Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ACMEX (ADAPTIVE ALL CAP FUND R CLASS) | NA | 5.63% | 3.24% | 4.64% | 9.63% | NA | NA | … | … |
Data as of 12/12/2019, Common starting date is 12/18/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACMEX (ADAPTIVE ALL CAP FUND R CLASS) | 12/18/2006 | 12/12/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.24 | 5.63 | 3.24 | 4.64 | 9.63 | NA | NA | … | … | 12.66 | -16.10 | 17.08 | 10.36 | -0.47 | 11.35 | 33.49 | 12.31 | 4.34 | 16.59 | 20.30 | -46.23 | 26.43 | 0.26 |
| Sharpe Ratio | NA | 0.25 | 0.15 | 0.27 | 0.61 | NA | NA | … | … | 0.75 | -1.05 | 2.00 | 0.70 | -0.03 | 0.96 | 3.03 | 1.05 | 0.20 | 0.72 | 0.78 | -1.35 | 1.13 | 0.52 |
| Standard Deviation(%) | NA | 16.98 | 13.98 | 14.37 | 15.50 | NA | NA | … | … | 15.94 | 16.52 | 8.25 | 14.40 | 15.20 | 11.84 | 11.04 | 11.76 | 21.31 | 22.83 | 25.92 | 34.89 | 20.77 | 9.71 |
| Draw Down(%) | NA | 12.22 | 26.04 | 26.04 | 26.04 | NA | NA | … | … | 12.22 | 26.04 | 3.26 | 12.76 | 12.45 | 8.43 | 4.32 | 10.41 | 17.43 | 17.79 | 24.32 | 52.81 | 14.67 | 0.91 |
| Yield(%) | 0.00 | 12.80 | 7.13 | 4.88 | 5.18 | 2.86 | 2.14 | … | … | 0.00 | 11.35 | 8.66 | 0.55 | 0.00 | 0.00 | 1.08 | 1.23 | 0.65 | 0.00 | 1.03 | 0.00 | 1.58 | 0.07 |
Data as of 12/12/2019, Common starting date is 12/18/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACMEX (ADAPTIVE ALL CAP FUND R CLASS) |
-13.76%
Jun 2007 – Jun 2010 |
-3.84%
Oct 2007 – Oct 2012 |
4.54%
Oct 2007 – Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACMEX (ADAPTIVE ALL CAP FUND R CLASS) |
23.63%
Feb 2009 – Feb 2012 |
22.05%
Feb 2009 – Feb 2014 |
13.63%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart