Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MZF (Managed Dur Inv Grade Muni) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | NA |
Data as of 10/24/2018, AR inception is 09/30/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MZF (Managed Dur Inv Grade Muni) | 09/30/2003 | 09/07/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | 6.70 | 3.98 | 0.18 | 7.65 | 15.71 | -13.48 | 9.34 | 20.75 | 5.16 | 66.62 | -27.26 | 0.94 | 8.56 | 0.93 | -10.41 | 3.83 |
| Sharpe Ratio | NA | 0.12 | 0.62 | 0.99 | 0.49 | NA | NA | 0.32 | 1.43 | 0.51 | 0.00 | 1.10 | 2.04 | -0.92 | 0.80 | 1.58 | 0.38 | 4.51 | -0.93 | -0.22 | 0.69 | -0.14 | -0.81 | 1.62 |
| Standard Deviation(%) | NA | 6.24 | 7.12 | 7.86 | 14.15 | NA | NA | 13.05 | 6.06 | 6.54 | 8.55 | 6.90 | 7.69 | 14.68 | 11.74 | 13.14 | 13.37 | 14.76 | 30.09 | 9.34 | 7.61 | 8.92 | 14.08 | 10.76 |
| Draw Down(%) | NA | 6.89 | 13.17 | 13.17 | 42.77 | NA | NA | 45.18 | 3.75 | 6.00 | 13.17 | 6.95 | 5.41 | 25.14 | 9.02 | 8.85 | 17.32 | 11.96 | 44.49 | 9.78 | 7.44 | 10.19 | 17.37 | 3.11 |
| Yield(%) | 0.00 | 0.00 | 2.84 | 4.62 | 6.06 | NA | NA | NA | 0.00 | 1.59 | 5.08 | 5.48 | 6.52 | 5.73 | 6.63 | 7.00 | 8.17 | 9.30 | 5.22 | 4.65 | 4.38 | 5.12 | 5.47 | NA |
Data as of 10/24/2018, AR inception is 09/30/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MZF (Managed Dur Inv Grade Muni) |
-7.28%
Dec 2005 - Dec 2008 |
-6.34%
Dec 2003 - Dec 2008 |
3.47%
Nov 2003 - Nov 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MZF (Managed Dur Inv Grade Muni) |
28.38%
Dec 2008 - Dec 2011 |
14.89%
Dec 2008 - Dec 2013 |
8.17%
Jun 2006 - Jun 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart