Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MKTX (MarketAxess Holdings Inc.) | -34.84% | -47.33% | -23.58% | -22.63% | -1.07% | 12.79% | 13.82% | … | … |
Data as of 06/05/2026, Common starting date is 11/05/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MKTX (MarketAxess Holdings Inc.) | 11/05/2004 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -10.08 | -47.33 | -23.58 | -22.63 | -1.07 | 12.79 | 13.82 | … | … | -34.84 | -18.54 | -21.83 | 6.11 | -31.50 | -27.51 | 51.29 | 80.67 | 5.63 | 38.29 | 32.69 | 57.01 | 8.32 | 91.67 | 18.85 | 46.86 | 52.35 | 71.30 | -36.40 | -5.45 | 18.72 | -32.80 | -2.74 |
| Sharpe Ratio | NA | -1.51 | -0.79 | -0.73 | -0.05 | NA | NA | … | … | -2.08 | -0.77 | -0.74 | 0.07 | -0.86 | -0.87 | 1.09 | 2.55 | 0.18 | 1.55 | 1.34 | 1.88 | 0.31 | 3.71 | 0.57 | 1.05 | 1.46 | 0.94 | -0.35 | -0.19 | 0.42 | -0.71 | -0.30 |
| Standard Deviation(%) | NA | 27.04 | 31.28 | 33.25 | 32.66 | NA | NA | … | … | 27.37 | 27.75 | 34.52 | 36.99 | 38.38 | 31.63 | 46.53 | 31.10 | 23.40 | 24.42 | 24.28 | 30.29 | 26.92 | 24.67 | 33.45 | 44.49 | 35.69 | 75.38 | 106.31 | 44.31 | 36.27 | 49.69 | 61.10 |
| Draw Down(%) | NA | 41.62 | 54.43 | 71.93 | 76.50 | NA | NA | … | … | 32.46 | 30.74 | 33.52 | 48.30 | 46.35 | 40.41 | 25.89 | 24.00 | 22.24 | 16.64 | 15.90 | 15.73 | 28.88 | 11.61 | 30.38 | 20.10 | 28.48 | 32.04 | 66.41 | 39.44 | 34.94 | 43.33 | 28.31 |
| Yield(%) | 0.00 | 1.36 | 1.10 | 0.65 | 1.66 | 8.03 | 13.04 | … | … | 0.87 | 1.35 | 1.03 | 1.01 | 0.71 | 0.47 | 0.63 | 0.98 | 0.83 | 0.88 | 0.95 | 1.14 | 0.98 | 1.44 | 1.50 | 1.76 | 1.97 | 0.81 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/05/2026, Common starting date is 11/05/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MKTX (MarketAxess Holdings Inc.) |
-26.64%
Feb 2021 – Feb 2024 |
-21.58%
May 2021 – May 2026 |
0.22%
May 2016 – May 2026 |
13.07%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MKTX (MarketAxess Holdings Inc.) |
74.26%
Oct 2008 – Oct 2011 |
64.69%
Oct 2008 – Oct 2013 |
44.85%
Oct 2008 – Oct 2018 |
30.95%
May 2005 – May 2020 |
Annualized Rolling Returns Comparison Chart