Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTS (Montgomery Street Income Securities Inc) | NA | 5,819.54% | 16.58% | 11.88% | 8.49% | 6.46% | 7.62% | … | … |
Data as of 06/27/2018, Common starting date is 07/01/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTS (Montgomery Street Income Securities Inc) | 07/01/1985 | 06/27/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1986 | 1985 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.82 | 5,819.54 | 16.58 | 11.88 | 8.49 | 6.46 | 7.62 | … | … | 9.75 | 10.57 | -4.13 | 15.24 | 2.30 | 10.75 | 12.06 | -7.68 | -0.21 | 8.72 | -1.65 | 5.89 | 4.32 | 10.16 | 14.69 | 21.71 | -7.34 | 18.02 | 33.33 | 15.98 | 38.62 | -1.76 | 15.25 | 33.48 | 47.33 | 29.31 | 48.72 | 47.17 | 20.45 | 51.72 | 38.10 |
| Sharpe Ratio | NA | 1.26 | 0.72 | 0.98 | 0.44 | NA | NA | … | … | 1.31 | 2.03 | -0.53 | 2.39 | 0.31 | 1.34 | 0.92 | -0.35 | -0.28 | 0.71 | -0.38 | 0.44 | 0.36 | 0.76 | 0.88 | 2.00 | -0.89 | 1.22 | -1.79 | 0.96 | 2.21 | -0.28 | 0.84 | 1.99 | 2.36 | 1.18 | 2.10 | 1.76 | 0.64 | 1.79 | 2.56 |
| Standard Deviation(%) | NA | 7.44 | 6.94 | 6.91 | 11.23 | NA | NA | … | … | 7.59 | 5.19 | 7.89 | 6.41 | 7.36 | 7.94 | 12.97 | 24.42 | 11.73 | 7.63 | 10.10 | 11.18 | 10.11 | 11.89 | 14.25 | 8.83 | 11.80 | 12.09 | 12.18 | 12.85 | 15.74 | 17.15 | 15.65 | 15.49 | 18.39 | 20.34 | 20.45 | 24.08 | 25.47 | 26.37 | 33.51 |
| Draw Down(%) | NA | 3.02 | 11.81 | 11.81 | 32.70 | NA | NA | … | … | 3.02 | 2.63 | 11.81 | 4.39 | 5.56 | 7.49 | 9.68 | 32.70 | 9.93 | 5.81 | 9.38 | 13.10 | 12.41 | 7.93 | 8.23 | 2.81 | 13.60 | 4.41 | 6.77 | 7.43 | 5.80 | 11.82 | 7.41 | 5.74 | 5.05 | 9.60 | 7.69 | 8.82 | 14.81 | 10.00 | 4.55 |
| Yield(%) | 0.00 | 0.00 | 0.30 | 1.89 | 3.46 | 3.84 | 5.29 | … | … | 1.82 | 4.69 | 3.97 | 5.52 | 4.53 | 4.97 | 5.42 | 6.46 | 6.51 | 6.15 | 6.20 | 6.63 | 6.79 | 7.14 | 7.49 | 8.74 | 7.43 | 8.33 | 10.32 | 10.45 | 13.01 | 11.08 | 12.85 | 15.59 | 20.56 | 21.34 | 26.06 | 33.41 | 23.89 | 31.88 | 19.00 |
Data as of 06/27/2018, Common starting date is 07/01/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTS (Montgomery Street Income Securities Inc) |
-76.51%
Sep 2014 – Sep 2017 |
-56.48%
Sep 2012 – Sep 2017 |
-32.75%
Sep 2007 – Sep 2017 |
-21.78%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTS (Montgomery Street Income Securities Inc) |
45.55%
Oct 1985 – Oct 1988 |
40.96%
Dec 1987 – Dec 1992 |
33.95%
Aug 1985 – Aug 1995 |
27.90%
Aug 1985 – Aug 2000 |
Annualized Rolling Returns Comparison Chart