Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ACMHX (ADAPTIVE ALL CAP FUND INSTITUTIONAL CLASS) | NA | 7.24% | 4.24% | 5.55% | 10.50% | NA | NA | … | … |
Data as of 12/12/2019, Common starting date is 06/14/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACMHX (ADAPTIVE ALL CAP FUND INSTITUTIONAL 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 (%) | 0.23 | 7.24 | 4.24 | 5.55 | 10.50 | NA | NA | … | … | 13.43 | -14.85 | 17.94 | 11.09 | 0.27 | 12.16 | 34.40 | 13.06 | 5.08 | 17.46 | 21.24 | -45.86 | 27.44 | 14.74 |
| Sharpe Ratio | NA | 0.34 | 0.22 | 0.34 | 0.66 | NA | NA | … | … | 0.80 | -0.98 | 2.12 | 0.75 | 0.02 | 1.02 | 3.10 | 1.11 | 0.24 | 0.76 | 0.82 | -1.33 | 1.18 | 1.95 |
| Standard Deviation(%) | NA | 17.08 | 14.01 | 14.39 | 15.52 | NA | NA | … | … | 15.97 | 16.58 | 8.20 | 14.43 | 15.19 | 11.90 | 11.08 | 11.78 | 21.35 | 22.81 | 25.85 | 34.99 | 20.73 | 12.86 |
| Draw Down(%) | NA | 12.03 | 25.88 | 25.88 | 25.88 | NA | NA | … | … | 12.03 | 25.88 | 3.16 | 12.71 | 12.32 | 8.31 | 4.34 | 10.25 | 17.48 | 17.77 | 24.23 | 52.53 | 14.61 | 4.94 |
| Yield(%) | 0.00 | 13.67 | 7.83 | 5.64 | 6.28 | 4.04 | 3.03 | … | … | 0.00 | 12.20 | 9.26 | 1.32 | 0.50 | 0.75 | 1.95 | 1.95 | 1.35 | 0.00 | 1.83 | 0.00 | 1.58 | 0.53 |
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 |
|---|---|---|---|---|
| ACMHX (ADAPTIVE ALL CAP FUND INSTITUTIONAL CLASS) |
-13.09%
Jun 2007 – Jun 2010 |
-3.16%
Oct 2007 – Oct 2012 |
5.28%
Oct 2007 – Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACMHX (ADAPTIVE ALL CAP FUND INSTITUTIONAL CLASS) |
24.50%
Feb 2009 – Feb 2012 |
22.92%
Feb 2009 – Feb 2014 |
14.53%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart