Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTSC (MTS Systems Corporation) | NA | 159.38% | 7.50% | 4.25% | 4.49% | 3.97% | 12.32% | … | … |
Data as of 04/07/2021, Common starting date is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTSC (MTS Systems Corporation) | 03/26/1990 | 04/07/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.50 | 159.38 | 7.50 | 4.25 | 4.49 | 3.97 | 12.32 | … | … | 0.57 | 22.53 | 22.43 | -23.51 | -4.10 | -8.42 | -13.92 | 7.42 | 42.40 | 27.95 | 11.32 | 33.07 | 10.56 | -36.39 | 11.90 | 12.99 | 3.36 | 77.70 | 95.09 | 1.35 | 42.63 | -3.12 | -41.24 | -63.43 | 90.26 | -37.79 | 53.13 | -24.42 | 37.58 | -21.26 | 89.67 | -35.44 |
| Sharpe Ratio | NA | 2.11 | 0.11 | 0.07 | 0.10 | NA | NA | … | … | 0.31 | 0.23 | 0.61 | -0.96 | -0.18 | -0.23 | -0.55 | 0.33 | 1.91 | 0.96 | 0.30 | 1.07 | 0.28 | -0.72 | 0.25 | 0.27 | 0.02 | 2.03 | 2.43 | 0.00 | 0.55 | -0.13 | -0.69 | -0.75 | 2.50 | -0.52 | 1.82 | -0.87 | 0.88 | -0.63 | 1.95 | -1.37 |
| Standard Deviation(%) | NA | 75.45 | 60.37 | 50.30 | 41.01 | NA | NA | … | … | 7.04 | 95.92 | 34.25 | 25.87 | 26.85 | 37.38 | 25.25 | 22.57 | 22.14 | 29.41 | 37.18 | 30.84 | 36.96 | 51.90 | 35.58 | 35.55 | 48.75 | 37.79 | 38.80 | 61.10 | 74.91 | 56.29 | 64.26 | 89.29 | 34.51 | 79.63 | 27.13 | 31.29 | 40.00 | 37.14 | 43.74 | 35.33 |
| Draw Down(%) | NA | 42.70 | 77.30 | 77.30 | 80.27 | NA | NA | … | … | 3.20 | 73.57 | 25.67 | 29.07 | 22.30 | 32.66 | 26.84 | 14.09 | 10.75 | 30.88 | 37.53 | 16.46 | 28.67 | 49.33 | 17.10 | 35.25 | 29.22 | 32.79 | 13.11 | 36.49 | 37.64 | 35.84 | 46.13 | 70.43 | 9.18 | 53.21 | 9.14 | 35.72 | 14.62 | 28.53 | 19.67 | 44.25 |
| Yield(%) | 0.00 | 0.00 | 1.61 | 1.85 | 2.30 | 2.06 | 9.01 | … | … | 0.00 | 0.63 | 2.98 | 2.25 | 2.12 | 1.98 | 1.65 | 1.72 | 2.28 | 2.61 | 2.35 | 2.19 | 2.22 | 1.43 | 1.32 | 1.19 | 1.07 | 1.45 | 2.40 | 2.39 | 3.34 | 3.20 | 1.68 | 0.65 | 2.07 | 1.74 | 2.64 | 1.88 | 2.30 | 1.72 | 2.13 | 1.25 |
Data as of 04/07/2021, Common starting date is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTSC (MTS Systems Corporation) |
-44.53%
Nov 1997 – Nov 2000 |
-27.97%
Nov 1995 – Nov 2000 |
-10.33%
Jun 1990 – Jun 2000 |
-3.08%
Jul 2005 – Jul 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTSC (MTS Systems Corporation) |
60.81%
Sep 2002 – Sep 2005 |
48.37%
Aug 2000 – Aug 2005 |
22.25%
Nov 2000 – Nov 2010 |
19.59%
Jun 2000 – Jun 2015 |
Annualized Rolling Returns Comparison Chart