Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MPDAX (GMG DEFENSIVE BETA FUND GMG DEFENSIVE BETA FUND) | NA | 25.64% | 5.01% | 6.93% | NA | NA | NA | 5.98% |
Data as of 10/31/2017, AR inception is 08/21/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPDAX (GMG DEFENSIVE BETA FUND GMG DEFENSIVE BETA FUND) | 08/21/2009 | 10/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 25.64 | 5.01 | 6.93 | NA | NA | NA | 5.98 | 26.42 | -4.69 | -4.89 | 3.65 | 15.94 | 10.20 | -4.57 | 8.92 | 0.90 |
| Sharpe Ratio | NA | 1.32 | 0.40 | 0.65 | NA | NA | NA | 0.44 | 1.28 | -0.77 | -0.60 | 0.37 | 1.86 | 0.97 | -0.24 | 0.66 | 0.69 |
| Standard Deviation(%) | NA | 18.99 | 11.83 | 10.46 | NA | NA | NA | 12.96 | 24.96 | 6.30 | 8.23 | 9.75 | 8.57 | 10.50 | 19.56 | 13.32 | 3.58 |
| Draw Down(%) | NA | 2.52 | 12.90 | 12.90 | NA | NA | NA | 18.64 | 2.03 | 6.60 | 8.27 | 8.38 | 4.80 | 9.11 | 18.64 | 11.59 | 1.39 |
| Yield(%) | 0.00 | 53.07 | 19.17 | 13.89 | 7.93 | 5.29 | 3.97 | 9.91 | 50.75 | 4.38 | 16.71 | 0.64 | 0.04 | 0.00 | 0.88 | 0.00 | 0.00 |
Data as of 10/31/2017, AR inception is 08/21/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPDAX (GMG DEFENSIVE BETA FUND GMG DEFENSIVE BETA FUND) |
-2.06%
Dec 2013 - Dec 2016 |
1.85%
Apr 2011 - Apr 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPDAX (GMG DEFENSIVE BETA FUND GMG DEFENSIVE BETA FUND) |
11.56%
Sep 2011 - Sep 2014 |
8.29%
Jun 2010 - Jun 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart