Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MRLAX (GLOBAL REAL ESTATE PORTFOLIO CLASS I) | NA | 28.64% | -14.56% | -7.94% | -2.38% | 1.85% | NA | 0.46% |
Data as of 11/13/2024, AR inception is 09/08/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MRLAX (GLOBAL REAL ESTATE PORTFOLIO CLASS I) | 09/08/2006 | 11/13/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 28.64 | -14.56 | -7.94 | -2.38 | 1.85 | NA | 0.46 | 12.36 | 11.70 | -42.49 | 4.18 | -15.23 | 18.41 | -8.12 | 9.74 | 3.42 | -0.94 | 14.08 | 3.55 | 30.19 | -9.66 | 20.22 | 41.04 | -45.00 | -7.87 | 16.73 |
| Sharpe Ratio | NA | 1.56 | -0.72 | -0.38 | -0.19 | NA | NA | -0.03 | 0.55 | 0.46 | -1.28 | 0.19 | -0.39 | 1.78 | -0.78 | 1.18 | 0.22 | -0.07 | 1.54 | 0.26 | 2.29 | -0.38 | 0.97 | 1.01 | -0.91 | -0.50 | 6.54 |
| Standard Deviation(%) | NA | 14.21 | 25.43 | 27.07 | 20.93 | NA | NA | 24.17 | 13.18 | 16.44 | 34.32 | 21.49 | 39.81 | 9.56 | 12.17 | 7.74 | 14.86 | 14.11 | 9.12 | 13.52 | 13.30 | 25.82 | 20.70 | 40.51 | 50.53 | 21.77 | 9.39 |
| Draw Down(%) | NA | 7.69 | 53.87 | 54.38 | 54.38 | NA | NA | 70.41 | 7.48 | 16.45 | 43.47 | 18.40 | 43.24 | 6.86 | 12.75 | 4.39 | 11.98 | 13.91 | 7.69 | 15.10 | 9.37 | 25.26 | 13.92 | 37.30 | 63.03 | 21.39 | 1.68 |
| Yield(%) | 0.00 | 7.30 | 6.51 | 5.76 | 5.00 | 5.89 | 3.77 | 4.19 | 2.08 | 4.90 | 1.16 | 19.38 | 0.95 | 10.90 | 9.90 | 6.30 | 3.79 | 1.75 | 2.03 | 2.04 | 4.28 | 1.82 | 2.50 | 4.78 | 0.40 | 5.29 | 1.55 |
Data as of 11/13/2024, AR inception is 09/08/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRLAX (GLOBAL REAL ESTATE PORTFOLIO CLASS I) |
-20.22%
Dec 2019 - Dec 2022 |
-11.47%
Sep 2018 - Sep 2023 |
-4.13%
Oct 2013 - Oct 2023 |
-1.44%
Dec 2007 - Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRLAX (GLOBAL REAL ESTATE PORTFOLIO CLASS I) |
33.92%
Feb 2009 - Feb 2012 |
24.04%
Feb 2009 - Feb 2014 |
14.13%
Feb 2009 - Feb 2019 |
5.39%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart