Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PMSPX (GLOBAL MULTI-STRATEGY FUND CLASS P) | NA | 5.88% | 2.39% | 3.60% | NA | NA | NA | … | … |
Data as of 06/23/2017, Common starting date is 11/03/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMSPX (GLOBAL MULTI-STRATEGY FUND CLASS P) | 11/03/2011 | 06/23/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.88 | 2.39 | 3.60 | NA | NA | NA | … | … | 3.40 | 3.17 | -0.80 | 3.78 | 5.13 | 5.76 | -0.70 |
| Sharpe Ratio | NA | 2.14 | 0.69 | 1.14 | NA | NA | NA | … | … | 2.75 | 1.08 | -0.22 | 1.08 | 1.78 | 2.81 | -1.45 |
| Standard Deviation(%) | NA | 2.58 | 3.22 | 3.03 | NA | NA | NA | … | … | 2.47 | 2.73 | 3.68 | 3.48 | 2.86 | 2.05 | 3.06 |
| Draw Down(%) | NA | 1.57 | 6.15 | 6.15 | NA | NA | NA | … | … | 0.81 | 2.37 | 4.16 | 2.88 | 2.88 | 1.46 | 1.69 |
| Yield(%) | 0.00 | 0.04 | 1.76 | 1.65 | 0.84 | 0.56 | 0.42 | … | … | 0.00 | 0.04 | 2.86 | 2.47 | 1.08 | 1.44 | 0.00 |
Data as of 06/23/2017, Common starting date is 11/03/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMSPX (GLOBAL MULTI-STRATEGY FUND CLASS P) |
1.76%
Feb 2013 – Feb 2016 |
3.18%
Jan 2012 – Jan 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMSPX (GLOBAL MULTI-STRATEGY FUND CLASS P) |
5.04%
May 2012 – May 2015 |
3.62%
May 2012 – May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart