Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMSQX (MPROVED SYSTEMATIC MULTI-STRATEGY FUND INSTITUTIONAL CLASS) | NA | -19.52% | NA | NA | NA | NA | NA | … | … |
Data as of 09/14/2020, Common starting date is 01/02/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMSQX (MPROVED SYSTEMATIC MULTI-STRATEGY FUND INSTITUTIONAL CLASS) | 01/02/2018 | 09/14/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.17 | -19.52 | NA | NA | NA | NA | NA | … | … | -18.62 | -5.56 | 5.39 |
| Sharpe Ratio | NA | -0.81 | NA | NA | NA | NA | NA | … | … | -0.87 | -0.76 | 0.55 |
| Standard Deviation(%) | NA | 24.45 | NA | NA | NA | NA | NA | … | … | 29.57 | 9.16 | 7.42 |
| Draw Down(%) | NA | 26.04 | NA | NA | NA | NA | NA | … | … | 26.04 | 10.61 | 3.89 |
| Yield(%) | 0.00 | 4.45 | 1.84 | 1.10 | 0.55 | 0.37 | 0.28 | … | … | 0.00 | 4.50 | 0.88 |
Data as of 09/14/2020, 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 |
|---|---|---|---|---|
| MMSQX (MPROVED SYSTEMATIC MULTI-STRATEGY FUND INSTITUTIONAL 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 |
|---|---|---|---|---|
| MMSQX (MPROVED SYSTEMATIC MULTI-STRATEGY FUND INSTITUTIONAL CLASS) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart