Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MCCMX (Brf Clf Mplop C1) | NA | -63.18% | -26.63% | -15.76% | -6.52% | -2.92% | -1.19% | … | … |
Data as of 01/07/2022, Common starting date is 10/21/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCCMX (Brf Clf Mplop C1) | 10/21/1994 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 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 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -63.18 | -26.63 | -15.76 | -6.52 | -2.92 | -1.19 | … | … | 0.00 | -63.18 | 1.52 | 6.01 | 0.66 | 6.61 | -0.20 | 4.24 | 11.80 | -5.93 | 10.92 | 12.41 | 1.11 | 12.29 | -4.15 | 1.66 | 3.72 | 2.52 | 2.56 | 3.85 | 8.51 | 4.23 | 12.78 | -5.60 | 5.42 | 8.01 | 3.77 | 16.95 | -1.74 |
| Sharpe Ratio | NA | -0.63 | -0.47 | -0.37 | -0.22 | NA | NA | … | … | NA | -0.63 | 2.53 | 2.70 | -0.43 | 2.57 | -0.15 | 2.41 | 5.63 | -1.16 | 3.54 | 3.03 | 0.23 | 2.74 | -0.56 | -0.55 | 0.19 | 0.15 | 0.45 | 0.85 | 2.20 | 0.74 | 3.13 | -2.52 | 0.66 | 1.45 | 0.01 | 3.14 | -0.22 |
| Standard Deviation(%) | NA | 99.92 | 57.67 | 44.73 | 31.72 | NA | NA | … | … | NA | 124.24 | 0.50 | 1.71 | 1.58 | 2.34 | 2.76 | 1.74 | 2.09 | 5.13 | 3.10 | 4.09 | 4.35 | 4.45 | 8.99 | 2.46 | 2.18 | 2.30 | 3.60 | 3.73 | 3.37 | 2.61 | 2.79 | 3.50 | 3.16 | 3.10 | 31.03 | 4.18 | 56.33 |
| Draw Down(%) | NA | 63.18 | 63.18 | 63.18 | 63.18 | NA | NA | … | … | NA | 63.18 | 0.20 | 0.80 | 1.56 | 1.49 | 5.45 | 1.56 | 0.98 | 12.04 | 2.94 | 4.64 | 8.14 | 4.03 | 13.21 | 2.58 | 1.22 | 1.81 | 5.92 | 5.25 | 4.15 | 3.72 | 3.39 | 8.01 | 2.32 | 2.70 | 14.71 | 3.04 | 18.17 |
| Yield(%) | 0.00 | 0.00 | 0.76 | 1.80 | 2.52 | 3.00 | 3.28 | … | … | 0.00 | 0.00 | 0.11 | 2.16 | 3.86 | 2.72 | 2.13 | 2.87 | 3.22 | 3.92 | 3.55 | 4.45 | 3.87 | 4.18 | 3.58 | 3.61 | 3.81 | 4.01 | 3.36 | 4.19 | 4.48 | 4.50 | 4.80 | 4.41 | 6.69 | 4.90 | 5.62 | 5.35 | 1.07 |
Data as of 01/07/2022, Common starting date is 10/21/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCCMX (Brf Clf Mplop C1) |
-26.65%
Jul 2018 – Jul 2021 |
-16.29%
Aug 2016 – Aug 2021 |
-6.40%
Dec 2011 – Dec 2021 |
-2.94%
Nov 2006 – Nov 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCCMX (Brf Clf Mplop C1) |
9.89%
Nov 1994 – Nov 1997 |
7.57%
Feb 2008 – Feb 2013 |
6.01%
Nov 1994 – Nov 2004 |
5.24%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison Chart