Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XMZFX (MBIA Cap/Claymore Managed Duration Inv G) | NA | -78.93% | -40.32% | -24.28% | -10.74% | -8.96% | NA | … | … |
Data as of 10/24/2018, Common starting date is 09/30/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XMZFX (MBIA Cap/Claymore Managed Duration Inv G) | 09/30/2003 | 10/24/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -78.93 | -40.32 | -24.28 | -10.74 | -8.96 | NA | … | … | -79.61 | 5.13 | -5.01 | -1.71 | 13.56 | -12.74 | 5.34 | 9.20 | -2.62 | 33.04 | -26.76 | -3.95 | 0.82 | 0.41 | -0.89 | 0.41 |
| Sharpe Ratio | NA | -0.65 | -0.73 | -0.69 | -0.66 | NA | NA | … | … | -0.61 | -3.84 | -9.24 | -6.99 | -1.63 | -5.86 | -3.15 | -1.93 | -4.13 | 2.28 | -3.36 | -6.16 | -6.42 | -5.55 | -3.33 | -3.77 |
| Standard Deviation(%) | NA | 155.16 | 89.64 | 69.49 | 49.32 | NA | NA | … | … | 171.58 | 3.69 | 4.22 | 2.90 | 3.03 | 5.33 | 4.23 | 4.84 | 5.13 | 6.35 | 13.75 | 4.23 | 3.36 | 3.71 | 6.15 | 4.58 |
| Draw Down(%) | NA | 79.76 | 80.56 | 80.56 | 80.59 | NA | NA | … | … | 79.65 | 2.84 | 10.77 | 6.28 | 2.02 | 15.52 | 2.75 | 5.60 | 11.54 | 5.70 | 34.77 | 7.78 | 4.24 | 4.30 | 10.30 | 1.79 |
| Yield(%) | 0.00 | 2.59 | 1.07 | 2.19 | 2.02 | 1.03 | 0.77 | … | … | 1.97 | 1.26 | 0.00 | 0.41 | 5.99 | 5.82 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/24/2018, Common starting date is 09/30/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XMZFX (MBIA Cap/Claymore Managed Duration Inv G) |
-40.32%
Sep 2015 – Sep 2018 |
-24.17%
Sep 2013 – Sep 2018 |
-11.33%
Sep 2008 – Sep 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XMZFX (MBIA Cap/Claymore Managed Duration Inv G) |
12.26%
Dec 2008 – Dec 2011 |
6.72%
Dec 2008 – Dec 2013 |
2.67%
Feb 2008 – Feb 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart