Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MAGOY (MAN SE) | NA | 9.33% | -14.51% | -7.31% | 0.75% | NA | NA | … | … |
Data as of 09/30/2021, Common starting date is 01/21/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MAGOY (MAN SE) | 01/21/2010 | 09/30/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.33 | -14.51 | -7.31 | 0.75 | NA | NA | … | … | 15.24 | 15.55 | -55.14 | -8.59 | 16.99 | -2.92 | -10.61 | -9.15 | 15.47 | 20.59 | -25.82 | 64.58 |
| Sharpe Ratio | NA | 0.17 | -0.32 | -0.21 | 0.01 | NA | NA | … | … | 0.38 | 0.26 | -1.81 | -0.59 | 1.68 | -0.24 | -0.77 | -0.79 | 1.13 | 0.62 | -0.50 | 1.73 |
| Standard Deviation(%) | NA | 53.85 | 47.45 | 37.79 | 31.18 | NA | NA | … | … | 54.92 | 58.09 | 31.29 | 16.72 | 9.79 | 13.09 | 13.86 | 11.64 | 13.62 | 33.66 | 51.80 | 39.82 |
| Draw Down(%) | NA | 33.32 | 59.23 | 62.67 | 62.67 | NA | NA | … | … | 33.32 | 30.53 | 58.62 | 17.45 | 4.28 | 11.09 | 11.78 | 14.62 | 12.02 | 33.58 | 50.53 | 18.92 |
| Yield(%) | 0.00 | 0.35 | 1.85 | 2.52 | 4.10 | 3.14 | 2.35 | … | … | 0.19 | 0.22 | 5.52 | 3.37 | 3.42 | 6.84 | 2.97 | 3.43 | 1.20 | 3.18 | 1.64 | 0.42 |
Data as of 09/30/2021, Common starting date is 01/21/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAGOY (MAN SE) |
-22.69%
Oct 2017 – Oct 2020 |
-13.09%
Nov 2014 – Nov 2019 |
-5.44%
Oct 2010 – Oct 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAGOY (MAN SE) |
18.93%
Feb 2010 – Feb 2013 |
10.66%
Feb 2010 – Feb 2015 |
1.57%
Feb 2010 – Feb 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart