Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MCV (Medley Capital Corporation SR NT 23) | NA | 7.24% | 5.30% | 6.07% | NA | NA | NA | … | … |
Data as of 12/31/2020, Common starting date is 03/22/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCV (Medley Capital Corporation SR NT 23) | 03/22/2013 | 12/31/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.26 | 7.24 | 5.30 | 6.07 | NA | NA | NA | … | … | 7.24 | -8.63 | -7.75 | -3.55 | -2.99 | -1.66 | 3.61 | -14.97 |
| Sharpe Ratio | NA | 0.15 | 0.13 | 0.21 | NA | NA | NA | … | … | 0.15 | -0.09 | -0.10 | -0.16 | -0.07 | -0.03 | 0.06 | -0.26 |
| Standard Deviation(%) | NA | 47.92 | 30.92 | 25.54 | NA | NA | NA | … | … | 47.92 | 108.31 | 86.68 | 25.82 | 42.52 | 62.67 | 56.08 | 72.04 |
| Draw Down(%) | NA | 47.25 | 47.68 | 47.68 | NA | NA | NA | … | … | 47.25 | 35.50 | 22.05 | 8.67 | 21.83 | 16.18 | 24.22 | 34.36 |
| Yield(%) | 0.00 | 3.18 | 5.10 | 5.37 | 3.69 | 2.46 | 1.85 | … | … | 3.21 | 6.19 | 6.12 | 4.59 | 6.38 | 0.00 | 6.76 | 4.78 |
Data as of 12/31/2020, Common starting date is 03/22/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCV (Medley Capital Corporation SR NT 23) |
-8.70%
Mar 2017 – Mar 2020 |
-3.77%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCV (Medley Capital Corporation SR NT 23) |
9.82%
Feb 2016 – Feb 2019 |
6.86%
Dec 2013 – Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart