Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MHGC (Morgans Hotel Group Company) | NA | -29.51% | -35.44% | -18.42% | -17.52% | NA | NA | … | … |
Data as of 12/01/2016, Common starting date is 02/14/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MHGC (Morgans Hotel Group Company) | 02/14/2006 | 12/01/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -29.51 | -35.44 | -18.42 | -17.52 | NA | NA | … | … | -36.20 | -57.02 | -3.57 | 46.75 | -6.10 | -34.95 | 98.47 | -1.93 | -75.83 | 13.88 | -14.92 |
| Sharpe Ratio | NA | -0.40 | -0.70 | -0.38 | -0.28 | NA | NA | … | … | -0.49 | -1.40 | -0.18 | 1.24 | -0.15 | -0.58 | 1.73 | -0.02 | -0.76 | 0.31 | -0.53 |
| Standard Deviation(%) | NA | 73.87 | 50.72 | 48.35 | 64.50 | NA | NA | … | … | 78.53 | 40.84 | 20.37 | 37.64 | 42.59 | 60.72 | 56.73 | 87.92 | 101.07 | 35.52 | 38.15 |
| Draw Down(%) | NA | 75.50 | 89.82 | 89.82 | 96.66 | NA | NA | … | … | 74.48 | 62.31 | 12.66 | 21.58 | 38.90 | 55.01 | 38.38 | 68.74 | 86.84 | 34.41 | 40.30 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/01/2016, Common starting date is 02/14/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MHGC (Morgans Hotel Group Company) |
-43.95%
Mar 2006 – Mar 2009 |
-32.43%
Mar 2011 – Mar 2016 |
-22.50%
Mar 2006 – Mar 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MHGC (Morgans Hotel Group Company) |
30.47%
Feb 2009 – Feb 2012 |
28.20%
Feb 2009 – Feb 2014 |
-15.32%
Jul 2006 – Jul 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart