Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MRVC (MRV Communications Inc) | NA | -22.27% | -10.63% | 1.33% | -6.14% | 0.57% | -11.29% | … | … |
Data as of 08/14/2017, Common starting date is 03/25/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MRVC (MRV Communications Inc) | 03/25/1993 | 08/14/2017 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.20 | -22.27 | -10.63 | 1.33 | -6.14 | 0.57 | -11.29 | … | … | 22.45 | -33.31 | 23.06 | -7.37 | 4.08 | -2.51 | -26.55 | 152.11 | -7.79 | -66.81 | -34.46 | 72.68 | -44.14 | -2.39 | 251.40 | -74.76 | -68.30 | -57.46 | 916.16 | -74.08 | 9.77 | 157.14 | 109.28 | 162.16 | -26.00 |
| Sharpe Ratio | NA | -0.70 | -0.68 | -0.43 | -0.37 | NA | NA | … | … | 0.41 | -1.38 | 0.09 | -0.62 | -0.38 | -0.51 | -1.12 | 2.58 | -0.23 | -0.59 | -1.07 | 0.82 | -0.96 | -0.32 | 2.76 | -0.92 | -0.73 | -0.55 | 9.35 | -0.75 | 0.10 | 1.73 | 1.73 | 2.07 | -0.37 |
| Standard Deviation(%) | NA | 57.36 | 50.51 | 47.00 | 72.19 | NA | NA | … | … | 57.91 | 48.70 | 50.57 | 41.53 | 38.06 | 41.50 | 40.32 | 51.79 | 114.34 | 145.84 | 52.88 | 61.44 | 68.13 | 68.42 | 83.95 | 103.26 | 123.78 | 145.97 | 97.69 | 103.56 | 64.64 | 87.76 | 60.81 | 76.92 | 92.27 |
| Draw Down(%) | NA | 45.56 | 65.68 | 65.68 | 93.41 | NA | NA | … | … | 21.84 | 43.85 | 40.75 | 39.61 | 25.24 | 34.30 | 37.77 | 25.81 | 68.75 | 90.52 | 54.16 | 51.51 | 58.14 | 56.25 | 31.08 | 87.20 | 88.63 | 88.39 | 39.87 | 82.31 | 45.48 | 59.60 | 28.46 | 38.35 | 46.30 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 2.64 | 3.62 | 4.95 | 0.16 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 42.05 | 26.74 | 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 08/14/2017, Common starting date is 03/25/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRVC (MRV Communications Inc) |
-76.03%
Feb 2000 – Feb 2003 |
-51.21%
Aug 2000 – Aug 2005 |
-36.47%
Feb 2000 – Feb 2010 |
-24.17%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRVC (MRV Communications Inc) |
151.03%
Oct 1993 – Oct 1996 |
103.44%
Feb 1995 – Feb 2000 |
17.17%
Dec 1993 – Dec 2003 |
3.50%
Apr 1993 – Apr 2008 |
Annualized Rolling Returns Comparison Chart