Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MC (Moelis & Company) | NA | 21.93% | 6.83% | 4.05% | 8.57% | 1.32% | 4.12% | … | … |
Data as of 03/30/2015, Common starting date is 09/02/1983
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MC (Moelis & Company) | 09/02/1983 | 03/30/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.85 | 21.93 | 6.83 | 4.05 | 8.57 | 1.32 | 4.12 | … | … | -12.65 | 110.15 | 3.22 | 4.72 | 22.00 | 16.19 | 46.72 | -23.26 | -45.70 | -16.20 | 59.99 | 14.88 | -6.83 | -0.69 | 0.97 | 20.84 | 45.23 | -20.14 | -1.20 | -28.01 | -20.93 | 23.27 | 32.89 | 97.01 | 4.74 | -27.79 | 36.75 |
| Sharpe Ratio | NA | 1.61 | 0.43 | 0.25 | 0.22 | NA | NA | … | … | -1.38 | 0.22 | 0.01 | 0.05 | 0.87 | 0.60 | 1.43 | -0.71 | -1.22 | -0.63 | 1.58 | 0.38 | -0.39 | -0.26 | -0.12 | 0.88 | 1.75 | -0.84 | -0.20 | -0.98 | -1.27 | 0.67 | 0.53 | 2.42 | -0.02 | -1.15 | 5.31 |
| Standard Deviation(%) | NA | 51.87 | 51.87 | 51.87 | 34.43 | NA | NA | … | … | 31.31 | 56.98 | 25.27 | 27.72 | 22.70 | 25.51 | 32.18 | 34.36 | 39.92 | 32.00 | 35.99 | 30.18 | 26.43 | 16.23 | 24.72 | 20.27 | 24.59 | 26.74 | 24.08 | 33.68 | 21.06 | 27.50 | 54.67 | 38.08 | 24.54 | 29.99 | 29.32 |
| Draw Down(%) | NA | 17.00 | 17.00 | 17.00 | 31.96 | NA | NA | … | … | 15.70 | 17.00 | 20.83 | 28.00 | 10.41 | 19.49 | 29.97 | 34.92 | 53.07 | 25.33 | 18.44 | 23.95 | 35.28 | 14.11 | 19.45 | 18.65 | 15.96 | 29.80 | 27.91 | 30.39 | 26.05 | 26.48 | 37.69 | 21.19 | 24.15 | 38.07 | 10.82 |
| Yield(%) | 0.00 | 6.13 | 2.04 | 1.23 | 1.74 | 0.07 | 0.12 | … | … | 0.57 | 5.37 | 1.39 | 1.09 | 1.03 | 0.90 | 1.08 | 0.63 | 0.44 | 0.04 | 0.07 | 0.06 | 0.06 | 0.07 | 0.04 | 0.10 | 0.07 | 0.04 | 0.07 | 0.04 | 0.04 | 0.04 | 0.04 | 0.08 | 0.06 | 0.10 | 0.04 |
Data as of 03/30/2015, Common starting date is 09/02/1983
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MC (Moelis & Company) |
-34.01%
Mar 2000 – Mar 2003 |
-13.97%
Sep 1987 – Sep 1992 |
-4.39%
Apr 1993 – Apr 2003 |
-6.47%
Apr 1988 – Apr 2003 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MC (Moelis & Company) |
61.10%
Jul 1985 – Jul 1988 |
25.51%
Apr 2003 – Apr 2008 |
12.11%
Aug 1985 – Aug 1995 |
12.07%
Aug 1985 – Aug 2000 |
Annualized Rolling Returns Comparison Chart