Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSSFX (LITMAN GREGORY MASTERS SMALLER COMPANIES FUND INSTITUTIONAL CLASS) | NA | -9.11% | 0.42% | 5.71% | 6.46% | 4.79% | NA | … | … |
Data as of 12/08/2020, Common starting date is 07/03/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSSFX (LITMAN GREGORY MASTERS SMALLER COMPANIES FUND INSTITUTIONAL CLASS) | 07/03/2003 | 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 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.11 | 0.42 | 5.71 | 6.46 | 4.79 | NA | … | … | -11.02 | 23.72 | -10.51 | 14.44 | 18.82 | -13.24 | -4.06 | 36.86 | 18.51 | 0.47 | 22.26 | 50.57 | -44.81 | 1.64 | 9.68 | 5.30 | 24.39 | 18.34 |
| Sharpe Ratio | NA | -0.23 | -0.02 | 0.21 | 0.29 | NA | NA | … | … | -0.28 | 1.57 | -0.77 | 1.31 | 0.97 | -0.75 | -0.28 | 2.95 | 1.15 | 0.01 | 1.03 | 1.52 | -1.08 | -0.08 | 0.42 | 0.25 | 1.55 | 2.66 |
| Standard Deviation(%) | NA | 41.72 | 27.05 | 23.20 | 21.20 | NA | NA | … | … | 43.08 | 14.25 | 15.46 | 10.59 | 19.13 | 17.77 | 14.65 | 12.48 | 16.13 | 29.68 | 21.55 | 33.29 | 42.12 | 16.53 | 15.12 | 12.69 | 15.09 | 14.98 |
| Draw Down(%) | NA | 46.05 | 46.05 | 46.05 | 46.05 | NA | NA | … | … | 46.05 | 12.11 | 22.23 | 7.07 | 13.77 | 21.62 | 17.16 | 6.21 | 12.97 | 28.73 | 18.82 | 29.06 | 57.70 | 14.92 | 16.22 | 8.35 | 10.64 | 5.23 |
| Yield(%) | 0.00 | 9.84 | 3.65 | 2.86 | 2.02 | 2.47 | 3.33 | … | … | 0.00 | 11.85 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.02 | 12.06 | 4.31 | 3.44 | 6.51 | 1.27 |
Data as of 12/08/2020, Common starting date is 07/03/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSSFX (LITMAN GREGORY MASTERS SMALLER COMPANIES FUND INSTITUTIONAL CLASS) |
-21.66%
Feb 2006 – Feb 2009 |
-8.67%
Feb 2004 – Feb 2009 |
2.60%
Jan 2006 – Jan 2016 |
3.19%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSSFX (LITMAN GREGORY MASTERS SMALLER COMPANIES FUND INSTITUTIONAL CLASS) |
34.88%
Feb 2009 – Feb 2012 |
30.13%
Feb 2009 – Feb 2014 |
15.56%
Feb 2009 – Feb 2019 |
8.20%
Aug 2003 – Aug 2018 |
Annualized Rolling Returns Comparison Chart