Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MRLBX (GLOBAL REAL ESTATE PORTFOLIO CLASS A) | NA | 28.15% | -14.81% | -8.21% | -2.68% | 1.54% | NA | 0.16% |
Data as of 11/13/2024, AR inception is 09/08/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MRLBX (GLOBAL REAL ESTATE PORTFOLIO CLASS A) | 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 | 28.15 | -14.81 | -8.21 | -2.68 | 1.54 | NA | 0.16 | 12.04 | 11.31 | -42.58 | 3.69 | -15.49 | 17.96 | -8.40 | 9.44 | 3.12 | -1.25 | 13.88 | 3.18 | 29.94 | -9.91 | 19.90 | 40.65 | -45.15 | -8.16 | 16.64 |
| Sharpe Ratio | NA | 1.51 | -0.73 | -0.39 | -0.20 | NA | NA | -0.04 | 0.52 | 0.43 | -1.29 | 0.17 | -0.39 | 1.73 | -0.80 | 1.14 | 0.20 | -0.09 | 1.52 | 0.23 | 2.27 | -0.39 | 0.96 | 1.00 | -0.91 | -0.52 | 6.39 |
| Standard Deviation(%) | NA | 14.33 | 25.51 | 27.10 | 20.95 | NA | NA | 24.15 | 13.25 | 16.68 | 34.30 | 21.60 | 39.76 | 9.58 | 12.11 | 7.78 | 14.87 | 14.09 | 9.12 | 13.49 | 13.26 | 25.70 | 20.59 | 40.51 | 50.42 | 21.71 | 9.56 |
| Draw Down(%) | NA | 7.71 | 54.16 | 54.66 | 54.66 | NA | NA | 70.54 | 7.50 | 16.70 | 43.56 | 18.57 | 43.27 | 6.99 | 12.88 | 4.41 | 12.07 | 14.07 | 7.75 | 15.01 | 9.31 | 25.29 | 13.99 | 37.26 | 63.02 | 21.64 | 1.68 |
| Yield(%) | 0.00 | 6.53 | 6.28 | 5.51 | 4.73 | 5.52 | 3.53 | 3.92 | 1.73 | 4.50 | 1.02 | 18.98 | 0.62 | 10.44 | 9.58 | 5.80 | 3.39 | 1.55 | 1.77 | 1.67 | 4.04 | 1.64 | 2.26 | 4.46 | 0.34 | 5.17 | 1.46 |
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 |
|---|---|---|---|---|
| MRLBX (GLOBAL REAL ESTATE PORTFOLIO CLASS A) |
-20.46%
Dec 2019 - Dec 2022 |
-11.75%
Sep 2018 - Sep 2023 |
-4.44%
Oct 2013 - Oct 2023 |
-1.72%
Dec 2007 - Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRLBX (GLOBAL REAL ESTATE PORTFOLIO CLASS A) |
33.64%
Feb 2009 - Feb 2012 |
23.74%
Feb 2009 - Feb 2014 |
13.82%
Feb 2009 - Feb 2019 |
5.08%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart