65 | 0.78 |
| Yield(%) | 0.00 | 3.10 | 2.89 | 2.23 | 2.87 | 2.70 | 3.33 | 3.59 | 1.35 | 2.87 | 2.90 | 2.67 | 1.76 | 1.66 | 2.75 | 2.52 | 3.26 | 2.82 | 5.25 | 1.57 | 2.45 | 3.04 | 3.13 | 3.82 | 9.00 | 5.61 | 5.26 | 3.93 | 3.11 | 5.73 | 7.84 | 8.38 | 10.54 | 9.52 | 8.83 | 8.24 | 7.15 | 4.61 |
Data as of 07/01/2025, AR inception is 05/31/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAWIX (Blk Rk Sg Bf Ins) |
-6.02%
Oct 2020 - Oct 2023 |
-4.11%
Sep 1997 - Sep 2002 |
0.37%
Oct 2013 - Oct 2023 |
1.68%
Mar 2008 - Mar 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAWIX (Blk Rk Sg Bf Ins) |
18.39%
Jul 2002 - Jul 2005 |
13.05%
Oct 2002 - Oct 2007 |
8.76%
Sep 2002 - Sep 2012 |
6.69%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart