Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMGHX (CMG TACTICAL ALL ASSET STRATEGY FUND CMG TACTICAL ALL ASSET STRATEGY FUND CLASS I SHARES) | NA | -22.40% | -3.04% | -2.15% | NA | NA | NA | … | … |
Data as of 11/17/2022, Common starting date is 06/17/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMGHX (CMG TACTICAL ALL ASSET STRATEGY FUND CMG TACTICAL ALL ASSET STRATEGY FUND CLASS I SHARES) | 06/17/2016 | 11/17/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -22.40 | -3.04 | -2.15 | NA | NA | NA | … | … | -21.87 | 7.95 | 4.43 | 2.30 | -4.79 | 8.03 | 0.75 |
| Sharpe Ratio | NA | -1.62 | -0.26 | -0.27 | NA | NA | NA | … | … | -1.78 | 0.67 | 0.29 | 0.26 | -0.76 | 1.25 | 0.12 |
| Standard Deviation(%) | NA | 14.47 | 13.41 | 11.12 | NA | NA | NA | … | … | 14.37 | 11.89 | 14.67 | 3.42 | 8.07 | 5.94 | 9.38 |
| Draw Down(%) | NA | 24.75 | 25.26 | 25.26 | NA | NA | NA | … | … | 24.05 | 5.70 | 17.04 | 2.37 | 10.33 | 1.95 | 5.75 |
| Yield(%) | 0.00 | 7.93 | 3.60 | 2.84 | 1.59 | 1.06 | 0.80 | … | … | 5.64 | 2.77 | 0.55 | 1.09 | 0.00 | 4.21 | 0.86 |
Data as of 11/17/2022, Common starting date is 06/17/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMGHX (CMG TACTICAL ALL ASSET STRATEGY FUND CMG TACTICAL ALL ASSET STRATEGY FUND CLASS I SHARES) |
-3.62%
Sep 2019 – Sep 2022 |
-2.69%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMGHX (CMG TACTICAL ALL ASSET STRATEGY FUND CMG TACTICAL ALL ASSET STRATEGY FUND CLASS I SHARES) |
5.77%
Dec 2018 – Dec 2021 |
4.05%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart