Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MLMSX (GLOBAL CORE PORTFOLIO CLASS IS) | 5.79% | 19.94% | 19.79% | 9.29% | 10.99% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 05/31/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MLMSX (GLOBAL CORE PORTFOLIO CLASS IS) | 05/31/2016 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.47 | 19.94 | 19.79 | 9.29 | 10.99 | NA | NA | … | … | 5.79 | 18.03 | 24.02 | 18.00 | -19.28 | 17.49 | 21.40 | 30.90 | -16.10 | 22.29 | 1.10 |
| Sharpe Ratio | NA | 1.18 | 1.01 | 0.37 | 0.48 | NA | NA | … | … | 0.55 | 0.80 | 1.49 | 1.00 | -0.80 | 1.16 | 0.59 | 2.21 | -1.01 | 2.57 | 0.12 |
| Standard Deviation(%) | NA | 14.42 | 16.04 | 18.31 | 19.28 | NA | NA | … | … | 17.83 | 19.09 | 13.73 | 14.49 | 26.09 | 15.01 | 35.54 | 13.31 | 17.41 | 8.44 | 13.16 |
| Draw Down(%) | NA | 13.27 | 19.59 | 28.77 | 35.66 | NA | NA | … | … | 13.27 | 19.59 | 9.41 | 12.32 | 27.71 | 7.00 | 35.66 | 7.72 | 27.42 | 2.88 | 8.67 |
| Yield(%) | 0.00 | 2.61 | 1.60 | 1.77 | 1.89 | 1.27 | 0.95 | … | … | 0.00 | 2.72 | 0.27 | 0.87 | 0.32 | 4.82 | 0.00 | 1.03 | 0.70 | 0.64 | 0.80 |
Data as of 06/04/2026, Common starting date 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) |
23.70%
Sep 2022 – Sep 2025 |
16.07%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart