Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MBVT (Merchants BancsharesInc) | NA | 79.02% | 21.89% | 17.87% | 12.90% | 9.50% | 12.28% | … | … |
Data as of 05/12/2017, Common starting date is 03/29/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MBVT (Merchants BancsharesInc) | 03/29/1993 | 05/12/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.78 | 79.02 | 21.89 | 17.87 | 12.90 | 9.50 | 12.28 | … | … | -7.10 | 78.22 | 6.73 | -5.08 | 29.85 | -4.55 | 10.43 | 27.67 | 27.05 | -15.88 | 7.63 | -0.09 | -13.73 | 14.99 | 40.72 | -2.42 | 55.23 | 18.81 | -12.44 | -20.41 | 75.91 | 25.83 | 46.34 | -22.56 | -8.47 |
| Sharpe Ratio | NA | 1.34 | -0.06 | -0.15 | -0.24 | NA | NA | … | … | -1.42 | 1.27 | -0.49 | -1.09 | 0.55 | -0.99 | -0.24 | 0.33 | 0.22 | -0.79 | -0.83 | -1.52 | -1.62 | -0.17 | 0.69 | -0.81 | 1.45 | -0.16 | -0.85 | -0.69 | 2.32 | 0.58 | 0.68 | -0.24 | -0.12 |
| Standard Deviation(%) | NA | 33.43 | 27.19 | 25.27 | 30.14 | NA | NA | … | … | 22.14 | 34.62 | 24.21 | 21.62 | 20.69 | 23.54 | 33.83 | 27.53 | 39.15 | 44.71 | 17.32 | 14.83 | 21.45 | 27.51 | 30.95 | 27.45 | 24.02 | 27.45 | 18.37 | 34.57 | 31.02 | 38.46 | 62.71 | 106.77 | 107.59 |
| Draw Down(%) | NA | 13.58 | 18.21 | 18.21 | 27.17 | NA | NA | … | … | 13.42 | 12.73 | 15.41 | 15.20 | 12.29 | 14.90 | 16.02 | 11.77 | 25.08 | 27.17 | 11.91 | 6.26 | 14.76 | 20.25 | 10.40 | 22.62 | 10.43 | 19.32 | 15.42 | 47.18 | 10.29 | 10.94 | 16.00 | 42.42 | 33.33 |
| Yield(%) | 0.00 | 3.92 | 3.68 | 4.28 | 4.99 | 5.07 | 6.71 | … | … | 1.04 | 3.70 | 3.65 | 3.37 | 4.03 | 3.86 | 3.92 | 4.88 | 6.08 | 4.87 | 4.82 | 4.67 | 3.81 | 18.05 | 4.54 | 4.00 | 5.53 | 4.54 | 3.15 | 2.18 | 2.60 | 0.00 | 0.00 | 1.67 | 0.00 |
Data as of 05/12/2017, Common starting date is 03/29/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBVT (Merchants BancsharesInc) |
-6.10%
Dec 1997 – Dec 2000 |
-2.14%
Dec 2003 – Dec 2008 |
4.29%
Jan 2005 – Jan 2015 |
6.87%
Dec 1997 – Dec 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBVT (Merchants BancsharesInc) |
51.90%
Mar 1995 – Mar 1998 |
26.29%
Mar 2000 – Mar 2005 |
20.72%
Dec 1994 – Dec 2004 |
13.90%
Apr 1995 – Apr 2010 |
Annualized Rolling Returns Comparison Chart