Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MSILX (LITMAN GREGORY MASTERS INTERNATIONAL FUND INSTITUTIONAL CLASS) | 20.97% | 13.94% | 13.03% | 10.46% | 3.98% | 5.39% | 5.23% | 6.14% |
Data as of 07/08/2025, AR inception is 12/05/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSILX (LITMAN GREGORY MASTERS INTERNATIONAL FUND INSTITUTIONAL CLASS) | 12/05/1997 | 07/08/2025 |
| 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 (%) | 0.62 | 13.94 | 13.03 | 10.46 | 3.98 | 5.39 | 5.23 | 6.14 | 20.97 | -0.58 | 18.32 | -21.57 | 11.82 | 5.04 | 29.53 | -20.24 | 23.62 | -4.62 | -5.51 | -2.72 | 21.48 | 19.96 | -16.24 | 15.86 | 38.54 | -45.66 | 20.53 | 23.70 | 23.84 | 17.16 | 38.60 | -14.19 | -18.55 | -18.00 | 70.50 | 10.83 | -1.50 |
| Sharpe Ratio | NA | 0.68 | 0.55 | 0.47 | 0.11 | NA | NA | 0.23 | 2.13 | -0.56 | 0.93 | -0.87 | 0.79 | 0.13 | 2.12 | -1.51 | 2.78 | -0.25 | -0.36 | -0.25 | 1.77 | 1.14 | -0.60 | 0.74 | 1.42 | -1.25 | 1.02 | 1.62 | 2.38 | 1.20 | 2.50 | -0.83 | -1.38 | -0.91 | 4.83 | 0.39 | -2.05 |
| Standard Deviation(%) | NA | 17.46 | 17.29 | 18.51 | 19.78 | NA | NA | 19.61 | 20.34 | 12.88 | 15.20 | 26.38 | 14.89 | 37.61 | 13.27 | 14.33 | 8.30 | 19.58 | 15.29 | 10.93 | 12.11 | 17.59 | 27.18 | 21.18 | 27.17 | 37.01 | 17.28 | 12.68 | 9.12 | 13.48 | 15.19 | 18.47 | 15.31 | 24.25 | 13.93 | 19.43 | 11.54 |
| Draw Down(%) | NA | 15.73 | 19.18 | 34.93 | 45.23 | NA | NA | 60.46 | 15.73 | 9.67 | 16.51 | 34.34 | 8.93 | 43.62 | 10.17 | 27.73 | 4.06 | 15.13 | 18.16 | 13.78 | 10.16 | 18.96 | 29.08 | 17.97 | 22.48 | 55.30 | 11.67 | 15.15 | 5.65 | 14.46 | 18.46 | 29.81 | 30.96 | 34.71 | 6.20 | 31.69 | 3.87 |
| Yield(%) | 0.00 | 1.16 | 1.46 | 2.54 | 2.16 | 2.37 | 4.34 | 5.79 | 0.00 | 1.23 | 2.04 | 0.68 | 4.00 | 2.27 | 3.77 | 0.58 | 3.52 | 3.87 | 1.57 | 1.18 | 1.20 | 0.54 | 0.17 | 0.51 | 0.72 | 4.07 | 21.60 | 15.54 | 19.04 | 2.77 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/08/2025, AR inception is 12/05/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSILX (LITMAN GREGORY MASTERS INTERNATIONAL FUND INSTITUTIONAL CLASS) |
-23.27%
Mar 2000 - Mar 2003 |
-6.05%
Mar 2015 - Mar 2020 |
0.23%
Oct 2007 - Oct 2017 |
-0.73%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSILX (LITMAN GREGORY MASTERS INTERNATIONAL FUND INSTITUTIONAL CLASS) |
34.35%
Mar 2003 - Mar 2006 |
26.88%
Oct 2002 - Oct 2007 |
11.94%
Mar 2003 - Mar 2013 |
9.41%
Feb 2003 - Feb 2018 |
Annualized Rolling Returns Comparison Chart