Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ROTIX (ALPHACENTRIC ASSET ROTATION FUND ALPHACENTRIC ASSET ROTATION FUND CLASS I) | NA | -5.38% | 2.01% | -1.48% | 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 |
|---|---|---|
| ROTIX (ALPHACENTRIC ASSET ROTATION FUND ALPHACENTRIC ASSET ROTATION FUND CLASS I) | 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 | -5.38 | 2.01 | -1.48 | NA | NA | NA | … | … | -4.23 | -8.03 | 17.01 | -4.87 | -10.01 | 4.70 |
| Sharpe Ratio | NA | -1.00 | 0.08 | -0.18 | NA | NA | NA | … | … | -0.87 | -0.64 | 1.70 | -0.37 | -0.88 | 1.27 |
| Standard Deviation(%) | NA | 6.83 | 10.70 | 11.51 | NA | NA | NA | … | … | 6.81 | 14.60 | 9.70 | 13.69 | 11.36 | 9.23 |
| Draw Down(%) | NA | 6.60 | 15.47 | 21.75 | NA | NA | NA | … | … | 6.60 | 14.44 | 3.22 | 11.53 | 13.41 | 4.26 |
| Yield(%) | 0.00 | 3.44 | 3.31 | 2.37 | 1.22 | 0.81 | 0.61 | … | … | 0.53 | 2.79 | 3.10 | 3.15 | 2.92 | 0.54 |
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 |
|---|---|---|---|---|
| ROTIX (ALPHACENTRIC ASSET ROTATION FUND ALPHACENTRIC ASSET ROTATION FUND CLASS I) |
0.06%
Dec 2014 – Dec 2017 |
-1.46%
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 |
|---|---|---|---|---|
| ROTIX (ALPHACENTRIC ASSET ROTATION FUND ALPHACENTRIC ASSET ROTATION FUND CLASS I) |
3.91%
Aug 2015 – Aug 2018 |
-0.62%
Sep 2014 – Sep 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart