Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MH-PD (Maiden Holdings Ltd) | NA | -51.10% | -4.09% | -20.99% | NA | NA | NA | … | … |
Data as of 12/23/2022, Common starting date is 06/12/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MH-PD (Maiden Holdings Ltd) | 06/12/2017 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.35 | -51.10 | -4.09 | -20.99 | NA | NA | NA | … | … | -51.02 | 15.13 | 53.98 | -15.63 | -60.89 | -16.17 |
| Sharpe Ratio | NA | -0.46 | -0.05 | -0.28 | NA | NA | NA | … | … | -0.46 | 0.40 | 0.61 | -0.21 | -0.86 | -2.18 |
| Standard Deviation(%) | NA | 114.80 | 86.10 | 82.56 | NA | NA | NA | … | … | 115.95 | 37.77 | 87.40 | 81.30 | 72.20 | 12.83 |
| Draw Down(%) | NA | 82.28 | 84.12 | 90.00 | NA | NA | NA | … | … | 82.28 | 26.72 | 47.73 | 59.48 | 75.06 | 19.83 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 1.21 | 0.84 | 0.56 | 0.42 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 6.02 | 3.35 |
Data as of 12/23/2022, Common starting date is 06/12/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MH-PD (Maiden Holdings Ltd) |
-28.91%
Oct 2017 – Oct 2020 |
-34.21%
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-PD (Maiden Holdings Ltd) |
25.23%
Mar 2019 – Mar 2022 |
-22.93%
Nov 2017 – Nov 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart