Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MNGSX (GLOBAL FIXED INCOME SERIES CLASS S) | NA | -6.36% | -0.50% | -1.05% | NA | NA | NA | -1.08% |
Data as of 11/30/2018, AR inception is 04/03/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MNGSX (GLOBAL FIXED INCOME SERIES CLASS S) | 04/03/2013 | 11/30/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.88 | -6.36 | -0.50 | -1.05 | NA | NA | NA | -1.08 | -2.27 | 6.26 | 0.00 | -5.69 | 0.53 | 0.17 |
| Sharpe Ratio | NA | -1.33 | 0.05 | -0.21 | NA | NA | NA | -0.17 | -1.32 | 1.76 | -0.04 | -1.49 | 0.19 | 0.04 |
| Standard Deviation(%) | NA | 2.82 | 3.71 | 3.57 | NA | NA | NA | 3.72 | 2.85 | 3.21 | 4.73 | 3.83 | 2.77 | 4.61 |
| Draw Down(%) | NA | 3.49 | 5.91 | 11.52 | NA | NA | NA | 11.52 | 3.49 | 1.94 | 5.91 | 5.79 | 5.12 | 6.21 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.67 | 0.40 | 0.27 | 0.20 | 0.80 | 0.00 | 0.00 | 0.00 | 0.31 | 2.89 | 0.85 |
Data as of 11/30/2018, AR inception is 04/03/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MNGSX (GLOBAL FIXED INCOME SERIES CLASS S) |
-1.95%
Apr 2014 - Apr 2017 |
-0.38%
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 |
|---|---|---|---|---|
| MNGSX (GLOBAL FIXED INCOME SERIES CLASS S) |
1.29%
Sep 2015 - Sep 2018 |
0.73%
Jun 2013 - Jun 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart