Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MAJIX (BNY MELLON ABSOLUTE INSIGHT MULTI-STRATEGY FUND CLASS I) | NA | 0.45% | 0.11% | NA | NA | NA | NA | -0.18% |
Data as of 11/27/2019, AR inception is 12/07/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MAJIX (BNY MELLON ABSOLUTE INSIGHT MULTI-STRATEGY FUND CLASS I) | 12/07/2015 | 11/27/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.45 | 0.11 | NA | NA | NA | NA | -0.18 | 1.00 | -5.74 | 2.24 | -0.80 | 0.08 |
| Sharpe Ratio | NA | -1.24 | -0.77 | NA | NA | NA | NA | -0.78 | -0.51 | -2.20 | 1.19 | -0.83 | 1.00 |
| Standard Deviation(%) | NA | 1.39 | 1.62 | NA | NA | NA | NA | 1.52 | 0.69 | 3.21 | 1.36 | 1.20 | 1.05 |
| Draw Down(%) | NA | 1.74 | 4.91 | NA | NA | NA | NA | 4.91 | 0.25 | 6.95 | 0.64 | 1.36 | 0.16 |
| Yield(%) | 0.00 | 2.12 | 0.94 | 0.56 | 0.28 | 0.19 | 0.14 | 0.93 | 0.00 | 2.07 | 0.71 | 0.00 | 0.00 |
Data as of 11/27/2019, AR inception is 12/07/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAJIX (BNY MELLON ABSOLUTE INSIGHT MULTI-STRATEGY FUND CLASS I) |
-0.27%
Jan 2016 - Jan 2019 |
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 |
|---|---|---|---|---|
| MAJIX (BNY MELLON ABSOLUTE INSIGHT MULTI-STRATEGY FUND CLASS I) |
0.11%
Oct 2016 - Oct 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart