Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSFOX (Litman Gregory Masters Focused Opp Instl) | NA | 27.94% | 16.54% | 22.36% | NA | NA | NA | … | … |
Data as of 12/19/2013, Common starting date is 07/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSFOX (Litman Gregory Masters Focused Opp Instl) | 07/07/2006 | 12/19/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.88 | 27.94 | 16.54 | 22.36 | NA | NA | NA | … | … | 28.62 | 17.53 | 3.85 | 15.60 | 49.28 | -49.40 | 7.74 | 11.88 |
| Sharpe Ratio | NA | 2.27 | 1.01 | 1.04 | NA | NA | NA | … | … | 2.39 | 1.29 | 0.17 | 0.91 | 1.45 | -1.11 | 0.29 | 2.31 |
| Standard Deviation(%) | NA | 12.29 | 16.50 | 21.43 | NA | NA | NA | … | … | 12.34 | 13.66 | 21.90 | 17.02 | 33.94 | 45.02 | 16.34 | 9.79 |
| Draw Down(%) | NA | 6.96 | 17.09 | 27.05 | NA | NA | NA | … | … | 6.96 | 10.73 | 17.09 | 14.24 | 27.05 | 58.47 | 12.69 | 4.35 |
| Yield(%) | 0.00 | 1.00 | 0.90 | 1.18 | 0.88 | 0.59 | 0.44 | … | … | 0.00 | 1.16 | 0.74 | 1.25 | 0.57 | 1.24 | 3.65 | 0.00 |
Data as of 12/19/2013, Common starting date is 07/07/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSFOX (Litman Gregory Masters Focused Opp Instl) |
-10.67%
Jun 2007 – Jun 2010 |
-1.42%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSFOX (Litman Gregory Masters Focused Opp Instl) |
34.47%
Feb 2009 – Feb 2012 |
22.07%
Nov 2008 – Nov 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart