Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MAGOF (MAN SE) | NA | 100.11% | -7.70% | -3.44% | NA | NA | NA | … | … |
Data as of 09/15/2021, Common starting date is 06/19/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MAGOF (MAN SE) | 06/19/2012 | 09/15/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 100.11 | -7.70 | -3.44 | NA | NA | NA | … | … | 70.80 | 13.33 | -56.14 | -8.91 | 8.56 | 3.49 | -12.12 | -4.93 | 11.16 | 7.10 |
| Sharpe Ratio | NA | 1.85 | -0.20 | -0.13 | NA | NA | NA | … | … | 1.83 | 0.49 | -1.41 | -1.27 | 1.29 | 0.38 | -1.30 | -0.61 | 1.25 | 0.62 |
| Standard Deviation(%) | NA | 54.12 | 41.50 | 32.38 | NA | NA | NA | … | … | 62.35 | 26.52 | 40.89 | 8.06 | 6.19 | 8.66 | 9.33 | 8.16 | 8.88 | 22.38 |
| Draw Down(%) | NA | 4.49 | 64.45 | 66.51 | NA | NA | NA | … | … | 0.00 | 19.13 | 56.14 | 12.75 | 0.00 | 4.56 | 12.56 | 10.00 | 4.35 | 11.57 |
| Yield(%) | 0.00 | 0.51 | 1.60 | 2.28 | 2.19 | 1.46 | 1.09 | … | … | 0.22 | 0.24 | 4.97 | 2.73 | 3.32 | 3.06 | 2.69 | 2.56 | 0.93 | 0.00 |
Data as of 09/15/2021, Common starting date is 06/19/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAGOF (MAN SE) |
-27.59%
Feb 2017 – Feb 2020 |
-18.35%
Feb 2015 – Feb 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAGOF (MAN SE) |
4.32%
Jul 2012 – Jul 2015 |
3.74%
Oct 2012 – Oct 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart