Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMCVX (Managed Account Srs Md Cp Vl Opprtns Pft) | NA | -0.18% | 2.60% | 5.19% | 10.12% | NA | NA | … | … |
Data as of 03/05/2020, Common starting date is 12/14/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMCVX (Managed Account Srs Md Cp Vl Opprtns Pft) | 12/14/2005 | 03/05/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.18 | 2.60 | 5.19 | 10.12 | NA | NA | … | … | 0.00 | 12.66 | -9.04 | 9.53 | 24.13 | -5.90 | 7.78 | 34.99 | 14.49 | 0.79 | 26.84 | 35.75 | -36.87 | -6.26 | 6.87 | -1.84 |
| Sharpe Ratio | NA | -0.74 | 0.11 | 0.34 | 0.51 | NA | NA | … | … | 0.00 | 1.99 | -0.69 | 0.92 | 1.40 | -0.38 | 0.61 | 2.68 | 0.89 | 0.02 | 1.29 | 1.20 | -0.90 | -0.55 | 0.25 | -3.84 |
| Standard Deviation(%) | NA | 2.07 | 10.42 | 13.04 | 18.90 | NA | NA | … | … | NA | 5.62 | 15.05 | 9.72 | 17.07 | 15.67 | 12.81 | 13.07 | 16.42 | 41.28 | 20.72 | 29.82 | 41.98 | 17.27 | 13.78 | 9.82 |
| Draw Down(%) | NA | 2.32 | 21.74 | 21.74 | 24.83 | NA | NA | … | … | 0.00 | 3.77 | 21.74 | 7.19 | 11.92 | 13.37 | 12.28 | 6.05 | 13.48 | 24.83 | 17.34 | 26.07 | 51.41 | 20.44 | 14.62 | 1.94 |
| Yield(%) | 0.00 | 0.00 | 9.75 | 8.71 | 11.20 | 6.71 | 5.03 | … | … | 0.00 | 0.00 | 9.81 | 21.68 | 1.95 | 12.05 | 16.50 | 10.59 | 1.71 | 1.68 | 1.57 | 0.00 | 0.00 | 0.34 | 1.27 | 0.60 |
Data as of 03/05/2020, Common starting date is 12/14/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMCVX (Managed Account Srs Md Cp Vl Opprtns Pft) |
-20.22%
Feb 2006 – Feb 2009 |
-1.72%
Jul 2006 – Jul 2011 |
4.19%
Jan 2006 – Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMCVX (Managed Account Srs Md Cp Vl Opprtns Pft) |
31.43%
Feb 2009 – Feb 2012 |
26.85%
Feb 2009 – Feb 2014 |
16.22%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart