Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IGMFX (INSIGNIA MACRO FUND CLASS A) | NA | -1.51% | -1.58% | -0.05% | NA | NA | NA | … | … |
Data as of 09/09/2019, Common starting date is 01/07/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IGMFX (INSIGNIA MACRO FUND CLASS A) | 01/07/2014 | 09/09/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.51 | -1.58 | -0.05 | NA | NA | NA | … | … | -4.08 | 3.44 | -3.52 | -2.08 | 1.48 | 6.32 |
| Sharpe Ratio | NA | -0.31 | -0.45 | -0.13 | NA | NA | NA | … | … | -1.22 | 0.29 | -1.02 | -0.58 | 0.30 | 1.44 |
| Standard Deviation(%) | NA | 6.90 | 5.79 | 5.35 | NA | NA | NA | … | … | 6.09 | 7.20 | 4.10 | 3.94 | 4.80 | 4.47 |
| Draw Down(%) | NA | 5.24 | 6.67 | 11.15 | NA | NA | NA | … | … | 5.24 | 5.34 | 4.90 | 4.18 | 5.09 | 3.16 |
| Yield(%) | 0.00 | 0.06 | 0.36 | 1.50 | 0.76 | 0.51 | 0.38 | … | … | 0.00 | 0.06 | 0.43 | 0.59 | 5.65 | 0.52 |
Data as of 09/09/2019, Common starting date is 01/07/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IGMFX (INSIGNIA MACRO FUND CLASS A) |
-2.96%
Mar 2015 – Mar 2018 |
0.31%
Aug 2014 – Aug 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IGMFX (INSIGNIA MACRO FUND CLASS A) |
2.88%
Apr 2014 – Apr 2017 |
1.60%
Apr 2014 – Apr 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart