Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LMSMF (Maclos Capital Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 05/17/2021, Common starting date is 07/01/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMSMF (Maclos Capital Inc) | 07/01/2004 | 05/17/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | 140.00 | -99.58 | 650.00 | 1,130.77 | -56.67 | -95.00 | 300.00 | -41.18 | 750.00 | -40.00 | 100.00 | -95.00 | -90.74 | -52.21 | -28.48 | -54.40 | 7.78 |
| Sharpe Ratio | NA | 0.06 | -0.09 | 0.00 | 0.00 | NA | NA | … | … | 19.18 | 0.29 | -0.24 | 2.03 | 3.20 | -0.21 | -0.30 | 1.55 | -0.13 | 2.23 | -0.09 | 0.17 | -0.21 | -0.39 | -0.48 | -0.54 | -1.05 | 0.34 |
| Standard Deviation(%) | NA | 1,007.58 | 667.75 | 553.17 | 450.24 | NA | NA | … | … | 1,668.90 | 483.86 | 424.35 | 318.91 | 357.05 | 268.28 | 314.83 | 193.00 | 308.98 | 342.42 | 449.01 | 579.65 | 454.35 | 231.99 | 115.09 | 58.71 | 53.73 | 43.07 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 93.68 | 99.58 | 82.86 | 75.00 | 91.33 | 96.86 | 62.50 | 90.00 | 91.25 | 95.00 | 93.75 | 98.46 | 98.75 | 78.05 | 54.55 | 60.45 | 13.53 |
| 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 | 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 05/17/2021, Common starting date is 07/01/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMSMF (Maclos Capital Inc) |
-88.03%
Oct 2006 – Oct 2009 |
-78.99%
May 2007 – May 2012 |
-50.43%
Nov 2006 – Nov 2016 |
-44.54%
Dec 2004 – Dec 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMSMF (Maclos Capital Inc) |
280.30%
Nov 2011 – Nov 2014 |
100.62%
Jul 2009 – Jul 2014 |
25.89%
Jul 2009 – Jul 2019 |
-19.38%
Feb 2006 – Feb 2021 |
Annualized Rolling Returns Comparison Chart