Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MLMAX (GLOBAL CORE PORTFOLIO CLASS A) | 7.53% | 11.12% | 17.29% | 12.68% | NA | NA | NA | 10.12% |
Data as of 07/11/2025, AR inception is 05/31/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MLMAX (GLOBAL CORE PORTFOLIO CLASS A) | 05/31/2016 | 07/11/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.12 | 17.29 | 12.68 | NA | NA | NA | 10.12 | 7.53 | 23.54 | 17.61 | -19.64 | 17.07 | 20.88 | 30.36 | -16.41 | 21.82 | 0.93 |
| Sharpe Ratio | NA | 0.39 | 0.77 | 0.55 | NA | NA | NA | 0.43 | 0.50 | 1.45 | 0.97 | -0.81 | 1.13 | 0.58 | 2.18 | -1.03 | 2.53 | 0.10 |
| Standard Deviation(%) | NA | 20.20 | 18.05 | 18.67 | NA | NA | NA | 19.65 | 23.87 | 13.71 | 14.53 | 26.11 | 15.13 | 35.54 | 13.24 | 17.33 | 8.39 | 13.14 |
| Draw Down(%) | NA | 19.58 | 19.58 | 29.02 | NA | NA | NA | 35.71 | 19.58 | 9.44 | 12.42 | 27.91 | 7.06 | 35.71 | 7.74 | 27.65 | 2.80 | 8.68 |
| Yield(%) | 0.00 | 0.00 | 0.21 | 1.34 | 1.04 | 0.69 | 0.52 | 1.16 | 0.00 | 0.00 | 0.52 | 0.08 | 4.84 | 0.00 | 0.60 | 0.25 | 0.25 | 0.63 |
Data as of 07/11/2025, AR inception is 05/31/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLMAX (GLOBAL CORE PORTFOLIO CLASS A) |
-0.92%
Mar 2017 - Mar 2020 |
3.62%
Sep 2017 - Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLMAX (GLOBAL CORE PORTFOLIO CLASS A) |
22.65%
Dec 2018 - Dec 2021 |
15.63%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart