Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MNGIX (GLOBAL FIXED INCOME SERIES CLASS I) | NA | -6.61% | -0.49% | -1.00% | NA | NA | NA | … | … |
Data as of 11/30/2018, Common starting date is 10/04/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MNGIX (GLOBAL FIXED INCOME SERIES CLASS I) | 10/04/2012 | 11/30/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.26 | -6.61 | -0.49 | -1.00 | NA | NA | NA | … | … | -2.26 | 6.34 | 0.22 | -5.45 | 0.57 | -0.62 | 1.20 |
| Sharpe Ratio | NA | -1.33 | 0.08 | -0.17 | NA | NA | NA | … | … | -1.32 | 1.81 | 0.00 | -1.44 | 0.21 | -0.15 | 2.26 |
| Standard Deviation(%) | NA | 2.82 | 3.75 | 3.57 | NA | NA | NA | … | … | 2.85 | 3.17 | 4.85 | 3.79 | 2.69 | 4.26 | 2.34 |
| Draw Down(%) | NA | 3.37 | 5.89 | 11.30 | NA | NA | NA | … | … | 3.37 | 1.93 | 5.89 | 5.68 | 5.03 | 6.27 | 0.70 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.72 | 0.43 | 0.29 | 0.22 | … | … | 0.00 | 0.00 | 0.00 | 0.34 | 3.04 | 0.95 | 0.00 |
Data as of 11/30/2018, Common starting date is 10/04/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MNGIX (GLOBAL FIXED INCOME SERIES CLASS I) |
-2.10%
Jan 2013 – Jan 2016 |
-0.27%
Oct 2013 – Oct 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MNGIX (GLOBAL FIXED INCOME SERIES CLASS I) |
1.39%
Sep 2015 – Sep 2018 |
0.86%
Jun 2013 – Jun 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart