Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MFRIX (MARKETFIELD FUND MARKETFIELD FUND – CLASS R6) | NA | 18.40% | 4.67% | 5.48% | NA | NA | NA | … | … |
Data as of 12/01/2020, Common starting date is 06/18/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MFRIX (MARKETFIELD FUND MARKETFIELD FUND – CLASS R6) | 06/18/2013 | 12/01/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.05 | 18.40 | 4.67 | 5.48 | NA | NA | NA | … | … | 15.26 | 12.00 | -13.12 | 21.37 | -3.28 | -8.11 | -12.15 | 7.75 |
| Sharpe Ratio | NA | 0.08 | -0.95 | -1.26 | NA | NA | NA | … | … | 0.21 | 1.38 | -1.18 | 2.84 | -0.40 | -1.09 | -1.65 | 2.13 |
| Standard Deviation(%) | NA | 23.86 | 16.16 | 13.51 | NA | NA | NA | … | … | 24.86 | 7.77 | 12.23 | 7.34 | 8.78 | 7.49 | 7.38 | 6.97 |
| Draw Down(%) | NA | 26.36 | 32.24 | 32.24 | NA | NA | NA | … | … | 26.36 | 7.29 | 20.65 | 2.31 | 9.50 | 11.71 | 14.59 | 2.57 |
| Yield(%) | 0.00 | 0.51 | 0.16 | 0.11 | 0.05 | 0.03 | 0.03 | … | … | 0.00 | 0.56 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.01 |
Data as of 12/01/2020, Common starting date is 06/18/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFRIX (MARKETFIELD FUND MARKETFIELD FUND – CLASS R6) |
-7.92%
Dec 2013 – Dec 2016 |
-3.81%
Dec 2013 – Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFRIX (MARKETFIELD FUND MARKETFIELD FUND – CLASS R6) |
5.80%
Dec 2016 – Dec 2019 |
5.60%
Nov 2015 – Nov 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart