Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/04/2011.
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
MAFIX (Abbey Capital Multi Asset Fund -) | NA | 7.84% | 1.87% | 2.03% | 3.67% | NA | NA | 4.45% |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
MAFIX (Abbey Capital Multi Asset Fund -) | 10/27/1997 | 04/04/2011 |
The return data shown below all have the same latest date: 04/04/2011.
AR inception is since 10/27/1997.
AR inception is since 10/27/1997.
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 7.84 | 1.87 | 2.03 | 3.67 | NA | NA | 4.45 | 1.53 | 6.67 | 11.47 | -16.56 | 4.98 | 3.90 | 4.68 | 4.46 | 5.48 | 6.46 | 10.21 | 10.68 | -0.72 | 6.71 | 1.08 |
Sharpe Ratio | NA | 1.55 | 0.33 | 0.16 | 0.61 | NA | NA | 0.63 | 1.67 | 1.68 | 2.53 | -2.54 | 0.63 | 0.27 | 1.16 | 1.36 | 2.04 | 2.02 | 2.03 | 1.62 | -0.86 | 0.93 | 1.09 |
Standard Deviation(%) | NA | 4.04 | 4.81 | 4.52 | 3.73 | NA | NA | 3.81 | 3.65 | 3.92 | 4.50 | 6.85 | 3.12 | 2.22 | 2.17 | 2.58 | 2.35 | 2.66 | 3.95 | 4.10 | 4.57 | 3.64 | 2.47 |
Draw Down(%) | NA | 3.31 | 16.02 | 20.81 | 20.81 | NA | NA | 20.81 | 1.12 | 3.31 | 1.47 | 20.81 | 1.76 | 1.43 | 1.45 | 2.61 | 2.01 | 1.53 | 1.76 | 3.59 | 5.24 | 3.19 | 0.41 |
Yield(%) | 0.00 | 2.04 | 3.67 | 4.37 | 4.92 | 4.72 | 3.54 | 5.45 | 0.00 | 2.05 | 4.30 | 6.67 | 4.35 | 5.60 | 5.03 | 4.57 | 5.07 | 7.24 | 6.57 | 7.19 | 6.28 | 8.31 | 3.04 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MAFIX (Abbey Capital Multi Asset Fund -) |
-3.31%
Nov 2005 - Nov 2008 |
-0.41%
Feb 2004 - Feb 2009 |
2.90%
Nov 1998 - Nov 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MAFIX (Abbey Capital Multi Asset Fund -) |
10.24%
May 2000 - May 2003 |
7.94%
May 2000 - May 2005 |
5.76%
Nov 1997 - Nov 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart