Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMNIX (LMCG GLOBAL MARKET NEUTRAL FUND INSTITUTIONAL SHARES) | NA | -9.82% | -3.59% | 0.42% | NA | NA | NA | … | … |
Data as of 11/13/2018, Common starting date is 05/24/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMNIX (LMCG GLOBAL MARKET NEUTRAL FUND INSTITUTIONAL SHARES) | 05/24/2013 | 11/13/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.82 | -3.59 | 0.42 | NA | NA | NA | … | … | -7.42 | -0.82 | -2.74 | 4.82 | 9.99 | -1.01 |
| Sharpe Ratio | NA | -2.75 | -0.98 | 0.00 | NA | NA | NA | … | … | -2.44 | -0.37 | -0.60 | 0.94 | 2.61 | -0.44 |
| Standard Deviation(%) | NA | 4.02 | 4.33 | 4.39 | NA | NA | NA | … | … | 3.99 | 3.90 | 4.93 | 5.12 | 3.82 | 3.86 |
| Draw Down(%) | NA | 10.49 | 13.41 | 13.41 | NA | NA | NA | … | … | 9.36 | 4.00 | 9.89 | 4.56 | 2.01 | 4.01 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/13/2018, Common starting date is 05/24/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMNIX (LMCG GLOBAL MARKET NEUTRAL FUND INSTITUTIONAL SHARES) |
-3.53%
Sep 2015 – Sep 2018 |
0.38%
Oct 2013 – Oct 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMNIX (LMCG GLOBAL MARKET NEUTRAL FUND INSTITUTIONAL SHARES) |
3.89%
Dec 2013 – Dec 2016 |
1.17%
Aug 2013 – Aug 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart