Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MCDDX (Marisco Gwth FDP of FDP Srs Inc Cl C) | NA | 7.64% | 11.95% | 7.78% | 10.49% | NA | NA | … | … |
Data as of 03/05/2020, Common starting date is 10/12/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCDDX (Marisco Gwth FDP of FDP Srs Inc Cl C) | 10/12/2005 | 03/05/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.64 | 11.95 | 7.78 | 10.49 | NA | NA | … | … | 0.00 | 22.25 | 0.96 | 22.96 | -0.41 | -0.23 | 7.58 | 33.22 | 10.94 | -2.75 | 18.36 | 28.26 | -42.40 | 13.26 | 7.86 | 8.31 |
| Sharpe Ratio | NA | 0.54 | 0.66 | 0.44 | 0.59 | NA | NA | … | … | 0.00 | 1.47 | -0.02 | 2.68 | -0.04 | -0.02 | 0.51 | 2.59 | 0.80 | -0.11 | 0.90 | 1.06 | -1.17 | 0.61 | 0.36 | 3.47 |
| Standard Deviation(%) | NA | 11.79 | 16.14 | 15.82 | 16.99 | NA | NA | … | … | NA | 14.21 | 22.82 | 8.36 | 14.46 | 16.87 | 14.69 | 12.82 | 13.81 | 26.02 | 20.29 | 26.49 | 36.85 | 16.95 | 12.72 | 11.96 |
| Draw Down(%) | NA | 8.09 | 22.55 | 22.55 | 22.55 | NA | NA | … | … | 0.00 | 8.09 | 22.55 | 3.13 | 14.09 | 14.22 | 10.01 | 7.90 | 11.07 | 21.49 | 16.98 | 24.33 | 49.84 | 9.21 | 11.96 | 2.49 |
| Yield(%) | 0.00 | 5.83 | 14.81 | 11.31 | 11.20 | 7.43 | 5.57 | … | … | 0.00 | 6.62 | 25.66 | 14.02 | 6.80 | 14.53 | 6.66 | 5.52 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/05/2020, Common starting date is 10/12/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCDDX (Marisco Gwth FDP of FDP Srs Inc Cl C) |
-16.51%
Feb 2006 – Feb 2009 |
-2.77%
Oct 2007 – Oct 2012 |
3.86%
Feb 2006 – Feb 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCDDX (Marisco Gwth FDP of FDP Srs Inc Cl C) |
24.35%
Feb 2009 – Feb 2012 |
21.43%
Feb 2009 – Feb 2014 |
14.43%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart