Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ACMFX (ADAPTIVE ALL CAP FUND ADVISOR CLASS) | NA | 6.23% | 3.60% | 4.96% | 9.95% | NA | NA | … | … |
Data as of 12/12/2019, Common starting date is 06/14/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACMFX (ADAPTIVE ALL CAP FUND ADVISOR CLASS) | 06/14/2006 | 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 | 6.23 | 3.60 | 4.96 | 9.95 | NA | NA | … | … | 12.96 | -15.68 | 17.41 | 10.65 | -0.18 | 11.64 | 33.69 | 12.67 | 4.57 | 16.95 | 20.46 | -46.06 | 26.89 | 14.45 |
| Sharpe Ratio | NA | 0.28 | 0.18 | 0.30 | 0.63 | NA | NA | … | … | 0.77 | -1.03 | 2.05 | 0.72 | -0.01 | 0.98 | 3.04 | 1.08 | 0.21 | 0.74 | 0.79 | -1.34 | 1.16 | 1.90 |
| Standard Deviation(%) | NA | 16.94 | 13.96 | 14.35 | 15.51 | NA | NA | … | … | 15.88 | 16.53 | 8.22 | 14.38 | 15.16 | 11.85 | 11.06 | 11.77 | 21.43 | 22.86 | 25.89 | 34.91 | 20.75 | 12.92 |
| Draw Down(%) | NA | 12.16 | 25.99 | 25.99 | 25.99 | NA | NA | … | … | 12.16 | 25.99 | 3.22 | 12.73 | 12.37 | 8.40 | 4.35 | 10.32 | 17.44 | 17.77 | 24.19 | 52.69 | 14.64 | 5.03 |
| Yield(%) | 0.00 | 13.10 | 7.38 | 5.13 | 5.55 | 3.52 | 2.64 | … | … | 0.00 | 11.64 | 8.86 | 0.83 | 0.05 | 0.25 | 1.40 | 1.49 | 0.91 | 0.00 | 1.32 | 0.00 | 1.58 | 0.24 |
Data as of 12/12/2019, Common starting date is 06/14/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACMFX (ADAPTIVE ALL CAP FUND ADVISOR CLASS) |
-13.50%
Jun 2007 – Jun 2010 |
-3.59%
Oct 2007 – Oct 2012 |
4.80%
Oct 2007 – Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACMFX (ADAPTIVE ALL CAP FUND ADVISOR CLASS) |
23.93%
Feb 2009 – Feb 2012 |
22.36%
Feb 2009 – Feb 2014 |
13.95%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart