Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MSGOX (GLOBAL MULTI-ASSET INCOME PORTFOLIO CLASS A) | NA | 4.10% | 3.79% | NA | NA | NA | NA | 2.43% |
Data as of 02/03/2020, AR inception is 05/01/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSGOX (GLOBAL MULTI-ASSET INCOME PORTFOLIO CLASS A) | 05/01/2015 | 02/03/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.10 | 3.79 | NA | NA | NA | NA | 2.43 | 0.00 | 6.60 | -3.52 | 11.22 | 3.61 | -6.37 |
| Sharpe Ratio | NA | 0.28 | 0.55 | NA | NA | NA | NA | 0.25 | 0.00 | 1.30 | -0.65 | 2.84 | 0.54 | -1.51 |
| Standard Deviation(%) | NA | 3.63 | 5.30 | NA | NA | NA | NA | 5.63 | NA | 3.99 | 7.47 | 3.74 | 6.23 | 6.23 |
| Draw Down(%) | NA | 3.56 | 7.63 | NA | NA | NA | NA | 10.07 | 0.00 | 3.56 | 7.63 | 1.29 | 4.96 | 7.99 |
| Yield(%) | 0.00 | 0.86 | 1.65 | 1.50 | 0.75 | 0.50 | 0.38 | 1.88 | 0.00 | 0.90 | 3.11 | 0.69 | 1.35 | 1.53 |
Data as of 02/03/2020, AR inception is 05/01/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSGOX (GLOBAL MULTI-ASSET INCOME PORTFOLIO CLASS A) |
2.22%
Oct 2015 - Oct 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSGOX (GLOBAL MULTI-ASSET INCOME PORTFOLIO CLASS A) |
4.70%
Jan 2016 - Jan 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart