Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MVC (MVC Capital Inc) | NA | 6.69% | 0.83% | 11.13% | 0.90% | 4.18% | 3.10% | … | … |
Data as of 12/23/2020, Common starting date is 06/26/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MVC (MVC Capital Inc) | 06/26/2000 | 12/23/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.90 | 6.69 | 0.83 | 11.13 | 0.90 | 4.18 | 3.10 | … | … | 6.69 | 17.53 | -17.03 | 26.43 | 24.32 | -16.36 | -23.70 | 15.86 | 9.35 | -17.46 | 28.12 | 13.00 | -29.34 | 24.39 | 30.46 | 21.73 | 15.08 | -3.10 | -17.33 | -18.16 | -34.16 |
| Sharpe Ratio | NA | 0.09 | 0.00 | 0.30 | 0.02 | NA | NA | … | … | 0.09 | 1.03 | -1.40 | 1.75 | 1.12 | -0.86 | -1.61 | 1.15 | 0.68 | -0.43 | 1.07 | 0.27 | -0.53 | 0.67 | 1.39 | 1.06 | 1.07 | -0.29 | -1.01 | -0.94 | -1.50 |
| Standard Deviation(%) | NA | 68.71 | 41.44 | 34.21 | 29.05 | NA | NA | … | … | 69.35 | 15.73 | 13.07 | 14.79 | 21.41 | 19.01 | 14.74 | 13.76 | 13.86 | 40.66 | 26.21 | 47.27 | 56.89 | 32.06 | 19.60 | 18.45 | 13.21 | 13.02 | 18.18 | 22.14 | 39.79 |
| Draw Down(%) | NA | 70.38 | 70.38 | 70.38 | 70.38 | NA | NA | … | … | 70.38 | 9.06 | 22.61 | 5.58 | 10.50 | 26.98 | 30.95 | 8.03 | 10.07 | 30.99 | 15.95 | 42.58 | 41.75 | 20.66 | 7.45 | 13.15 | 8.11 | 9.79 | 27.98 | 28.54 | 47.42 |
| Yield(%) | 0.00 | 5.56 | 5.31 | 8.08 | 3.90 | 5.18 | 3.91 | … | … | 5.60 | 5.63 | 5.66 | 6.61 | 7.31 | 7.25 | 4.11 | 4.62 | 4.35 | 3.31 | 4.00 | 4.52 | 3.08 | 3.65 | 5.18 | 4.08 | 1.50 | 0.00 | 0.00 | 0.39 | 1.82 |
Data as of 12/23/2020, Common starting date is 06/26/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MVC (MVC Capital Inc) |
-18.32%
Jul 2000 – Jul 2003 |
-8.39%
Mar 2015 – Mar 2020 |
-5.75%
Mar 2010 – Mar 2020 |
-0.12%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MVC (MVC Capital Inc) |
32.83%
May 2004 – May 2007 |
21.36%
Sep 2002 – Sep 2007 |
10.05%
Nov 2003 – Nov 2013 |
6.20%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart