Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MBTF (MBT Financial Corp) | NA | -6.97% | 13.84% | 25.67% | 20.23% | -1.08% | NA | … | … |
Data as of 09/12/2019, Common starting date is 01/07/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MBTF (MBT Financial Corp) | 01/07/2000 | 09/12/2019 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -6.97 | 13.84 | 25.67 | 20.23 | -1.08 | NA | … | … | 9.08 | 1.49 | 6.97 | 93.93 | 36.78 | 17.18 | 49.79 | 111.61 | -37.08 | 18.67 | -50.16 | -61.96 | -38.88 | -1.20 | -27.82 | 45.52 | 27.34 | -0.10 | 7.35 | -34.22 |
| Sharpe Ratio | NA | -0.29 | 0.45 | 0.92 | 0.38 | NA | NA | … | … | 0.44 | 0.01 | 0.22 | 2.99 | 1.78 | 0.45 | 1.25 | 1.72 | -0.50 | 0.20 | -0.68 | -1.01 | -1.51 | -0.19 | -1.05 | 1.80 | 0.81 | -0.08 | 0.15 | -0.94 |
| Standard Deviation(%) | NA | 28.94 | 28.72 | 27.15 | 51.52 | NA | NA | … | … | 26.67 | 28.52 | 28.60 | 31.13 | 20.69 | 38.38 | 39.77 | 65.57 | 73.89 | 94.50 | 74.04 | 62.00 | 27.89 | 24.37 | 28.64 | 24.74 | 32.84 | 14.67 | 33.28 | 41.11 |
| Draw Down(%) | NA | 27.58 | 27.58 | 27.58 | 77.33 | NA | NA | … | … | 18.39 | 27.58 | 21.86 | 21.61 | 7.34 | 26.57 | 30.28 | 25.81 | 57.29 | 66.40 | 58.13 | 71.43 | 38.92 | 16.81 | 27.82 | 7.45 | 19.87 | 6.88 | 23.62 | 41.35 |
| Yield(%) | 0.00 | 3.73 | 9.01 | 13.43 | 13.53 | 1.92 | 0.93 | … | … | 3.28 | 9.47 | 9.15 | 11.21 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.66 | 6.11 | 4.74 | 4.21 | 2.87 | 3.71 | 4.39 | 2.89 | 3.70 | 0.27 |
Data as of 09/12/2019, Common starting date is 01/07/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBTF (MBT Financial Corp) |
-51.25%
Dec 2006 – Dec 2009 |
-39.26%
Dec 2004 – Dec 2009 |
-19.53%
Sep 2001 – Sep 2011 |
-6.33%
Apr 2000 – Apr 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBTF (MBT Financial Corp) |
54.87%
Dec 2011 – Dec 2014 |
58.02%
Dec 2011 – Dec 2016 |
23.03%
Feb 2009 – Feb 2019 |
2.23%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart