Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MLSJX (MPROVED SYSTEMATIC LONG-SHORT FUND INVESTOR CLASS) | NA | -5.78% | NA | NA | NA | NA | NA | … | … |
Data as of 04/22/2020, Common starting date is 01/02/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MLSJX (MPROVED SYSTEMATIC LONG-SHORT FUND INVESTOR CLASS) | 01/02/2018 | 04/22/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.78 | NA | NA | NA | NA | NA | … | … | 0.00 | -4.99 | -9.80 |
| Sharpe Ratio | NA | -1.00 | NA | NA | NA | NA | NA | … | … | 0.00 | -0.68 | -1.26 |
| Standard Deviation(%) | NA | 6.87 | NA | NA | NA | NA | NA | … | … | NA | 9.43 | 8.84 |
| Draw Down(%) | NA | 9.09 | NA | NA | NA | NA | NA | … | … | 0.00 | 11.20 | 11.70 |
| Yield(%) | 0.00 | 4.10 | 1.95 | 1.17 | 0.59 | 0.39 | 0.29 | … | … | 0.00 | 4.30 | 1.95 |
Data as of 04/22/2020, Common starting date is 01/02/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLSJX (MPROVED SYSTEMATIC LONG-SHORT FUND INVESTOR CLASS) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLSJX (MPROVED SYSTEMATIC LONG-SHORT FUND INVESTOR CLASS) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart