Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MPML (MPM Technologies Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 08/26/2021, Common starting date is 09/30/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPML (MPM Technologies Inc) | 09/30/1987 | 08/26/2021 |
| 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 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | 455.56 | -70.00 | 50.00 | -6.25 | 113.33 | -92.50 | 33.33 | -44.44 | 35.00 | -23.08 | -74.00 | 150.00 | 60.00 | -19.35 | 158.33 | -29.41 | -73.85 | 124.14 | -90.00 | -42.72 | -22.12 | 92.59 | -42.86 | 31.25 | -42.86 | -36.36 | -60.71 | 211.11 | 12.50 | 6.67 | 25.00 | -80.00 | 87.50 | -38.46 |
| Sharpe Ratio | NA | -0.08 | -0.06 | 0.00 | -0.07 | NA | NA | … | … | -0.24 | 0.75 | -0.14 | 0.24 | -0.10 | 0.21 | -0.51 | 0.11 | -0.33 | 0.16 | -0.16 | -0.41 | 0.56 | 0.16 | -0.13 | 0.34 | -0.17 | -0.72 | 0.43 | -0.65 | -0.78 | -0.81 | 0.90 | -0.06 | -0.07 | -0.28 | -0.74 | -0.56 | 1.83 | 0.08 | 0.07 | 0.24 | -0.82 | 1.23 | -0.95 |
| Standard Deviation(%) | NA | 640.86 | 544.45 | 445.46 | 351.71 | NA | NA | … | … | 392.47 | 598.84 | 657.24 | 117.89 | 263.75 | 380.74 | 218.62 | 129.33 | 191.40 | 104.22 | 258.95 | 226.23 | 234.39 | 252.66 | 321.42 | 401.88 | 293.17 | 129.84 | 242.31 | 169.80 | 83.19 | 111.43 | 130.65 | 157.05 | 226.49 | 147.05 | 132.14 | 105.56 | 114.74 | 151.24 | 89.41 | 103.88 | 98.11 | 70.78 | 89.96 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 98.57 | 99.14 | 56.20 | 85.00 | 97.00 | 97.86 | 65.22 | 71.43 | 46.00 | 83.67 | 88.00 | 76.19 | 80.39 | 77.27 | 75.25 | 76.00 | 73.85 | 88.42 | 95.95 | 51.67 | 43.33 | 54.97 | 85.19 | 62.50 | 75.00 | 63.64 | 73.91 | 36.36 | 54.84 | 57.89 | 78.72 | 83.33 | 41.18 | 53.85 |
| 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 | 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 08/26/2021, Common starting date is 09/30/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPML (MPM Technologies Inc) |
-78.46%
Nov 2017 – Nov 2020 |
-65.34%
Nov 2015 – Nov 2020 |
-46.28%
Nov 2010 – Nov 2020 |
-34.13%
Aug 2001 – Aug 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPML (MPM Technologies Inc) |
95.74%
Aug 2005 – Aug 2008 |
54.31%
Apr 2005 – Apr 2010 |
19.62%
Jun 2005 – Jun 2015 |
-3.08%
Dec 2005 – Dec 2020 |
Annualized Rolling Returns Comparison Chart