Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MFSF (MutualFirst Financial Inc) | NA | -13.77% | -8.34% | 2.72% | 11.01% | 0.61% | 5.14% | … | … |
Data as of 04/24/2020, Common starting date is 12/30/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MFSF (MutualFirst Financial Inc) | 12/30/1999 | 04/24/2020 |
| 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 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.11 | -13.77 | -8.34 | 2.72 | 11.01 | 0.61 | 5.14 | … | … | -37.31 | 49.30 | -31.08 | 16.47 | 33.47 | 13.35 | 27.73 | 49.87 | 61.67 | -23.98 | 55.52 | -11.41 | -51.58 | -34.25 | -3.64 | -9.65 | -3.03 | 27.01 | 30.93 | 2.37 | 51.28 | 1.30 |
| Sharpe Ratio | NA | -0.69 | -0.83 | -0.64 | -0.30 | NA | NA | … | … | -1.13 | 0.94 | -2.11 | -0.12 | -0.03 | -0.21 | 0.51 | 1.33 | 1.34 | -1.22 | 0.96 | -0.41 | -1.35 | -1.86 | -1.15 | -1.81 | -1.40 | 0.32 | 0.62 | -1.52 | -0.82 | NA |
| Standard Deviation(%) | NA | 52.95 | 36.24 | 32.44 | 30.88 | NA | NA | … | … | 84.25 | 27.79 | 24.92 | 24.07 | 24.53 | 24.58 | 18.07 | 23.63 | 32.52 | 34.85 | 38.36 | 73.59 | 52.65 | 30.43 | 22.73 | 16.91 | 16.11 | 23.95 | 17.93 | 12.65 | 21.12 | 0.00 |
| Draw Down(%) | NA | 42.06 | 42.23 | 42.23 | 42.23 | NA | NA | … | … | 41.24 | 12.69 | 38.20 | 10.12 | 11.99 | 16.42 | 7.56 | 15.00 | 10.00 | 35.96 | 31.03 | 52.57 | 55.65 | 34.48 | 13.96 | 15.30 | 19.05 | 14.21 | 13.06 | 8.26 | 10.26 | 0.00 |
| 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 |
Data as of 04/24/2020, Common starting date is 12/30/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFSF (MutualFirst Financial Inc) |
-39.22%
Feb 2006 – Feb 2009 |
-27.85%
Feb 2004 – Feb 2009 |
-7.34%
Nov 2001 – Nov 2011 |
0.38%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFSF (MutualFirst Financial Inc) |
48.15%
Sep 2011 – Sep 2014 |
36.17%
Dec 2011 – Dec 2016 |
20.83%
Dec 2009 – Dec 2019 |
6.62%
Mar 2000 – Mar 2015 |
Annualized Rolling Returns Comparison Chart