Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MECVF (mdf commerce inc) | NA | 63.46% | -12.32% | -4.45% | -9.56% | 0.92% | -3.11% | … | … |
Data as of 05/22/2024, Common starting date is 08/02/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MECVF (mdf commerce inc) | 08/02/2001 | 05/22/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.41 | 63.46 | -12.32 | -4.45 | -9.56 | 0.92 | -3.11 | … | … | 41.20 | 6.81 | -34.33 | -60.55 | 133.20 | -38.06 | -25.31 | -17.88 | -33.84 | 11.82 | 37.92 | 102.41 | 35.94 | -38.09 | -8.90 | -20.37 | 17.76 | -5.02 | 139.47 | -7.57 | -5.37 |
| Sharpe Ratio | NA | 1.16 | -0.35 | -0.16 | -0.18 | NA | NA | … | … | 1.97 | 0.06 | -0.43 | -0.73 | 1.04 | -0.24 | -0.17 | -0.10 | -0.03 | 0.11 | 0.22 | 0.42 | 0.16 | -0.16 | -0.07 | -0.17 | 0.11 | -0.08 | 0.57 | -0.27 | -1.14 |
| Standard Deviation(%) | NA | 51.34 | 70.61 | 76.30 | 80.88 | NA | NA | … | … | 69.62 | 41.09 | 82.56 | 83.49 | 86.98 | 194.89 | 151.69 | 130.26 | 458.41 | 121.84 | 167.85 | 232.98 | 140.76 | 403.35 | 147.22 | 162.85 | 127.53 | 71.75 | 145.34 | 42.97 | 47.50 |
| Draw Down(%) | NA | 18.66 | 86.77 | 89.81 | 93.56 | NA | NA | … | … | 12.29 | 38.23 | 72.13 | 67.70 | 42.11 | 38.30 | 25.31 | 17.88 | 37.46 | 3.96 | 7.33 | 3.88 | 7.96 | 38.09 | 21.86 | 25.98 | 18.96 | 22.08 | 13.18 | 7.57 | 5.61 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.41 | 0.14 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.58 | 0.00 | 1.91 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/22/2024, Common starting date is 08/02/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MECVF (mdf commerce inc) |
-47.37%
Jul 2019 – Jul 2022 |
-35.78%
Jul 2017 – Jul 2022 |
-11.56%
Feb 2014 – Feb 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MECVF (mdf commerce inc) |
35.72%
Jul 2010 – Jul 2013 |
37.63%
Aug 2007 – Aug 2012 |
-1.79%
Jan 2013 – Jan 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart