Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MBFI (MB Financial Inc) | NA | -1.49% | 9.90% | 7.91% | 11.93% | 2.22% | 7.18% | … | … |
Data as of 03/21/2019, Common starting date is 04/07/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MBFI (MB Financial Inc) | 04/07/1995 | 03/21/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -9.31 | -1.49 | 9.90 | 7.91 | 11.93 | 2.22 | 7.18 | … | … | 6.94 | -10.06 | -3.95 | 48.79 | 0.49 | 4.29 | 65.01 | 16.28 | -1.05 | -11.94 | -28.76 | -6.99 | -16.32 | 8.22 | -14.79 | 17.37 | 8.56 | 33.64 | 103.29 | 7.54 | -19.76 | -4.62 | -5.11 | 18.10 | 26.09 |
| Sharpe Ratio | NA | -0.11 | 0.37 | 0.30 | 0.36 | NA | NA | … | … | 1.55 | -0.43 | -0.20 | 1.88 | 0.02 | 0.19 | 3.08 | 0.66 | -0.02 | -0.32 | -0.39 | -0.12 | -0.71 | 0.30 | -0.85 | 0.74 | 0.19 | 1.19 | 2.51 | 0.09 | -0.87 | -0.19 | -0.22 | 0.51 | 1.33 |
| Standard Deviation(%) | NA | 25.83 | 24.60 | 24.81 | 34.23 | NA | NA | … | … | 22.22 | 26.71 | 23.10 | 25.78 | 25.94 | 22.79 | 21.10 | 24.72 | 49.47 | 37.48 | 73.79 | 65.71 | 27.51 | 16.64 | 19.95 | 22.30 | 41.93 | 27.42 | 41.19 | 39.19 | 26.30 | 41.91 | 39.38 | 28.58 | 25.34 |
| Draw Down(%) | NA | 26.75 | 26.75 | 26.75 | 46.36 | NA | NA | … | … | 10.25 | 26.75 | 18.39 | 12.76 | 15.14 | 18.85 | 8.60 | 17.26 | 34.67 | 46.36 | 65.63 | 42.22 | 21.31 | 8.92 | 16.44 | 17.49 | 35.40 | 15.12 | 23.56 | 28.00 | 23.44 | 53.95 | 31.08 | 18.03 | 9.02 |
| Yield(%) | 0.00 | 0.56 | 1.87 | 1.97 | 2.52 | 1.25 | 4.77 | … | … | 0.00 | 1.08 | 1.73 | 2.37 | 2.03 | 1.65 | 2.10 | 0.75 | 0.22 | 0.20 | 0.54 | 2.41 | 1.91 | 1.89 | 1.33 | 1.40 | 4.24 | 5.11 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/21/2019, Common starting date is 04/07/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBFI (MB Financial Inc) |
-32.89%
May 2006 – May 2009 |
-21.17%
Jun 2004 – Jun 2009 |
-4.33%
Nov 2002 – Nov 2012 |
0.61%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBFI (MB Financial Inc) |
67.42%
Nov 2000 – Nov 2003 |
33.54%
Mar 2000 – Mar 2005 |
14.62%
Feb 2009 – Feb 2019 |
9.64%
Mar 2000 – Mar 2015 |
Annualized Rolling Returns Comparison Chart