Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MSVFX (Litman Gregory Masters Value Instl) | NA | 26.84% | 5.55% | 1.09% | 2.94% | NA | NA | 3.34% |
Data as of 06/20/2013, AR inception is 08/02/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSVFX (Litman Gregory Masters Value Instl) | 08/02/2000 | 06/20/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.47 | 26.84 | 5.55 | 1.09 | 2.94 | NA | NA | 3.34 | 14.36 | -6.34 | 0.88 | 11.30 | 44.05 | -47.55 | -2.33 | 16.79 | -2.01 | 14.70 | 32.42 | -14.17 | 9.38 | 2.45 |
| Sharpe Ratio | NA | 2.11 | 0.24 | 0.03 | 0.08 | NA | NA | 0.09 | 2.79 | -0.27 | 0.04 | 0.70 | 1.56 | -1.29 | -0.36 | 1.26 | -0.41 | 1.42 | 2.00 | -0.74 | 0.40 | 0.05 |
| Standard Deviation(%) | NA | 12.67 | 22.23 | 27.62 | 22.41 | NA | NA | 21.40 | 11.87 | 24.10 | 22.31 | 16.07 | 28.22 | 37.35 | 15.10 | 10.73 | 10.16 | 9.67 | 15.84 | 20.60 | 17.74 | 39.89 |
| Draw Down(%) | NA | 5.82 | 29.28 | 52.70 | 64.50 | NA | NA | 64.50 | 4.29 | 29.13 | 20.36 | 13.91 | 27.26 | 57.40 | 14.63 | 10.91 | 7.11 | 7.09 | 17.02 | 29.94 | 22.42 | 18.46 |
| Yield(%) | 0.00 | 1.83 | 1.11 | 1.60 | 2.35 | 1.74 | 1.30 | 2.17 | 0.78 | 0.95 | 0.61 | 0.65 | 0.76 | 4.19 | 5.56 | 4.78 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/20/2013, AR inception is 08/02/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSVFX (Litman Gregory Masters Value Instl) |
-20.94%
Feb 2006 - Feb 2009 |
-11.42%
Feb 2004 - Feb 2009 |
-0.02%
May 2002 - May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSVFX (Litman Gregory Masters Value Instl) |
27.71%
Feb 2009 - Feb 2012 |
14.39%
Sep 2002 - Sep 2007 |
4.71%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart