Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MPYMX (Metzler/Payden European Emerging Markets) | NA | -6.72% | -9.15% | 4.61% | NA | NA | NA | … | … |
Data as of 10/11/2013, Common starting date is 01/13/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPYMX (Metzler/Payden European Emerging Markets) | 01/13/2005 | 10/11/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -6.72 | -9.15 | 4.61 | NA | NA | NA | … | … | -12.59 | 21.32 | -32.63 | 15.14 | 101.38 | -66.54 | 28.64 | 46.69 | 39.60 |
| Sharpe Ratio | NA | -0.47 | -0.37 | 0.17 | NA | NA | NA | … | … | -1.14 | 0.87 | -1.01 | 0.50 | 2.05 | -1.28 | 1.24 | 1.81 | 2.31 |
| Standard Deviation(%) | NA | 14.30 | 25.18 | 36.81 | NA | NA | NA | … | … | 13.84 | 24.63 | 32.30 | 30.38 | 49.48 | 52.57 | 20.64 | 24.01 | 16.93 |
| Draw Down(%) | NA | 18.87 | 46.17 | 48.65 | NA | NA | NA | … | … | 18.87 | 24.86 | 42.92 | 28.13 | 34.11 | 71.73 | 16.53 | 25.53 | 17.53 |
| Yield(%) | 0.00 | 0.78 | 0.21 | 0.29 | 4.40 | 2.93 | 2.20 | … | … | 0.53 | 0.22 | 0.00 | 0.08 | 0.38 | 0.00 | 11.28 | 6.78 | 13.87 |
Data as of 10/11/2013, Common starting date is 01/13/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPYMX (Metzler/Payden European Emerging Markets) |
-25.51%
Feb 2006 – Feb 2009 |
-10.65%
Oct 2007 – Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPYMX (Metzler/Payden European Emerging Markets) |
36.53%
May 2005 – May 2008 |
14.46%
Apr 2005 – Apr 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart