Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MCNKX (Brf Nw Yrk Mo C1) | NA | 0.00% | 2.75% | 2.16% | 3.71% | 3.51% | 3.62% | 4.26% |
Data as of 08/23/2021, AR inception is 10/21/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCNKX (Brf Nw Yrk Mo C1) | 10/21/1994 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | 0.00 | 2.75 | 2.16 | 3.71 | 3.51 | 3.62 | 4.26 | 0.00 | 1.89 | 6.46 | 0.47 | 6.30 | 0.59 | 3.82 | 13.15 | -6.42 | 9.71 | 8.33 | 1.76 | 19.06 | -11.51 | 0.53 | 5.28 | 3.42 | 3.59 | 3.20 | 8.08 | 3.33 | 13.12 | -7.87 | 5.19 | 8.95 | 2.69 | 15.57 | -2.05 |
| Sharpe Ratio | NA | 0.00 | 1.64 | 0.70 | 1.27 | NA | NA | 0.76 | 0.00 | 2.84 | 2.89 | -0.51 | 2.26 | 0.12 | 1.89 | 5.81 | -1.32 | 3.51 | 2.54 | 0.49 | 5.28 | -1.75 | -1.01 | 0.87 | 0.57 | 0.88 | 0.75 | 2.22 | 0.36 | 3.09 | -2.79 | 0.50 | 1.52 | -0.15 | 2.43 | -2.39 |
| Standard Deviation(%) | NA | 0.26 | 1.24 | 2.05 | 2.62 | NA | NA | 3.44 | NA | 0.58 | 1.75 | 1.68 | 2.52 | 3.24 | 2.01 | 2.26 | 4.88 | 2.77 | 3.27 | 3.37 | 3.59 | 7.10 | 2.48 | 2.29 | 2.19 | 3.00 | 3.35 | 3.14 | 2.85 | 2.94 | 3.98 | 3.76 | 3.56 | 5.31 | 4.83 | 5.89 |
| Draw Down(%) | NA | 0.00 | 1.40 | 6.26 | 12.20 | NA | NA | 16.21 | 0.00 | 0.26 | 0.97 | 1.54 | 1.76 | 6.30 | 2.89 | 1.54 | 11.43 | 2.68 | 3.43 | 6.21 | 2.95 | 16.21 | 3.20 | 1.21 | 1.90 | 4.81 | 4.08 | 3.79 | 4.27 | 3.93 | 10.44 | 3.00 | 2.81 | 5.95 | 3.54 | 5.74 |
| Yield(%) | 0.00 | 0.00 | 1.55 | 1.86 | 2.73 | 2.99 | 3.25 | 3.93 | 0.00 | 0.15 | 2.33 | 3.53 | 2.59 | 2.50 | 2.92 | 3.52 | 3.37 | 3.76 | 4.21 | 3.75 | 4.72 | 3.92 | 3.85 | 3.98 | 4.27 | 3.96 | 4.29 | 4.26 | 4.12 | 4.41 | 4.01 | 7.11 | 4.72 | 4.56 | 5.19 | 1.00 |
Data as of 08/23/2021, AR inception is 10/21/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCNKX (Brf Nw Yrk Mo C1) |
-2.16%
Dec 2005 - Dec 2008 |
0.07%
Dec 2003 - Dec 2008 |
1.88%
Dec 1998 - Dec 2008 |
3.12%
Aug 1998 - Aug 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCNKX (Brf Nw Yrk Mo C1) |
9.48%
Dec 2008 - Dec 2011 |
6.67%
Jan 2000 - Jan 2005 |
5.46%
Nov 1994 - Nov 2004 |
4.93%
Jan 2000 - Jan 2015 |
Annualized Rolling Returns Comparison Chart