Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MFRI (MFRI Inc) | NA | 7.48% | -21.74% | -0.41% | -8.54% | 6.19% | -0.23% | … | … |
Data as of 03/20/2017, Common starting date is 02/27/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MFRI (MFRI Inc) | 02/27/1992 | 03/20/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.58 | 7.48 | -21.74 | -0.41 | -8.54 | 6.19 | -0.23 | … | … | -4.20 | 23.85 | -6.70 | -51.15 | 153.09 | -18.06 | -32.75 | 51.32 | 57.04 | -59.42 | -45.84 | 266.85 | -51.62 | 325.29 | 58.18 | -47.12 | 36.77 | -47.10 | -13.75 | -41.18 | 7.09 | 27.00 | 13.64 | -18.52 | -10.00 | 36.36 |
| Sharpe Ratio | NA | -0.94 | -1.05 | -0.52 | -0.59 | NA | NA | … | … | -1.25 | -0.26 | -0.60 | -1.39 | 3.20 | -1.13 | -1.14 | 1.01 | 0.64 | -1.03 | -1.20 | 4.21 | -1.11 | 4.29 | 0.46 | -0.77 | 0.27 | -1.50 | -0.17 | -0.70 | 0.08 | 0.46 | 0.13 | -0.34 | -0.18 | 0.46 |
| Standard Deviation(%) | NA | 32.52 | 42.96 | 41.95 | 48.96 | NA | NA | … | … | 33.03 | 39.15 | 41.74 | 50.23 | 42.10 | 32.66 | 45.03 | 32.48 | 59.66 | 76.50 | 56.93 | 58.45 | 65.74 | 71.31 | 84.17 | 86.56 | 58.72 | 46.95 | 101.46 | 64.00 | 44.05 | 50.57 | 75.47 | 63.29 | 67.59 | 90.31 |
| Draw Down(%) | NA | 21.41 | 72.08 | 73.10 | 86.38 | NA | NA | … | … | 21.41 | 13.81 | 35.52 | 67.50 | 14.17 | 40.79 | 50.77 | 19.95 | 26.62 | 76.39 | 66.16 | 26.43 | 54.14 | 19.94 | 36.92 | 57.14 | 25.71 | 53.21 | 51.09 | 46.48 | 23.19 | 15.63 | 28.89 | 48.65 | 25.71 | 18.52 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/20/2017, Common starting date is 02/27/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFRI (MFRI Inc) |
-40.15%
Jun 2007 – Jun 2010 |
-29.68%
Oct 1997 – Oct 2002 |
-14.23%
Jan 1993 – Jan 2003 |
-4.04%
Nov 1997 – Nov 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFRI (MFRI Inc) |
102.72%
Jun 2004 – Jun 2007 |
68.17%
Jul 2002 – Jul 2007 |
19.43%
Jan 2004 – Jan 2014 |
11.13%
Jun 1992 – Jun 2007 |
Annualized Rolling Returns Comparison Chart