Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ISMIX (LMCG International Small Cap Fund Instit) | NA | -9.69% | -3.93% | NA | NA | NA | NA | … | … |
Data as of 12/22/2020, Common starting date is 04/05/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ISMIX (LMCG International Small Cap Fund Instit) | 04/05/2016 | 12/22/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.69 | -3.93 | NA | NA | NA | NA | … | … | -10.43 | 21.89 | -19.65 | 32.74 | 4.20 |
| Sharpe Ratio | NA | -0.38 | -0.28 | NA | NA | NA | NA | … | … | -0.42 | 2.06 | -1.59 | 4.58 | 0.35 |
| Standard Deviation(%) | NA | 25.72 | 17.71 | NA | NA | NA | NA | … | … | 26.01 | 9.94 | 13.23 | 7.05 | 15.67 |
| Draw Down(%) | NA | 40.36 | 45.35 | NA | NA | NA | NA | … | … | 40.36 | 8.83 | 27.54 | 2.44 | 11.40 |
| Yield(%) | 0.00 | 7.38 | 3.86 | 3.69 | 1.85 | 1.23 | 0.92 | … | … | 3.98 | 4.82 | 2.42 | 2.40 | 3.07 |
Data as of 12/22/2020, Common starting date is 04/05/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISMIX (LMCG International Small Cap Fund Instit) |
-5.56%
Mar 2017 – Mar 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISMIX (LMCG International Small Cap Fund Instit) |
9.14%
Dec 2016 – Dec 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart