Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MNXBY (Monex Group Inc) | NA | 22.83% | 10.94% | 10.94% | 15.01% | NA | NA | … | … |
Data as of 12/29/2021, Common starting date is 05/08/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MNXBY (Monex Group Inc) | 05/08/2007 | 12/29/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.18 | 22.83 | 10.94 | 10.94 | 15.01 | NA | NA | … | … | 21.08 | 56.37 | -27.88 | 23.74 | -0.54 | 13.63 | 0.34 | -35.44 | 81.28 | 68.59 | -40.58 | -20.82 | 11.03 | -54.62 | -22.38 |
| Sharpe Ratio | NA | 0.28 | 0.16 | 0.19 | 0.30 | NA | NA | … | … | 0.26 | 1.09 | -1.11 | 0.35 | -0.06 | 0.34 | 0.01 | -0.78 | 1.71 | 1.35 | -0.80 | -0.48 | 0.19 | -0.67 | -0.68 |
| Standard Deviation(%) | NA | 82.43 | 58.09 | 54.38 | 49.14 | NA | NA | … | … | 82.75 | 51.40 | 26.35 | 64.99 | 21.64 | 39.52 | 28.51 | 45.68 | 47.55 | 51.11 | 50.46 | 43.60 | 58.56 | 82.19 | 52.06 |
| Draw Down(%) | NA | 65.94 | 65.94 | 70.91 | 70.91 | NA | NA | … | … | 65.94 | 27.88 | 36.83 | 49.01 | 14.19 | 17.90 | 18.49 | 50.22 | 26.08 | 42.42 | 49.90 | 47.55 | 32.50 | 69.21 | 41.40 |
| Yield(%) | 0.00 | 3.74 | 2.51 | 2.72 | 6.44 | 0.94 | 0.70 | … | … | 3.69 | 2.90 | 1.45 | 2.86 | 1.95 | 1.85 | 2.14 | 1.64 | 11.30 | 2.85 | 2.76 | 3.05 | 1.42 | 0.91 | 0.90 |
Data as of 12/29/2021, Common starting date is 05/08/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MNXBY (Monex Group Inc) |
-33.85%
May 2008 – May 2011 |
-25.99%
Jun 2007 – Jun 2012 |
-9.37%
Jun 2007 – Jun 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MNXBY (Monex Group Inc) |
47.63%
Mar 2018 – Mar 2021 |
32.56%
Feb 2016 – Feb 2021 |
17.66%
Apr 2011 – Apr 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart