Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AVDIX (ADAPTIVE EQUITY FUND INSTITUTIONAL CLASS) | NA | 8.59% | 9.86% | 9.37% | 12.14% | 7.88% | NA | … | … |
Data as of 12/12/2019, Common starting date is 08/14/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AVDIX (ADAPTIVE EQUITY FUND INSTITUTIONAL CLASS) | 08/14/2002 | 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 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.10 | 8.59 | 9.86 | 9.37 | 12.14 | 7.88 | NA | … | … | 13.34 | -2.99 | 21.24 | 13.26 | 0.45 | 10.56 | 39.42 | 11.48 | 5.10 | 13.72 | 8.83 | -41.39 | 32.41 | 10.34 | 5.73 | 7.31 | 42.47 | -7.59 |
| Sharpe Ratio | NA | 0.51 | 0.70 | 0.64 | 0.75 | NA | NA | … | … | 1.02 | -0.27 | 2.62 | 0.91 | 0.03 | 0.87 | 3.46 | 0.96 | 0.24 | 0.50 | 0.29 | -1.21 | 1.23 | 0.44 | 0.24 | 0.37 | 2.11 | -0.87 |
| Standard Deviation(%) | NA | 14.00 | 12.54 | 13.59 | 15.94 | NA | NA | … | … | 12.39 | 16.12 | 7.91 | 14.32 | 15.45 | 12.10 | 11.37 | 12.02 | 21.11 | 27.50 | 30.44 | 34.86 | 24.08 | 15.92 | 14.76 | 17.18 | 19.78 | 22.59 |
| Draw Down(%) | NA | 11.28 | 19.66 | 19.66 | 24.39 | NA | NA | … | … | 8.35 | 19.66 | 3.43 | 12.20 | 12.79 | 7.97 | 4.52 | 11.05 | 17.74 | 24.39 | 28.35 | 49.72 | 18.09 | 15.48 | 11.13 | 17.38 | 11.08 | 13.90 |
| Yield(%) | 0.00 | 22.16 | 11.41 | 9.49 | 9.76 | 6.46 | 6.74 | … | … | 1.37 | 21.22 | 8.24 | 1.32 | 10.59 | 0.79 | 1.60 | 2.10 | 1.65 | 0.34 | 0.28 | 0.39 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/12/2019, Common starting date is 08/14/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AVDIX (ADAPTIVE EQUITY FUND INSTITUTIONAL CLASS) |
-15.77%
Jun 2007 – Jun 2010 |
-6.10%
Feb 2004 – Feb 2009 |
4.81%
Oct 2007 – Oct 2017 |
7.37%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AVDIX (ADAPTIVE EQUITY FUND INSTITUTIONAL CLASS) |
23.08%
Mar 2003 – Mar 2006 |
21.08%
Feb 2009 – Feb 2014 |
15.66%
Feb 2009 – Feb 2019 |
10.67%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart