Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MLMSX (GLOBAL CORE PORTFOLIO CLASS IS) | 7.72% | 11.50% | 17.71% | 13.11% | NA | NA | NA | 10.54% |
Data as of 07/11/2025, AR inception is 05/31/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MLMSX (GLOBAL CORE PORTFOLIO CLASS IS) | 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 | 11.50 | 17.71 | 13.11 | NA | NA | NA | 10.54 | 7.72 | 24.02 | 18.00 | -19.28 | 17.49 | 21.40 | 30.90 | -16.10 | 22.29 | 1.10 |
| Sharpe Ratio | NA | 0.41 | 0.80 | 0.58 | NA | NA | NA | 0.45 | 0.52 | 1.49 | 1.00 | -0.80 | 1.16 | 0.59 | 2.21 | -1.01 | 2.57 | 0.12 |
| Standard Deviation(%) | NA | 20.21 | 18.04 | 18.65 | NA | NA | NA | 19.65 | 23.89 | 13.73 | 14.49 | 26.09 | 15.01 | 35.54 | 13.31 | 17.41 | 8.44 | 13.16 |
| Draw Down(%) | NA | 19.59 | 19.59 | 28.77 | NA | NA | NA | 35.66 | 19.59 | 9.41 | 12.32 | 27.71 | 7.00 | 35.66 | 7.72 | 27.42 | 2.88 | 8.67 |
| Yield(%) | 0.00 | 0.22 | 0.54 | 1.55 | 1.34 | 0.89 | 0.67 | 1.49 | 0.00 | 0.27 | 0.87 | 0.32 | 4.82 | 0.00 | 1.03 | 0.70 | 0.64 | 0.80 |
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 |
|---|---|---|---|---|
| MLMSX (GLOBAL CORE PORTFOLIO CLASS IS) |
-0.52%
Mar 2017 - Mar 2020 |
4.02%
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 |
|---|---|---|---|---|
| MLMSX (GLOBAL CORE PORTFOLIO CLASS IS) |
23.13%
Dec 2018 - Dec 2021 |
16.07%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart