Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MDDDX (Marisco Gwth FDP of FDP Srs Inc. Cl A) | NA | 8.12% | 12.65% | 8.52% | 11.29% | NA | NA | … | … |
Data as of 03/05/2020, Common starting date is 10/12/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MDDDX (Marisco Gwth FDP of FDP Srs Inc. Cl A) | 10/12/2005 | 03/05/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.12 | 12.65 | 8.52 | 11.29 | NA | NA | … | … | 0.00 | 22.82 | 1.70 | 23.99 | 0.32 | 0.54 | 8.40 | 34.25 | 11.81 | -2.04 | 19.27 | 29.23 | -41.93 | 14.16 | 8.69 | 8.39 |
| Sharpe Ratio | NA | 0.58 | 0.70 | 0.49 | 0.64 | NA | NA | … | … | 0.00 | 1.52 | 0.02 | 2.81 | 0.01 | 0.03 | 0.57 | 2.67 | 0.86 | -0.08 | 0.95 | 1.10 | -1.16 | 0.66 | 0.43 | 3.50 |
| Standard Deviation(%) | NA | 11.72 | 16.11 | 15.81 | 16.97 | NA | NA | … | … | NA | 14.13 | 22.81 | 8.35 | 14.48 | 16.89 | 14.68 | 12.80 | 13.81 | 26.01 | 20.17 | 26.41 | 36.81 | 16.96 | 12.66 | 12.02 |
| Draw Down(%) | NA | 8.06 | 22.43 | 22.43 | 22.43 | NA | NA | … | … | 0.00 | 8.06 | 22.43 | 3.12 | 14.03 | 14.07 | 9.91 | 7.77 | 10.96 | 21.32 | 16.84 | 24.19 | 49.47 | 9.20 | 11.90 | 2.48 |
| Yield(%) | 0.00 | 5.00 | 13.88 | 10.80 | 11.16 | 7.65 | 5.74 | … | … | 0.00 | 5.69 | 23.49 | 13.81 | 6.18 | 13.48 | 6.26 | 5.71 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/05/2020, Common starting date is 10/12/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDDDX (Marisco Gwth FDP of FDP Srs Inc. Cl A) |
-15.85%
Feb 2006 – Feb 2009 |
-2.02%
Oct 2007 – Oct 2012 |
4.65%
Feb 2006 – Feb 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDDDX (Marisco Gwth FDP of FDP Srs Inc. Cl A) |
25.28%
Feb 2009 – Feb 2012 |
22.34%
Feb 2009 – Feb 2014 |
15.29%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart