Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MFPIX (INSIGHT PORTFOLIO CLASS I) | NA | -2.58% | 14.75% | 8.76% | NA | NA | NA | … | … |
Data as of 12/31/2018, Common starting date is 12/30/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MFPIX (INSIGHT PORTFOLIO CLASS I) | 12/30/2011 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.58 | 14.75 | 8.76 | NA | NA | NA | … | … | -2.58 | 18.28 | 31.15 | -5.58 | 6.66 | 40.21 | 27.47 | 0.00 |
| Sharpe Ratio | NA | -0.27 | 1.07 | 0.66 | NA | NA | NA | … | … | -0.27 | 2.27 | 1.97 | -0.40 | 0.69 | 3.29 | 2.13 | NA |
| Standard Deviation(%) | NA | 14.39 | 13.07 | 12.66 | NA | NA | NA | … | … | 14.39 | 7.82 | 15.62 | 14.04 | 9.56 | 12.21 | 12.97 | 0.00 |
| Draw Down(%) | NA | 11.97 | 11.97 | 17.35 | NA | NA | NA | … | … | 11.97 | 3.47 | 9.90 | 12.84 | 6.43 | 6.28 | 7.01 | 0.00 |
| Yield(%) | 0.00 | 6.41 | 5.48 | 8.10 | 8.31 | 5.54 | 4.16 | … | … | 6.41 | 3.63 | 2.31 | 12.61 | 17.54 | 9.49 | 9.48 | 0.00 |
Data as of 12/31/2018, Common starting date is 12/30/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFPIX (INSIGHT PORTFOLIO CLASS I) |
8.23%
May 2013 – May 2016 |
9.38%
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 |
|---|---|---|---|---|
| MFPIX (INSIGHT PORTFOLIO CLASS I) |
21.57%
Feb 2012 – Feb 2015 |
18.47%
May 2012 – May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart