Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ROTAX (ALPHACENTRIC ASSET ROTATION FUND ALPHACENTRIC ASSET ROTATION FUND CLASS A) | NA | -5.71% | 1.72% | -1.75% | NA | NA | NA | … | … |
Data as of 12/06/2019, Common starting date is 08/04/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ROTAX (ALPHACENTRIC ASSET ROTATION FUND ALPHACENTRIC ASSET ROTATION FUND CLASS A) | 08/04/2014 | 12/06/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.71 | 1.72 | -1.75 | NA | NA | NA | … | … | -4.51 | -7.90 | 16.73 | -5.15 | -10.28 | 4.73 |
| Sharpe Ratio | NA | -1.06 | 0.06 | -0.20 | NA | NA | NA | … | … | -0.93 | -0.63 | 1.68 | -0.39 | -0.90 | 1.28 |
| Standard Deviation(%) | NA | 6.75 | 10.65 | 11.49 | NA | NA | NA | … | … | 6.72 | 14.54 | 9.60 | 13.67 | 11.44 | 9.21 |
| Draw Down(%) | NA | 6.68 | 15.75 | 22.10 | NA | NA | NA | … | … | 6.68 | 14.30 | 3.26 | 11.57 | 13.77 | 4.36 |
| Yield(%) | 0.00 | 2.99 | 2.79 | 2.09 | 1.07 | 0.71 | 0.54 | … | … | 0.45 | 2.42 | 2.60 | 2.55 | 2.92 | 0.47 |
Data as of 12/06/2019, Common starting date is 08/04/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROTAX (ALPHACENTRIC ASSET ROTATION FUND ALPHACENTRIC ASSET ROTATION FUND CLASS A) |
-0.22%
Dec 2014 – Dec 2017 |
-1.73%
Nov 2014 – Nov 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROTAX (ALPHACENTRIC ASSET ROTATION FUND ALPHACENTRIC ASSET ROTATION FUND CLASS A) |
3.64%
Aug 2015 – Aug 2018 |
-0.89%
Sep 2014 – Sep 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart