Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMAC (MMA Capital Holdings Inc) | NA | 1.17% | 0.88% | 8.42% | 46.74% | -9.34% | -4.73% | … | … |
Data as of 08/13/2021, Common starting date is 08/30/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMAC (MMA Capital Holdings Inc) | 08/30/1996 | 08/13/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.14 | 1.17 | 0.88 | 8.42 | 46.74 | -9.34 | -4.73 | … | … | 12.89 | -22.64 | 26.19 | 3.70 | 27.89 | 31.49 | 54.38 | 67.14 | 180.00 | 135.29 | 41.67 | -45.45 | -18.52 | -98.18 | -53.91 | 24.66 | -5.07 | 9.94 | -2.98 | 1.67 | 12.13 | 20.95 | 10.45 | -14.65 | 25.60 | 5.04 |
| Sharpe Ratio | NA | 0.02 | 0.00 | 0.20 | 0.87 | NA | NA | … | … | 0.33 | -0.38 | 0.14 | -0.71 | 0.54 | -0.16 | 1.65 | 1.31 | 2.13 | 1.16 | 0.23 | -0.53 | -0.22 | -0.67 | -1.49 | 0.16 | -1.80 | -0.72 | -1.44 | -1.04 | -0.50 | -2.82 | 2.13 | 0.82 | -1.07 | 0.79 |
| Standard Deviation(%) | NA | 56.62 | 47.53 | 38.85 | 55.06 | NA | NA | … | … | 65.32 | 59.34 | 21.37 | 25.31 | 16.03 | 16.58 | 21.75 | 37.06 | 75.67 | 102.27 | 99.55 | 121.77 | 169.71 | 176.80 | 51.20 | 14.66 | 14.53 | 13.49 | 15.44 | 17.36 | 18.38 | 16.90 | 16.66 | 22.90 | 19.60 | 27.93 |
| Draw Down(%) | NA | 41.27 | 52.65 | 52.65 | 57.14 | NA | NA | … | … | 36.37 | 33.23 | 18.80 | 12.22 | 7.60 | 8.13 | 9.86 | 15.90 | 31.06 | 57.14 | 47.62 | 76.32 | 82.61 | 99.30 | 58.85 | 5.85 | 13.56 | 14.17 | 10.76 | 12.04 | 10.54 | 7.45 | 12.84 | 26.55 | 9.09 | 13.28 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.69 | 2.48 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.15 | 6.53 | 7.65 | 7.20 | 7.48 | 6.96 | 6.94 | 7.62 | 8.90 | 9.22 | 7.69 | 6.84 | 3.76 |
Data as of 08/13/2021, Common starting date is 08/30/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMAC (MMA Capital Holdings Inc) |
-84.05%
Aug 2007 – Aug 2010 |
-66.32%
Aug 2005 – Aug 2010 |
-38.51%
Aug 2000 – Aug 2010 |
-21.90%
Oct 1996 – Oct 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMAC (MMA Capital Holdings Inc) |
149.63%
Aug 2010 – Aug 2013 |
95.80%
Aug 2010 – Aug 2015 |
48.51%
Aug 2010 – Aug 2020 |
-6.02%
Jun 2004 – Jun 2019 |
Annualized Rolling Returns Comparison Chart