Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MBEBX (Managers AMG Chicago Eq Part Bal B ) | NA | 15.02% | 6.31% | 5.36% | 4.48% | NA | NA | … | … |
Data as of 07/22/2011, Common starting date is 05/26/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MBEBX (Managers AMG Chicago Eq Part Bal B ) | 05/26/2000 | 07/22/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 15.02 | 6.31 | 5.36 | 4.48 | NA | NA | … | … | 6.23 | 10.29 | 19.43 | -19.37 | 3.86 | 12.84 | 3.53 | 8.61 | 23.43 | -12.78 | -6.79 | 7.91 |
| Sharpe Ratio | NA | 2.15 | 0.38 | 0.32 | 0.25 | NA | NA | … | … | 1.85 | 0.98 | 1.18 | -0.95 | 0.09 | 1.31 | 0.19 | 0.95 | 2.21 | -0.98 | -0.71 | 0.52 |
| Standard Deviation(%) | NA | 6.94 | 16.43 | 13.93 | 12.34 | NA | NA | … | … | 6.18 | 10.41 | 16.44 | 21.37 | 9.39 | 7.30 | 7.22 | 8.08 | 10.30 | 14.11 | 12.96 | 18.23 |
| Draw Down(%) | NA | 3.73 | 27.18 | 32.51 | 32.51 | NA | NA | … | … | 3.08 | 9.43 | 16.05 | 29.23 | 6.67 | 5.56 | 5.25 | 6.00 | 6.36 | 20.34 | 16.21 | 16.21 |
| Yield(%) | 0.00 | 0.81 | 0.96 | 1.21 | 1.38 | 2.42 | 1.82 | … | … | 0.29 | 0.80 | 1.03 | 1.34 | 1.32 | 1.48 | 0.81 | 0.78 | 2.13 | 2.33 | 1.84 | 24.70 |
Data as of 07/22/2011, Common starting date is 05/26/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBEBX (Managers AMG Chicago Eq Part Bal B ) |
-7.18%
Aug 2000 – Aug 2003 |
-1.49%
Feb 2004 – Feb 2009 |
1.03%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBEBX (Managers AMG Chicago Eq Part Bal B ) |
12.66%
Feb 2003 – Feb 2006 |
11.21%
Sep 2002 – Sep 2007 |
4.53%
Mar 2001 – Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart