Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMPLX (MULTI-ASSET PORTFOLIO CLASS L) | NA | -10.17% | -4.37% | -4.72% | 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 |
|---|---|---|
| MMPLX (MULTI-ASSET PORTFOLIO CLASS L) | 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 (%) | 0.00 | -10.17 | -4.37 | -4.72 | NA | NA | NA | … | … | -11.21 | 2.79 | -1.04 | -1.67 | -3.42 | -11.38 | 0.03 | 17.23 | 4.55 |
| Sharpe Ratio | NA | -1.00 | -0.76 | -0.84 | NA | NA | NA | … | … | -1.42 | 0.17 | -0.48 | -0.59 | -0.68 | -1.77 | 0.00 | 2.46 | 1.27 |
| Standard Deviation(%) | NA | 10.85 | 7.25 | 6.54 | NA | NA | NA | … | … | 12.90 | 8.13 | 4.93 | 3.92 | 5.31 | 6.45 | 6.28 | 6.98 | 7.10 |
| Draw Down(%) | NA | 15.43 | 17.35 | 24.92 | NA | NA | NA | … | … | 15.21 | 5.50 | 5.01 | 5.11 | 7.59 | 13.17 | 7.10 | 2.87 | 5.81 |
| Yield(%) | 0.00 | 2.72 | 1.50 | 0.81 | 1.38 | 0.92 | 0.69 | … | … | 0.00 | 2.69 | 1.92 | 0.00 | 0.00 | 1.43 | 1.25 | 4.80 | 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 |
|---|---|---|---|---|
| MMPLX (MULTI-ASSET PORTFOLIO CLASS L) |
-6.66%
Feb 2014 – Feb 2017 |
-5.91%
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 |
|---|---|---|---|---|
| MMPLX (MULTI-ASSET PORTFOLIO CLASS L) |
4.31%
Jul 2012 – Jul 2015 |
0.46%
Nov 2012 – Nov 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart