Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SCOIX (CMG LONG/SHORT FUND CMG LONG/SHORT FUND CLASS I SHARES) | NA | 8.96% | -10.00% | -6.74% | NA | NA | NA | … | … |
Data as of 10/31/2017, Common starting date is 03/02/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCOIX (CMG LONG/SHORT FUND CMG LONG/SHORT FUND CLASS I SHARES) | 03/02/2012 | 10/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.96 | -10.00 | -6.74 | NA | NA | NA | … | … | 3.55 | -4.24 | -26.92 | -7.04 | 6.12 | -18.30 |
| Sharpe Ratio | NA | 1.67 | -0.69 | -0.48 | NA | NA | NA | … | … | 0.97 | -0.34 | -1.33 | -0.56 | 0.50 | -1.08 |
| Standard Deviation(%) | NA | 5.04 | 14.93 | 14.46 | NA | NA | NA | … | … | 3.78 | 13.10 | 20.33 | 12.70 | 12.26 | 20.25 |
| Draw Down(%) | NA | 2.67 | 36.64 | 44.26 | NA | NA | NA | … | … | 2.67 | 19.26 | 30.06 | 13.36 | 13.19 | 25.97 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/31/2017, Common starting date is 03/02/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCOIX (CMG LONG/SHORT FUND CMG LONG/SHORT FUND CLASS I SHARES) |
-16.58%
Jul 2013 – Jul 2016 |
-8.63%
Apr 2012 – Apr 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCOIX (CMG LONG/SHORT FUND CMG LONG/SHORT FUND CLASS I SHARES) |
-3.63%
May 2012 – May 2015 |
-6.59%
Jun 2012 – Jun 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart