Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ACMNX (ADAPTIVE ALL CAP FUND INVESTOR CLASS) | NA | 6.76% | 3.95% | 5.28% | 10.26% | NA | NA | … | … |
Data as of 12/12/2019, Common starting date is 06/14/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACMNX (ADAPTIVE ALL CAP FUND INVESTOR 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 | 6.76 | 3.95 | 5.28 | 10.26 | NA | NA | … | … | 13.21 | -15.22 | 17.71 | 10.88 | 0.07 | 11.95 | 34.08 | 12.83 | 4.90 | 17.18 | 21.09 | -46.00 | 27.26 | 14.61 |
| Sharpe Ratio | NA | 0.31 | 0.20 | 0.32 | 0.65 | NA | NA | … | … | 0.78 | -1.01 | 2.08 | 0.74 | 0.00 | 1.01 | 3.08 | 1.10 | 0.23 | 0.75 | 0.82 | -1.34 | 1.17 | 1.92 |
| Standard Deviation(%) | NA | 17.01 | 14.00 | 14.38 | 15.50 | NA | NA | … | … | 15.94 | 16.56 | 8.24 | 14.38 | 15.23 | 11.87 | 11.05 | 11.74 | 21.36 | 22.77 | 25.73 | 34.99 | 20.76 | 12.90 |
| Draw Down(%) | NA | 12.13 | 25.92 | 25.92 | 25.92 | NA | NA | … | … | 12.13 | 25.92 | 3.18 | 12.73 | 12.35 | 8.37 | 4.38 | 10.31 | 17.52 | 17.66 | 24.19 | 52.60 | 14.62 | 5.03 |
| Yield(%) | 0.00 | 13.41 | 7.62 | 5.41 | 5.96 | 3.81 | 2.86 | … | … | 0.00 | 11.95 | 9.08 | 1.10 | 0.30 | 0.53 | 1.71 | 1.75 | 1.16 | 0.00 | 1.61 | 0.00 | 1.58 | 0.40 |
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 |
|---|---|---|---|---|
| ACMNX (ADAPTIVE ALL CAP FUND INVESTOR CLASS) |
-13.26%
Jun 2007 – Jun 2010 |
-3.36%
Oct 2007 – Oct 2012 |
5.07%
Oct 2007 – Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACMNX (ADAPTIVE ALL CAP FUND INVESTOR CLASS) |
24.29%
Feb 2009 – Feb 2012 |
22.71%
Feb 2009 – Feb 2014 |
14.29%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart