Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MLDIX (GLOBAL DISCOVERY PORTFOLIO CLASS I) | NA | 0.70% | 19.78% | 10.03% | NA | NA | NA | 13.55% |
Data as of 12/31/2018, AR inception is 12/30/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MLDIX (GLOBAL DISCOVERY PORTFOLIO CLASS I) | 12/30/2010 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.70 | 19.78 | 10.03 | NA | NA | NA | 13.55 | 0.38 | 25.39 | 36.52 | -4.26 | -1.96 | 40.72 | 31.64 | -7.79 | 0.30 |
| Sharpe Ratio | NA | -0.06 | 1.30 | 0.67 | NA | NA | NA | 0.81 | -0.06 | 3.01 | 1.93 | -0.28 | -0.17 | 3.03 | 2.06 | -0.30 | NA |
| Standard Deviation(%) | NA | 14.98 | 14.66 | 14.32 | NA | NA | NA | 16.37 | 14.98 | 8.26 | 18.76 | 15.58 | 11.73 | 13.45 | 15.46 | 26.40 | 0.00 |
| Draw Down(%) | NA | 13.53 | 13.53 | 22.77 | NA | NA | NA | 30.50 | 13.53 | 3.95 | 12.57 | 14.42 | 11.98 | 10.16 | 13.49 | 30.50 | 0.00 |
| Yield(%) | 0.00 | 12.74 | 10.66 | 8.96 | 8.96 | 5.97 | 4.48 | 11.20 | 12.74 | 6.84 | 2.68 | 1.38 | 20.61 | 16.10 | 8.82 | 1.18 | 0.00 |
Data as of 12/31/2018, AR inception is 12/30/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLDIX (GLOBAL DISCOVERY PORTFOLIO CLASS I) |
5.97%
May 2013 - May 2016 |
8.63%
Feb 2011 - Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLDIX (GLOBAL DISCOVERY PORTFOLIO CLASS I) |
25.91%
Sep 2011 - Sep 2014 |
21.34%
Jul 2012 - Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart