Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MER (MERRILL LYNCH & CO. INC.) | NA | 2.32% | 0.77% | 0.46% | 0.23% | 14.26% | 13.37% | 12.76% |
Data as of 06/07/2019, AR inception is 12/31/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MER (MERRILL LYNCH & CO. INC.) | 12/31/1997 | 06/07/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.99 | 2.32 | 0.77 | 0.46 | 0.23 | 14.26 | 13.37 | 12.76 | 2.32 | 3,164.60 | -41.32 | 39.26 | 14.79 | 3.12 | 56.76 | -26.03 | -22.71 | 65.48 | 24.81 | -8.48 | 0.00 |
| Sharpe Ratio | NA | 8.16 | 0.56 | 0.26 | 0.11 | NA | NA | 0.10 | 0.18 | 0.07 | -1.24 | 1.83 | 0.74 | 0.10 | 1.92 | -0.61 | -0.51 | 1.19 | 0.43 | -0.21 | NA |
| Standard Deviation(%) | NA | 396.98 | 396.98 | 396.98 | 396.98 | NA | NA | 113.89 | 20.61 | 597.35 | 36.09 | 19.71 | 16.96 | 20.66 | 29.26 | 44.20 | 50.53 | 51.46 | 50.16 | 56.26 | 0.00 |
| Draw Down(%) | NA | 13.82 | 13.82 | 13.82 | 13.82 | NA | NA | 91.29 | 10.80 | 13.82 | 46.54 | 18.30 | 14.74 | 25.57 | 26.24 | 50.71 | 54.65 | 24.14 | 36.27 | 65.03 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.56 | 0.55 | 0.53 | 0.00 | 0.00 | 1.50 | 1.46 | 1.28 | 1.10 | 1.61 | 1.23 | 0.97 | 1.30 | 0.00 | 0.00 | 0.00 |
Data as of 06/07/2019, AR inception is 12/31/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MER (MERRILL LYNCH & CO. INC.) |
-42.93%
Dec 2005 - Dec 2008 |
-26.12%
Dec 2003 - Dec 2008 |
-8.59%
Dec 1998 - Dec 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MER (MERRILL LYNCH & CO. INC.) |
78.11%
Jan 2016 - Jan 2019 |
53.46%
Apr 2014 - Apr 2019 |
29.58%
Apr 2009 - Apr 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart