Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTOR (Meritor Inc) | NA | 52.21% | 22.06% | 15.11% | 23.79% | 4.66% | 4.09% | … | … |
Data as of 08/03/2022, Common starting date is 07/10/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTOR (Meritor Inc) | 07/10/2000 | 08/03/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.25 | 52.21 | 22.06 | 15.11 | 23.79 | 4.66 | 4.09 | … | … | 47.30 | -11.21 | 6.57 | 54.88 | -27.92 | 88.89 | 48.74 | -44.88 | 45.25 | 120.51 | -11.09 | -74.07 | 83.54 | 292.28 | -75.70 | -35.66 | 26.69 | -35.67 | -7.26 | 44.69 | -15.12 | 72.66 | -34.30 |
| Sharpe Ratio | NA | 1.12 | 0.36 | 0.31 | 0.51 | NA | NA | … | … | 1.81 | -0.28 | 0.10 | 0.79 | -1.23 | 2.27 | 0.27 | -1.62 | 0.60 | 2.10 | -0.55 | -1.22 | 1.26 | 1.74 | -1.02 | -1.39 | 0.11 | -1.22 | -0.86 | 0.72 | -0.75 | 1.07 | -1.71 |
| Standard Deviation(%) | NA | 46.38 | 52.52 | 47.09 | 45.98 | NA | NA | … | … | 51.73 | 40.64 | 65.05 | 40.20 | 40.31 | 30.87 | 52.93 | 39.21 | 44.43 | 48.58 | 54.46 | 75.74 | 51.72 | 157.56 | 92.94 | 41.70 | 39.30 | 46.53 | 31.26 | 35.44 | 46.69 | 49.08 | 48.36 |
| Draw Down(%) | NA | 21.48 | 54.54 | 58.99 | 60.48 | NA | NA | … | … | 16.54 | 36.92 | 54.54 | 35.22 | 47.10 | 15.25 | 28.04 | 51.03 | 34.03 | 24.50 | 54.56 | 78.34 | 27.92 | 91.14 | 85.59 | 60.16 | 22.75 | 47.21 | 37.01 | 28.06 | 54.06 | 41.61 | 48.47 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.20 | 0.66 | … | … | 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 | 3.56 | 2.21 | 2.75 | 1.82 | 1.68 | 2.35 | 2.01 | 5.69 | 2.54 |
Data as of 08/03/2022, Common starting date is 07/10/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTOR (Meritor Inc) |
-65.36%
Feb 2006 – Feb 2009 |
-49.65%
Feb 2004 – Feb 2009 |
-13.71%
Aug 2002 – Aug 2012 |
-4.81%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTOR (Meritor Inc) |
127.42%
Feb 2009 – Feb 2012 |
81.50%
Feb 2009 – Feb 2014 |
42.84%
Feb 2009 – Feb 2019 |
5.42%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison Chart