Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMRF (MMRGlobal Inc) | NA | 0.00% | -60.31% | -66.15% | -56.25% | -55.98% | NA | … | … |
Data as of 10/05/2020, Common starting date is 02/02/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMRF (MMRGlobal Inc) | 02/02/2005 | 10/05/2020 |
| 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 | 0.00 | -60.31 | -66.15 | -56.25 | -55.98 | NA | … | … | 0.00 | -91.67 | -20.00 | -58.33 | -71.20 | -77.27 | -66.67 | 77.42 | -59.39 | -51.79 | 11.76 | 70.00 | -96.79 | -37.60 | -38.27 | -40.44 |
| Sharpe Ratio | NA | 0.00 | -0.16 | -0.19 | -0.21 | NA | NA | … | … | 0.00 | -0.38 | -0.18 | -0.25 | -0.36 | -0.53 | -0.80 | 0.59 | -0.62 | -0.62 | -0.05 | 0.28 | -0.30 | -0.67 | -0.68 | -0.95 |
| Standard Deviation(%) | NA | 528.69 | 381.20 | 347.82 | 268.61 | NA | NA | … | … | 596.19 | 300.03 | 233.95 | 317.41 | 290.75 | 181.46 | 107.05 | 100.66 | 125.90 | 113.82 | 147.57 | 184.14 | 388.68 | 89.18 | 89.37 | 70.04 |
| Draw Down(%) | NA | 94.12 | 98.04 | 99.67 | 99.98 | NA | NA | … | … | 94.12 | 96.00 | 82.35 | 88.46 | 90.00 | 83.45 | 84.83 | 74.70 | 75.65 | 72.53 | 81.25 | 76.67 | 99.24 | 62.95 | 67.07 | 54.48 |
| Yield(%) | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/05/2020, Common starting date is 02/02/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMRF (MMRGlobal Inc) |
-84.79%
Sep 2005 – Sep 2008 |
-74.88%
Sep 2014 – Sep 2019 |
-62.47%
May 2007 – May 2017 |
-56.35%
Jul 2005 – Jul 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMRF (MMRGlobal Inc) |
21.92%
Sep 2008 – Sep 2011 |
11.76%
Sep 2008 – Sep 2013 |
-34.35%
Sep 2008 – Sep 2018 |
-47.15%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison Chart