Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MABFX (MERK ABSOLUTE RETURN CURRENCY FUND INVESTOR) | NA | 2.52% | 1.27% | 0.74% | NA | NA | NA | … | … |
Data as of 08/06/2019, Common starting date is 09/16/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MABFX (MERK ABSOLUTE RETURN CURRENCY FUND INVESTOR) | 09/16/2009 | 08/06/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.52 | 1.27 | 0.74 | NA | NA | NA | … | … | 3.60 | -5.19 | 4.69 | 8.25 | -9.21 | 1.54 | 5.75 | -1.31 | -8.41 | 4.65 | -2.49 |
| Sharpe Ratio | NA | 0.22 | 0.06 | 0.02 | NA | NA | NA | … | … | 1.18 | -1.34 | 0.83 | 1.14 | -0.97 | 0.36 | 0.95 | -0.22 | -1.19 | 0.73 | -1.05 |
| Standard Deviation(%) | NA | 4.46 | 4.79 | 6.42 | NA | NA | NA | … | … | 3.85 | 4.86 | 4.91 | 7.02 | 9.51 | 4.22 | 6.04 | 6.24 | 7.08 | 6.23 | 7.82 |
| Draw Down(%) | NA | 2.71 | 6.93 | 12.70 | NA | NA | NA | … | … | 2.21 | 6.93 | 3.58 | 2.91 | 12.70 | 3.85 | 3.74 | 10.20 | 12.17 | 4.33 | 4.90 |
| Yield(%) | 0.00 | 2.41 | 2.60 | 1.56 | 1.33 | 0.89 | 0.67 | … | … | 2.42 | 0.71 | 4.72 | 0.00 | 0.00 | 3.80 | 0.00 | 0.00 | 2.52 | 0.06 | 0.00 |
Data as of 08/06/2019, Common starting date is 09/16/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MABFX (MERK ABSOLUTE RETURN CURRENCY FUND INVESTOR) |
-3.25%
Nov 2009 – Nov 2012 |
-2.50%
Dec 2010 – Dec 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MABFX (MERK ABSOLUTE RETURN CURRENCY FUND INVESTOR) |
3.22%
Oct 2015 – Oct 2018 |
2.95%
Aug 2012 – Aug 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart