Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MCWIX (Blk Rk Sg Bf C1) | NA | 0.00% | 2.50% | 2.51% | 2.05% | 2.68% | 3.98% | … | … |
Data as of 01/07/2022, Common starting date is 10/21/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCWIX (Blk Rk Sg Bf 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 | 0.00 | 2.50 | 2.51 | 2.05 | 2.68 | 3.98 | … | … | 0.00 | 0.00 | 0.92 | 7.44 | -1.62 | 6.46 | 4.24 | -5.35 | 0.08 | 0.95 | 7.83 | 2.06 | 3.07 | 10.48 | -2.84 | 7.09 | 6.26 | -5.96 | 14.77 | 35.10 | -3.29 | 4.54 | 0.19 | 11.10 | -24.11 | 5.32 | 10.19 | 14.40 | -1.90 |
| Sharpe Ratio | NA | 0.00 | 0.90 | 0.67 | 0.51 | NA | NA | … | … | NA | 0.00 | 0.92 | 1.59 | -0.97 | 1.57 | 0.80 | -1.10 | 0.03 | 0.33 | 3.00 | 0.65 | 0.84 | 1.93 | -0.39 | 0.73 | 0.41 | -1.19 | 2.02 | 6.79 | -0.64 | 0.31 | -0.74 | 1.28 | -2.16 | 0.31 | 2.02 | 2.74 | -5.00 |
| Standard Deviation(%) | NA | 0.23 | 2.17 | 2.74 | 3.25 | NA | NA | … | … | NA | NA | 0.75 | 3.79 | 3.05 | 3.73 | 5.05 | 4.89 | 1.79 | 2.80 | 2.61 | 3.12 | 3.55 | 5.39 | 9.61 | 5.56 | 7.30 | 6.84 | 6.86 | 5.07 | 6.85 | 7.24 | 5.19 | 6.13 | 12.68 | 5.78 | 3.29 | 3.85 | 2.68 |
| Draw Down(%) | NA | 0.00 | 1.63 | 5.94 | 7.13 | NA | NA | … | … | NA | 0.00 | 0.49 | 1.63 | 5.94 | 2.40 | 6.73 | 6.08 | 1.39 | 3.87 | 1.46 | 2.75 | 3.39 | 5.41 | 17.54 | 4.22 | 6.25 | 9.54 | 8.32 | 5.24 | 16.75 | 10.01 | 7.91 | 5.44 | 32.16 | 4.84 | 1.84 | 2.09 | 2.70 |
| Yield(%) | 0.00 | 0.00 | 0.66 | 1.24 | 1.71 | 2.61 | 3.55 | … | … | 0.00 | 0.00 | 0.11 | 1.88 | 1.72 | 2.45 | 1.97 | 4.41 | 0.71 | 1.56 | 2.23 | 2.35 | 3.06 | 8.20 | 4.85 | 4.51 | 3.32 | 2.67 | 4.70 | 8.37 | 7.65 | 9.72 | 8.71 | 8.05 | 7.51 | 6.35 | 6.92 | 7.90 | 0.95 |
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 |
|---|---|---|---|---|
| MCWIX (Blk Rk Sg Bf C1) |
-5.92%
Nov 1997 – Nov 2000 |
-4.90%
Sep 1997 – Sep 2002 |
1.95%
Aug 2010 – Aug 2020 |
2.56%
Dec 2004 – Dec 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCWIX (Blk Rk Sg Bf C1) |
18.08%
Jul 2002 – Jul 2005 |
12.56%
Oct 2002 – Oct 2007 |
8.10%
Sep 2002 – Sep 2012 |
5.97%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart