Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MOCO (MOCON Inc) | NA | 114.11% | 26.95% | 17.37% | 13.60% | 11.51% | 9.79% | … | … |
Data as of 06/22/2017, Common starting date is 04/05/1989
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MOCO (MOCON Inc) | 04/05/1989 | 06/22/2017 |
| 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 | 1991 | 1990 | 1989 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.33 | 114.11 | 26.95 | 17.37 | 13.60 | 11.51 | 9.79 | … | … | 55.31 | 37.35 | -15.85 | 16.43 | 13.14 | -7.57 | 27.17 | 45.02 | 8.96 | -19.92 | -8.22 | 41.19 | 1.99 | 20.40 | 17.76 | -24.61 | 53.18 | 12.55 | 7.84 | -46.27 | 60.31 | -1.25 | 74.62 | -28.30 | -29.81 | -26.51 | 104.87 | 41.74 | 23.45 |
| Sharpe Ratio | NA | 2.30 | 0.08 | -0.14 | -0.18 | NA | NA | … | … | 2.56 | 0.11 | -1.34 | -0.07 | -0.29 | -0.88 | 0.25 | 0.89 | -0.18 | -0.69 | -0.83 | 0.69 | -0.64 | 0.03 | -0.04 | -0.82 | 0.65 | -0.22 | 0.07 | -0.81 | 0.94 | -0.11 | 1.38 | -0.53 | -0.50 | -0.45 | 1.77 | 0.75 | 0.94 |
| Standard Deviation(%) | NA | 41.49 | 33.90 | 29.23 | 36.63 | NA | NA | … | … | 52.26 | 27.96 | 25.66 | 31.11 | 18.86 | 29.97 | 34.25 | 29.77 | 52.44 | 56.89 | 36.58 | 27.28 | 29.71 | 27.25 | 34.70 | 54.14 | 50.33 | 49.11 | 64.00 | 61.50 | 60.01 | 43.05 | 51.43 | 58.60 | 63.36 | 64.32 | 56.87 | 48.18 | 28.88 |
| Draw Down(%) | NA | 10.79 | 28.15 | 28.15 | 42.12 | NA | NA | … | … | 6.21 | 11.38 | 26.59 | 23.85 | 10.61 | 29.09 | 23.47 | 12.74 | 26.71 | 40.12 | 25.18 | 12.00 | 11.49 | 9.14 | 20.48 | 43.64 | 30.03 | 25.66 | 38.70 | 62.77 | 33.89 | 21.63 | 9.38 | 32.52 | 55.52 | 55.74 | 21.95 | 24.59 | 20.66 |
| Yield(%) | 0.00 | 3.14 | 2.78 | 2.83 | 3.55 | 3.88 | 2.54 | … | … | 1.24 | 3.02 | 2.54 | 2.77 | 3.00 | 2.60 | 3.04 | 4.04 | 3.92 | 2.95 | 2.53 | 3.33 | 2.86 | 3.13 | 3.59 | 2.59 | 3.69 | 3.66 | 3.56 | 1.90 | 2.24 | 2.13 | 3.14 | 2.29 | 1.43 | 0.84 | 1.25 | 1.42 | 1.26 |
Data as of 06/22/2017, Common starting date is 04/05/1989
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MOCO (MOCON Inc) |
-28.22%
Dec 1991 – Dec 1994 |
-9.53%
Jan 1992 – Jan 1997 |
-0.57%
Sep 1991 – Sep 2001 |
2.08%
Oct 1991 – Oct 2006 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MOCO (MOCON Inc) |
40.35%
Dec 1994 – Dec 1997 |
19.55%
Feb 2009 – Feb 2014 |
13.29%
May 2007 – May 2017 |
12.76%
Jan 1999 – Jan 2014 |
Annualized Rolling Returns Comparison Chart