Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BMGEX (BECK MACK & OLIVER GLOBAL FUND BECK MACK & OLIVER GLOBAL FUND) | NA | 18.87% | 3.71% | 5.87% | 1.75% | 7.28% | 5.31% | 6.32% |
Data as of 07/31/2017, AR inception is 02/21/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BMGEX (BECK MACK & OLIVER GLOBAL FUND BECK MACK & OLIVER GLOBAL FUND) | 02/21/1997 | 07/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.87 | 18.87 | 3.71 | 5.87 | 1.75 | 7.28 | 5.31 | 6.32 | 19.38 | 2.09 | -2.45 | -2.22 | 3.10 | 23.69 | -12.82 | 15.50 | 28.54 | -36.86 | 9.22 | 21.65 | 13.58 | 20.76 | 34.28 | -18.28 | -21.78 | -22.07 | 55.89 | 22.90 | 20.31 |
| Sharpe Ratio | NA | 2.22 | 0.38 | 0.65 | 0.10 | NA | NA | 0.31 | 4.65 | 0.17 | -0.26 | -0.36 | 0.35 | 2.68 | -0.80 | 1.24 | 1.49 | -1.35 | 0.49 | 1.66 | 1.33 | 1.79 | 2.77 | -1.20 | -1.35 | -0.96 | 3.40 | 1.00 | 1.24 |
| Standard Deviation(%) | NA | 8.80 | 9.42 | 8.82 | 14.58 | NA | NA | 15.41 | 7.64 | 10.92 | 9.66 | 6.21 | 8.68 | 8.89 | 16.05 | 12.41 | 19.07 | 27.83 | 12.59 | 11.08 | 8.60 | 11.04 | 12.11 | 16.13 | 18.17 | 27.29 | 15.51 | 19.66 | 16.53 |
| Draw Down(%) | NA | 7.68 | 18.06 | 18.93 | 54.21 | NA | NA | 61.67 | 2.90 | 9.10 | 11.89 | 10.08 | 10.91 | 8.58 | 23.32 | 12.79 | 25.80 | 46.53 | 11.62 | 14.48 | 5.77 | 11.23 | 14.98 | 27.80 | 34.48 | 34.32 | 8.11 | 24.37 | 11.22 |
| Yield(%) | 0.00 | 1.15 | 4.30 | 5.62 | 3.45 | 6.69 | 5.18 | 6.26 | 0.00 | 1.19 | 6.39 | 6.65 | 10.43 | 3.77 | 3.30 | 1.50 | 0.31 | 1.57 | 8.47 | 9.94 | 7.83 | 0.95 | 0.00 | 0.00 | 0.54 | 7.76 | 0.00 | 8.00 | 10.86 |
Data as of 07/31/2017, AR inception is 02/21/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BMGEX (BECK MACK & OLIVER GLOBAL FUND BECK MACK & OLIVER GLOBAL FUND) |
-24.96%
Mar 2000 - Mar 2003 |
-5.09%
Mar 2000 - Mar 2005 |
-1.09%
Feb 2000 - Feb 2010 |
0.90%
Feb 2000 - Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BMGEX (BECK MACK & OLIVER GLOBAL FUND BECK MACK & OLIVER GLOBAL FUND) |
37.21%
Mar 1997 - Mar 2000 |
21.60%
Sep 2002 - Sep 2007 |
10.89%
Apr 1997 - Apr 2007 |
6.84%
Mar 1997 - Mar 2012 |
Annualized Rolling Returns Comparison Chart