Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MPSFF (RevoluGROUP Canada Inc) | NA | 0.00% | 5.54% | 18.89% | 14.28% | NA | NA | … | … |
Data as of 05/11/2023, Common starting date is 06/19/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPSFF (RevoluGROUP Canada Inc) | 06/19/2012 | 05/11/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 5.54 | 18.89 | 14.28 | NA | NA | … | … | 0.00 | 22.58 | 0.00 | 46.09 | 8.27 | 22.50 | 118.58 | -43.87 | 57.87 | -58.70 | 25.00 | -50.62 |
| Sharpe Ratio | NA | 0.00 | 0.07 | 0.29 | 0.12 | NA | NA | … | … | 0.00 | 0.89 | 0.00 | 0.40 | 0.10 | 1.04 | 1.07 | -0.31 | 0.88 | -0.32 | 0.11 | -0.35 |
| Standard Deviation(%) | NA | 23.69 | 65.85 | 61.89 | 114.49 | NA | NA | … | … | NA | 23.93 | NA | 114.28 | 70.80 | 20.33 | 111.22 | 141.90 | 65.86 | 183.60 | 219.12 | 211.71 |
| Draw Down(%) | NA | 0.00 | 56.77 | 56.77 | 94.33 | NA | NA | … | … | 0.00 | 3.23 | 0.00 | 55.33 | 37.59 | 0.00 | 53.55 | 63.11 | 40.94 | 80.00 | 80.00 | 71.15 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/11/2023, Common starting date is 06/19/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPSFF (RevoluGROUP Canada Inc) |
-38.71%
Jul 2012 – Jul 2015 |
-33.89%
Jul 2012 – Jul 2017 |
-3.09%
Sep 2012 – Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPSFF (RevoluGROUP Canada Inc) |
173.29%
Jun 2017 – Jun 2020 |
62.05%
Jun 2017 – Jun 2022 |
10.50%
Mar 2013 – Mar 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart