Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WMCIX (WILLIAM BLAIR MACRO ALLOCATION FUND CLASS I) | NA | -3.20% | -0.77% | 0.49% | 2.48% | NA | NA | … | … |
Data as of 07/29/2022, Common starting date is 11/30/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WMCIX (WILLIAM BLAIR MACRO ALLOCATION FUND CLASS I) | 11/30/2011 | 07/29/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.20 | -0.77 | 0.49 | 2.48 | NA | NA | … | … | -1.03 | -1.11 | -3.15 | 4.13 | -1.08 | 5.50 | 2.26 | -6.00 | 2.83 | 13.38 | 14.49 | -0.39 |
| Sharpe Ratio | NA | -0.63 | -0.19 | -0.04 | 0.32 | NA | NA | … | … | -0.40 | -0.19 | -0.47 | 0.74 | -0.50 | 1.28 | 0.33 | -0.75 | 0.35 | 1.49 | 1.14 | -0.30 |
| Standard Deviation(%) | NA | 5.60 | 6.00 | 5.39 | 6.76 | NA | NA | … | … | 6.02 | 5.93 | 7.24 | 3.67 | 4.87 | 3.83 | 6.24 | 7.99 | 8.00 | 8.99 | 12.76 | 15.13 |
| Draw Down(%) | NA | 6.79 | 10.92 | 10.92 | 17.36 | NA | NA | … | … | 6.79 | 6.32 | 10.92 | 2.96 | 8.22 | 2.26 | 4.75 | 14.35 | 5.68 | 7.68 | 13.29 | 4.51 |
| Yield(%) | 0.00 | 2.42 | 2.58 | 2.40 | 2.85 | 2.01 | 1.50 | … | … | 0.00 | 2.51 | 1.25 | 4.37 | 3.09 | 1.09 | 2.27 | 0.87 | 5.35 | 2.80 | 3.06 | 0.00 |
Data as of 07/29/2022, Common starting date is 11/30/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WMCIX (WILLIAM BLAIR MACRO ALLOCATION FUND CLASS I) |
-2.42%
Oct 2017 – Oct 2020 |
-1.71%
Mar 2015 – Mar 2020 |
2.11%
Mar 2012 – Mar 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WMCIX (WILLIAM BLAIR MACRO ALLOCATION FUND CLASS I) |
12.29%
May 2012 – May 2015 |
5.84%
May 2012 – May 2017 |
3.19%
Dec 2011 – Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart