Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 03/15/2012.
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
MGITX (Managers International Equity ) | NA | -8.30% | 14.11% | -5.87% | 3.23% | 2.84% | NA | 3.34% |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
MGITX (Managers International Equity ) | 06/21/1996 | 03/15/2012 |
The return data shown below all have the same latest date: 03/15/2012.
AR inception is since 06/21/1996.
AR inception is since 06/21/1996.
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -0.02 | -8.30 | 14.11 | -5.87 | 3.23 | 2.84 | NA | 3.34 | 5.24 | -13.98 | 4.31 | 31.68 | -48.92 | 14.87 | 27.64 | 15.29 | 15.24 | 33.22 | -16.71 | -23.35 | -8.40 | 25.30 | 14.58 | 10.83 | 6.75 |
Sharpe Ratio | NA | -0.32 | 0.61 | -0.23 | 0.09 | NA | NA | -0.07 | 2.83 | -0.53 | 0.21 | 1.10 | -1.16 | 0.63 | 1.62 | 1.20 | 0.97 | 2.31 | -1.05 | -1.73 | -0.96 | 1.85 | 0.66 | -3.43 | 1.38 |
Standard Deviation(%) | NA | 26.02 | 23.59 | 29.09 | 23.26 | NA | NA | 20.01 | 10.13 | 26.31 | 20.57 | 28.70 | 42.84 | 19.03 | 15.13 | 10.91 | 14.80 | 14.07 | 16.99 | 15.04 | 12.96 | 11.94 | 17.03 | 12.89 | 7.03 |
Draw Down(%) | NA | 26.04 | 26.04 | 63.79 | 63.79 | NA | NA | 63.79 | 2.51 | 26.04 | 18.65 | 26.55 | 59.91 | 13.19 | 17.80 | 7.81 | 13.36 | 15.10 | 29.17 | 31.28 | 15.46 | 8.82 | 23.65 | 10.99 | 4.60 |
Yield(%) | 0.00 | 2.24 | 2.03 | 0.76 | 1.36 | 2.75 | 2.31 | 3.08 | 1.09 | 1.25 | 0.92 | 0.86 | 0.23 | 0.54 | 2.13 | 1.04 | 0.79 | 1.49 | 0.25 | 0.51 | 7.15 | 4.91 | 7.27 | 6.49 | 3.22 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MGITX (Managers International Equity ) |
-18.69%
Mar 2000 - Mar 2003 |
-7.64%
Mar 1998 - Mar 2003 |
-1.99%
Feb 1999 - Feb 2009 |
2.54%
Dec 1996 - Dec 2011 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MGITX (Managers International Equity ) |
29.76%
Mar 2003 - Mar 2006 |
23.05%
Oct 2002 - Oct 2007 |
8.95%
Oct 1997 - Oct 2007 |
4.36%
Jul 1996 - Jul 2011 |
Annualized Rolling Returns Comparison Chart