Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MBPIX (GLOBAL INSIGHT PORTFOLIO CLASS I) | NA | 0.38% | 18.30% | 8.89% | NA | NA | NA | 16.64% |
Data as of 12/31/2018, AR inception is 01/03/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MBPIX (GLOBAL INSIGHT PORTFOLIO CLASS I) | 01/03/2012 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.38 | 18.30 | 8.89 | NA | NA | NA | 16.64 | 0.11 | 27.39 | 29.83 | -5.01 | -2.65 | 30.89 | 25.69 |
| Sharpe Ratio | NA | -0.08 | 1.26 | 0.63 | NA | NA | NA | 1.05 | -0.08 | 3.44 | 1.65 | -0.34 | -0.28 | 2.72 | 1.86 |
| Standard Deviation(%) | NA | 14.34 | 13.98 | 13.41 | NA | NA | NA | 13.21 | 14.34 | 7.82 | 17.87 | 14.94 | 9.42 | 11.33 | 13.94 |
| Draw Down(%) | NA | 12.76 | 12.76 | 21.83 | NA | NA | NA | 21.83 | 12.76 | 2.87 | 11.22 | 16.77 | 12.78 | 8.55 | 12.64 |
| Yield(%) | 0.00 | 16.43 | 13.97 | 9.92 | 9.50 | 6.33 | 4.75 | 15.83 | 16.43 | 12.53 | 1.82 | 8.06 | 11.38 | 17.99 | 8.94 |
Data as of 12/31/2018, AR inception is 01/03/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBPIX (GLOBAL INSIGHT PORTFOLIO CLASS I) |
2.45%
Jan 2013 - Jan 2016 |
8.86%
Nov 2013 - Nov 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBPIX (GLOBAL INSIGHT PORTFOLIO CLASS I) |
23.41%
Sep 2015 - Sep 2018 |
18.36%
May 2012 - May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart