Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MH-PC (Maiden Holdings Ltd) | NA | -51.10% | -4.52% | -23.36% | NA | NA | NA | … | … |
Data as of 12/23/2022, Common starting date is 11/20/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MH-PC (Maiden Holdings Ltd) | 11/20/2015 | 12/23/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.70 | -51.10 | -4.52 | -23.36 | NA | NA | NA | … | … | -51.26 | 16.97 | 58.22 | -21.17 | -65.56 | -5.42 | 2.58 | 1.57 |
| Sharpe Ratio | NA | -0.44 | -0.06 | -0.31 | NA | NA | NA | … | … | -0.44 | 0.45 | 0.71 | -0.29 | -0.89 | -0.50 | 0.17 | 1.30 |
| Standard Deviation(%) | NA | 120.24 | 86.51 | 82.42 | NA | NA | NA | … | … | 121.45 | 37.50 | 81.08 | 76.97 | 74.76 | 12.19 | 14.12 | 11.93 |
| Draw Down(%) | NA | 82.73 | 84.74 | 91.26 | NA | NA | NA | … | … | 82.73 | 24.20 | 48.73 | 57.73 | 77.19 | 11.03 | 11.28 | 4.04 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 1.11 | 2.02 | 1.34 | 1.01 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 5.54 | 6.91 | 7.45 | 0.00 |
Data as of 12/23/2022, Common starting date is 11/20/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MH-PC (Maiden Holdings Ltd) |
-41.86%
Jul 2016 – Jul 2019 |
-35.08%
Oct 2017 – Oct 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MH-PC (Maiden Holdings Ltd) |
33.88%
Mar 2019 – Mar 2022 |
-7.81%
May 2016 – May 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart