Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MUCIX (BNY Mellon US Core Equity 130/30 Inv) | NA | 13.40% | 10.33% | 4.29% | NA | NA | NA | 1.80% |
Data as of 09/03/2013, AR inception is 08/06/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MUCIX (BNY Mellon US Core Equity 130/30 Inv) | 08/06/2007 | 09/03/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.40 | 10.33 | 4.29 | NA | NA | NA | 1.80 | 12.64 | 16.83 | -9.27 | 16.18 | 26.80 | -39.53 | 4.64 |
| Sharpe Ratio | NA | 1.02 | 0.55 | 0.16 | NA | NA | NA | 0.05 | 1.53 | 1.16 | -0.36 | 0.81 | 0.94 | -0.99 | 0.46 |
| Standard Deviation(%) | NA | 13.09 | 18.75 | 27.07 | NA | NA | NA | 25.81 | 12.65 | 14.63 | 25.68 | 19.80 | 28.52 | 40.74 | 20.12 |
| Draw Down(%) | NA | 8.61 | 24.48 | 46.90 | NA | NA | NA | 56.12 | 6.35 | 10.97 | 24.48 | 16.85 | 26.77 | 48.93 | 8.64 |
| Yield(%) | 0.00 | 0.34 | 0.28 | 0.16 | 0.07 | 0.05 | 0.04 | 0.12 | 0.00 | 0.39 | 0.03 | 0.41 | 0.00 | 0.00 | 0.00 |
Data as of 09/03/2013, AR inception is 08/06/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MUCIX (BNY Mellon US Core Equity 130/30 Inv) |
-7.17%
Oct 2007 - Oct 2010 |
-2.21%
Oct 2007 - Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MUCIX (BNY Mellon US Core Equity 130/30 Inv) |
21.93%
Feb 2009 - Feb 2012 |
4.72%
Jul 2008 - Jul 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart