Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMSJX (MPROVED SYSTEMATIC MULTI-STRATEGY FUND INVESTOR CLASS) | NA | -10.50% | NA | NA | NA | NA | NA | … | … |
Data as of 07/15/2020, Common starting date is 01/02/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMSJX (MPROVED SYSTEMATIC MULTI-STRATEGY FUND INVESTOR CLASS) | 01/02/2018 | 07/15/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.69 | -10.50 | NA | NA | NA | NA | NA | … | … | -6.14 | -5.59 | 4.99 |
| Sharpe Ratio | NA | -0.73 | NA | NA | NA | NA | NA | … | … | -0.45 | -0.77 | 0.49 |
| Standard Deviation(%) | NA | 20.00 | NA | NA | NA | NA | NA | … | … | 25.66 | 9.16 | 7.46 |
| Draw Down(%) | NA | 32.12 | NA | NA | NA | NA | NA | … | … | 26.10 | 10.71 | 3.99 |
| Yield(%) | 0.00 | 4.51 | 1.82 | 1.09 | 0.55 | 0.36 | 0.27 | … | … | 0.00 | 4.46 | 0.88 |
Data as of 07/15/2020, 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 |
|---|---|---|---|---|
| MMSJX (MPROVED SYSTEMATIC MULTI-STRATEGY FUND INVESTOR CLASS) |
0.00%
NA |
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 |
|---|---|---|---|---|
| MMSJX (MPROVED SYSTEMATIC MULTI-STRATEGY FUND INVESTOR CLASS) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart