Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MGCSX (Managed Account Series Glbl Sm Cp Prtfl) | NA | 12.89% | 5.78% | 4.15% | 8.09% | NA | NA | 6.16% |
Data as of 12/30/2019, AR inception is 12/14/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MGCSX (Managed Account Series Glbl Sm Cp Prtfl) | 12/14/2005 | 12/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.89 | 5.78 | 4.15 | 8.09 | NA | NA | 6.16 | 12.89 | -14.37 | 22.46 | 9.25 | -4.68 | 1.98 | 37.18 | 18.11 | -9.35 | 18.57 | 33.54 | -37.79 | 6.83 | 17.81 | 0.90 |
| Sharpe Ratio | NA | 2.05 | 0.44 | 0.27 | 0.50 | NA | NA | 0.29 | 1.92 | -1.06 | 2.53 | 0.54 | -0.34 | 0.16 | 3.02 | 1.18 | -0.38 | 0.91 | 1.31 | -1.18 | 0.21 | 1.05 | 2.68 |
| Standard Deviation(%) | NA | 6.03 | 10.54 | 12.66 | 15.42 | NA | NA | 18.15 | 5.99 | 14.85 | 8.65 | 16.57 | 13.96 | 12.38 | 12.28 | 15.48 | 24.93 | 20.31 | 25.57 | 32.64 | 17.95 | 13.86 | 7.51 |
| Draw Down(%) | NA | 3.21 | 23.46 | 26.76 | 26.86 | NA | NA | 56.45 | 3.21 | 23.46 | 4.18 | 17.03 | 14.88 | 13.72 | 6.64 | 11.92 | 25.81 | 16.47 | 22.48 | 49.35 | 16.34 | 17.63 | 0.92 |
| Yield(%) | 0.00 | 0.00 | 10.58 | 7.61 | 9.33 | 6.64 | 4.98 | 7.11 | 0.00 | 11.21 | 20.16 | 2.27 | 5.72 | 15.36 | 12.16 | 3.77 | 2.18 | 0.85 | 0.00 | 0.00 | 1.65 | 0.98 | 0.13 |
Data as of 12/30/2019, AR inception is 12/14/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGCSX (Managed Account Series Glbl Sm Cp Prtfl) |
-14.31%
Feb 2006 - Feb 2009 |
-2.67%
May 2007 - May 2012 |
3.95%
Jan 2006 - Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGCSX (Managed Account Series Glbl Sm Cp Prtfl) |
23.77%
Feb 2009 - Feb 2012 |
23.29%
Feb 2009 - Feb 2014 |
13.28%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart