Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 03/05/2013.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MOVIX (BNY Mellon Intermediate US Govt Inv) | NA | 0.61% | 2.10% | 1.10% | 0.56% | 2.56% | NA | 3.24% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MOVIX (BNY Mellon Intermediate US Govt Inv) | 06/21/1996 | 03/05/2013 |
The return data shown below all have the same latest date: 03/05/2013.
AR inception is since 06/21/1996.
AR inception is since 06/21/1996.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.61 | 2.10 | 1.10 | 0.56 | 2.56 | NA | 3.24 | -0.63 | 1.26 | 3.83 | 2.60 | -3.93 | 4.41 | 1.84 | -1.31 | -2.07 | -0.28 | 1.52 | 10.10 | 6.75 | 10.36 | -1.07 | 7.05 | 7.55 | 5.22 |
| Sharpe Ratio | NA | 0.26 | 0.84 | 0.27 | -0.17 | NA | NA | -0.34 | -2.57 | 0.55 | 1.45 | 0.99 | -1.05 | 0.66 | -0.42 | -1.99 | -1.75 | -0.36 | 0.20 | 1.89 | 0.83 | 1.62 | -1.01 | 1.09 | -15.24 | 1.86 |
| Standard Deviation(%) | NA | 2.15 | 2.43 | 3.36 | 3.26 | NA | NA | 3.65 | 1.45 | 2.21 | 2.62 | 2.53 | 3.85 | 5.22 | 2.86 | 2.32 | 2.43 | 3.39 | 4.15 | 4.76 | 5.40 | 3.90 | 4.27 | 3.43 | 3.12 | 3.57 |
| Draw Down(%) | NA | 1.27 | 2.87 | 4.68 | 8.05 | NA | NA | 8.05 | 0.83 | 1.56 | 1.29 | 2.38 | 4.21 | 4.37 | 2.64 | 3.51 | 3.43 | 4.69 | 4.65 | 2.48 | 4.89 | 2.65 | 4.04 | 2.21 | 1.83 | 1.29 |
| Yield(%) | 0.00 | 1.20 | 1.78 | 1.06 | 0.91 | 2.34 | 2.31 | 2.89 | 0.05 | 1.36 | 2.00 | 1.90 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.01 | 3.81 | 4.59 | 5.27 | 5.37 | 5.23 | 5.15 | 5.57 | 3.27 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MOVIX (BNY Mellon Intermediate US Govt Inv) |
-2.14%
May 2003 - May 2006 |
-0.76%
May 2003 - May 2008 |
0.59%
Feb 2003 - Feb 2013 |
2.53%
Jan 1998 - Jan 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MOVIX (BNY Mellon Intermediate US Govt Inv) |
9.80%
May 2000 - May 2003 |
6.90%
Sep 1997 - Sep 2002 |
4.11%
Aug 1996 - Aug 2006 |
3.27%
Aug 1996 - Aug 2011 |
Annualized Rolling Returns Comparison Chart