Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MGRLX (GLOBAL REAL ESTATE PORTFOLIO CLASS L) | NA | 21.39% | -15.14% | -8.86% | -3.27% | 1.03% | NA | -0.25% |
Data as of 11/22/2024, AR inception is 06/20/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MGRLX (GLOBAL REAL ESTATE PORTFOLIO CLASS L) | 06/20/2008 | 11/22/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 21.39 | -15.14 | -8.86 | -3.27 | 1.03 | NA | -0.25 | 11.49 | 10.78 | -43.23 | 3.03 | -15.90 | 17.42 | -8.92 | 8.90 | 2.65 | -1.71 | 13.27 | 2.77 | 29.27 | -10.33 | 19.27 | 39.91 | -40.20 |
| Sharpe Ratio | NA | 1.11 | -0.75 | -0.41 | -0.23 | NA | NA | -0.05 | 0.46 | 0.40 | -1.30 | 0.14 | -0.40 | 1.67 | -0.84 | 1.07 | 0.16 | -0.12 | 1.46 | 0.20 | 2.24 | -0.40 | 0.93 | 0.99 | -0.96 |
| Standard Deviation(%) | NA | 13.24 | 25.58 | 27.19 | 21.02 | NA | NA | 24.44 | 12.76 | 16.63 | 34.48 | 21.86 | 39.92 | 9.58 | 12.20 | 7.77 | 14.83 | 14.11 | 9.05 | 13.50 | 13.15 | 25.82 | 20.69 | 40.30 | 64.98 |
| Draw Down(%) | NA | 7.74 | 54.93 | 55.52 | 55.52 | NA | NA | 61.01 | 7.32 | 17.15 | 44.22 | 18.93 | 43.25 | 7.15 | 13.11 | 4.53 | 12.16 | 14.26 | 7.78 | 15.06 | 9.35 | 25.41 | 14.05 | 37.23 | 57.71 |
| Yield(%) | 0.00 | 4.26 | 5.83 | 5.04 | 4.24 | 4.92 | 3.04 | 3.80 | 1.37 | 2.85 | 0.43 | 18.52 | 0.06 | 10.06 | 9.08 | 5.43 | 2.37 | 1.04 | 1.23 | 1.16 | 3.45 | 1.16 | 1.84 | 4.38 | 0.00 |
Data as of 11/22/2024, AR inception is 06/20/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGRLX (GLOBAL REAL ESTATE PORTFOLIO CLASS L) |
-21.06%
Dec 2019 - Dec 2022 |
-12.30%
Sep 2018 - Sep 2023 |
-4.98%
Oct 2013 - Oct 2023 |
-1.01%
Aug 2008 - Aug 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGRLX (GLOBAL REAL ESTATE PORTFOLIO CLASS L) |
32.89%
Feb 2009 - Feb 2012 |
23.10%
Feb 2009 - Feb 2014 |
13.25%
Feb 2009 - Feb 2019 |
4.51%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart