Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMAQX (MPROVED SYSTEMATIC MERGER ARBITRAGE FUND INSTITUTIONAL CLASS) | NA | 7.87% | 4.26% | NA | NA | NA | NA | … | … |
Data as of 11/17/2021, Common starting date is 01/02/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMAQX (MPROVED SYSTEMATIC MERGER ARBITRAGE FUND INSTITUTIONAL CLASS) | 01/02/2018 | 11/17/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.87 | 4.26 | NA | NA | NA | NA | … | … | 2.60 | -0.87 | -2.13 | 7.00 |
| Sharpe Ratio | NA | 0.32 | 0.08 | NA | NA | NA | NA | … | … | 0.32 | -0.09 | -0.33 | 0.14 |
| Standard Deviation(%) | NA | 8.50 | 24.71 | NA | NA | NA | NA | … | … | 9.03 | 12.64 | 10.76 | 40.51 |
| Draw Down(%) | NA | 9.04 | 31.59 | NA | NA | NA | NA | … | … | 9.04 | 14.72 | 11.09 | 24.36 |
| Yield(%) | 0.00 | 5.44 | 4.75 | 2.98 | 1.49 | 0.99 | 0.75 | … | … | 5.03 | 0.42 | 5.91 | 3.30 |
Data as of 11/17/2021, 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 |
|---|---|---|---|---|
| MMAQX (MPROVED SYSTEMATIC MERGER ARBITRAGE FUND INSTITUTIONAL CLASS) |
3.60%
Jul 2018 – Jul 2021 |
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 |
|---|---|---|---|---|
| MMAQX (MPROVED SYSTEMATIC MERGER ARBITRAGE FUND INSTITUTIONAL CLASS) |
6.80%
Apr 2018 – Apr 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart