Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMPIX (MULTI-ASSET PORTFOLIO CLASS I) | NA | -23.25% | -8.74% | -7.07% | NA | NA | NA | … | … |
Data as of 08/06/2020, Common starting date is 06/25/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMPIX (MULTI-ASSET PORTFOLIO CLASS I) | 06/25/2012 | 08/06/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -15.77 | -23.25 | -8.74 | -7.07 | NA | NA | NA | … | … | -10.31 | 4.58 | -0.33 | -0.72 | -2.75 | -10.61 | 0.77 | 18.23 | 4.96 |
| Sharpe Ratio | NA | -0.47 | -0.40 | -0.53 | NA | NA | NA | … | … | -1.32 | 0.33 | -0.34 | -0.34 | -0.55 | -1.65 | 0.12 | 2.61 | 1.40 |
| Standard Deviation(%) | NA | 13.48 | 8.58 | 7.45 | NA | NA | NA | … | … | 12.86 | 9.54 | 4.88 | 3.96 | 5.32 | 6.46 | 6.26 | 6.97 | 7.06 |
| Draw Down(%) | NA | 17.87 | 17.87 | 19.29 | NA | NA | NA | … | … | 15.01 | 5.05 | 4.68 | 4.82 | 7.17 | 12.54 | 6.83 | 2.85 | 5.70 |
| Yield(%) | 0.00 | 3.53 | 2.06 | 1.41 | 1.80 | 1.20 | 0.90 | … | … | 0.00 | 3.51 | 2.79 | 0.00 | 1.63 | 1.41 | 1.90 | 4.79 | 1.52 |
Data as of 08/06/2020, Common starting date is 06/25/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMPIX (MULTI-ASSET PORTFOLIO CLASS I) |
-5.94%
Feb 2014 – Feb 2017 |
-5.13%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMPIX (MULTI-ASSET PORTFOLIO CLASS I) |
5.12%
Jul 2012 – Jul 2015 |
1.28%
Nov 2012 – Nov 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart