Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSENX (LITMAN GREGORY MASTERS EQUITY FUND INVESTOR CLASS) | NA | 0.00% | 3.18% | 7.62% | 9.12% | NA | NA | … | … |
Data as of 12/08/2020, Common starting date is 05/04/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSENX (LITMAN GREGORY MASTERS EQUITY FUND INVESTOR CLASS) | 05/04/2009 | 12/08/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 3.18 | 7.62 | 9.12 | NA | NA | … | … | 0.00 | 20.80 | -10.18 | 20.87 | 11.72 | -2.08 | 10.75 | 35.22 | 13.54 | -4.40 | 19.39 | 24.37 |
| Sharpe Ratio | NA | 0.00 | 0.20 | 0.59 | 0.61 | NA | NA | … | … | 0.00 | 2.48 | -0.67 | 2.51 | 0.75 | -0.14 | 0.87 | 2.84 | 0.90 | -0.18 | 0.98 | 1.81 |
| Standard Deviation(%) | NA | 2.37 | 10.96 | 11.64 | 14.36 | NA | NA | … | … | NA | 7.83 | 17.22 | 8.09 | 15.37 | 15.18 | 12.28 | 12.41 | 15.17 | 25.25 | 19.63 | 21.39 |
| Draw Down(%) | NA | 0.00 | 22.36 | 22.36 | 23.45 | NA | NA | … | … | 0.00 | 2.43 | 22.36 | 3.74 | 13.71 | 13.31 | 9.49 | 6.48 | 14.27 | 23.45 | 15.92 | 9.24 |
| Yield(%) | 0.00 | 0.00 | 6.12 | 7.00 | 7.28 | 7.03 | 5.27 | … | … | 0.00 | 0.00 | 11.43 | 8.92 | 6.11 | 8.76 | 11.15 | 5.25 | 2.04 | 0.00 | 0.32 | 0.00 |
Data as of 12/08/2020, Common starting date is 05/04/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSENX (LITMAN GREGORY MASTERS EQUITY FUND INVESTOR CLASS) |
3.32%
Nov 2017 – Nov 2020 |
5.63%
Dec 2013 – Dec 2018 |
9.60%
Nov 2010 – Nov 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSENX (LITMAN GREGORY MASTERS EQUITY FUND INVESTOR CLASS) |
20.79%
Sep 2011 – Sep 2014 |
18.64%
Jun 2009 – Jun 2014 |
13.21%
Jun 2009 – Jun 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart