Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MSEFX (LITMAN GREGORY MASTERS EQUITY FUND INSTITUTIONAL CLASS) | 4.22% | 0.20% | 5.94% | 0.02% | 4.03% | 7.16% | 5.04% | 5.61% |
Data as of 07/25/2025, AR inception is 12/04/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSEFX (LITMAN GREGORY MASTERS EQUITY FUND INSTITUTIONAL CLASS) | 12/04/1997 | 07/25/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.43 | 0.20 | 5.94 | 0.02 | 4.03 | 7.16 | 5.04 | 5.61 | 4.22 | -2.50 | 57.27 | -43.14 | 0.97 | 6.10 | 27.55 | -10.08 | 21.12 | 11.95 | -1.76 | 11.11 | 35.16 | 13.75 | -4.16 | 19.21 | 44.30 | -46.93 | 4.57 | 9.34 | 4.96 | 14.25 | 31.89 | -19.18 | -2.55 | 3.33 | 26.45 | 14.90 | -8.12 |
| Sharpe Ratio | NA | -0.19 | 0.09 | -0.07 | 0.11 | NA | NA | 0.18 | 0.28 | -0.75 | 1.48 | -1.23 | 0.05 | 0.16 | 1.90 | -0.66 | 2.54 | 0.76 | -0.12 | 0.91 | 2.85 | 0.92 | -0.17 | 0.97 | 1.46 | -1.10 | 0.09 | 0.45 | 0.24 | 1.03 | 1.79 | -0.82 | -0.23 | -0.03 | 1.44 | 0.59 | -2.50 |
| Standard Deviation(%) | NA | 15.63 | 28.83 | 26.67 | 23.58 | NA | NA | 22.02 | 16.32 | 12.11 | 36.23 | 36.22 | 18.79 | 36.61 | 13.75 | 17.26 | 8.09 | 15.35 | 15.20 | 12.25 | 12.34 | 15.07 | 25.25 | 19.68 | 30.27 | 43.42 | 17.21 | 13.45 | 11.40 | 12.87 | 17.42 | 24.79 | 21.70 | 22.95 | 16.15 | 19.64 | 29.20 |
| Draw Down(%) | NA | 19.10 | 31.50 | 53.80 | 53.80 | NA | NA | 61.11 | 13.93 | 10.35 | 12.80 | 44.37 | 19.54 | 36.02 | 8.22 | 22.39 | 3.70 | 13.68 | 13.22 | 9.47 | 6.43 | 14.12 | 23.37 | 16.15 | 25.69 | 56.82 | 12.66 | 13.58 | 10.29 | 10.76 | 15.60 | 31.69 | 27.11 | 15.98 | 12.29 | 29.28 | 11.46 |
| Yield(%) | 0.00 | 1.24 | 8.18 | 4.13 | 6.31 | 8.56 | 5.90 | 6.49 | 0.00 | 1.27 | 31.34 | 0.00 | 0.00 | 0.00 | 10.53 | 11.26 | 8.81 | 6.32 | 8.87 | 11.08 | 5.21 | 2.03 | 0.00 | 0.00 | 0.00 | 3.94 | 8.13 | 6.28 | 5.00 | 0.62 | 0.00 | 0.00 | 0.45 | 12.43 | 19.85 | 0.27 | 0.24 |
Data as of 07/25/2025, AR inception is 12/04/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSEFX (LITMAN GREGORY MASTERS EQUITY FUND INSTITUTIONAL CLASS) |
-19.97%
Feb 2006 - Feb 2009 |
-9.70%
Feb 2004 - Feb 2009 |
-1.47%
Feb 1999 - Feb 2009 |
2.22%
Dec 2007 - Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSEFX (LITMAN GREGORY MASTERS EQUITY FUND INSTITUTIONAL CLASS) |
28.66%
Feb 2009 - Feb 2012 |
24.90%
Feb 2009 - Feb 2014 |
16.16%
Feb 2009 - Feb 2019 |
11.13%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart