Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MGDDD | NA | -85.44% | -41.36% | -29.45% | -11.74% | NA | NA | … | … |
Data as of 09/14/2022, Common starting date is 10/15/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MGDDD | 10/15/2010 | 09/14/2022 |
| 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 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.10 | -85.44 | -41.36 | -29.45 | -11.74 | NA | NA | … | … | -85.58 | 30.31 | 3.68 | 23.71 | -32.17 | 31.38 | 13.37 | 6.03 | -11.01 | 9.78 | 61.90 | -19.23 | -9.79 |
| Sharpe Ratio | NA | -0.58 | -0.45 | -0.41 | -0.22 | NA | NA | … | … | -0.53 | 1.57 | 0.06 | 0.83 | -1.24 | 1.79 | 0.52 | 0.27 | -0.43 | 0.36 | 2.06 | -0.41 | -2.35 |
| Standard Deviation(%) | NA | 148.48 | 91.91 | 73.22 | 54.46 | NA | NA | … | … | 176.90 | 19.34 | 53.37 | 26.88 | 26.98 | 17.23 | 25.36 | 22.22 | 25.92 | 27.09 | 30.35 | 47.06 | 16.48 |
| Draw Down(%) | NA | 87.30 | 87.30 | 87.30 | 87.30 | NA | NA | … | … | 87.30 | 12.17 | 38.13 | 24.41 | 39.89 | 5.84 | 15.53 | 21.30 | 35.70 | 19.08 | 24.61 | 44.01 | 12.91 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/14/2022, Common starting date is 10/15/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGDDD (MGDDD) |
-40.42%
Jun 2019 – Jun 2022 |
-29.28%
Aug 2017 – Aug 2022 |
-10.69%
Aug 2012 – Aug 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGDDD (MGDDD) |
21.92%
May 2012 – May 2015 |
17.37%
Jun 2012 – Jun 2017 |
10.97%
Dec 2011 – Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart