Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IGMLX (INSIGNIA MACRO FUND CLASS I) | NA | -1.47% | -1.69% | -0.09% | 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 |
|---|---|---|
| IGMLX (INSIGNIA MACRO FUND CLASS I) | 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 | -1.47 | -1.69 | -0.09 | NA | NA | NA | … | … | -4.11 | 3.52 | -3.44 | -2.52 | 1.55 | 6.37 |
| Sharpe Ratio | NA | -0.30 | -0.47 | -0.14 | NA | NA | NA | … | … | -1.23 | 0.30 | -1.00 | -0.69 | 0.32 | 1.45 |
| Standard Deviation(%) | NA | 6.91 | 5.79 | 5.35 | NA | NA | NA | … | … | 6.09 | 7.21 | 4.10 | 3.92 | 4.79 | 4.46 |
| Draw Down(%) | NA | 5.27 | 6.64 | 11.42 | NA | NA | NA | … | … | 5.27 | 5.34 | 4.90 | 4.18 | 5.09 | 3.16 |
| Yield(%) | 0.00 | 0.94 | 0.52 | 1.62 | 0.82 | 0.55 | 0.41 | … | … | 0.79 | 0.14 | 0.51 | 0.15 | 5.71 | 0.57 |
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 |
|---|---|---|---|---|
| IGMLX (INSIGNIA MACRO FUND CLASS I) |
-3.06%
Mar 2015 – Mar 2018 |
0.29%
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 |
|---|---|---|---|---|
| IGMLX (INSIGNIA MACRO FUND CLASS I) |
2.77%
Apr 2014 – Apr 2017 |
1.56%
Apr 2014 – Apr 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart