Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MDFIX (Matisse Discounted Bond CEF Strategy Institutional Class) | NA | 5.75% | 2.04% | 2.40% | 1.50% | NA | NA | … | … |
Data as of 12/10/2010, Common starting date is 12/15/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MDFIX (Matisse Discounted Bond CEF Strategy Institutional Class) | 12/15/1999 | 12/10/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.75 | 2.04 | 2.40 | 1.50 | NA | NA | … | … | 6.59 | 7.39 | -7.26 | 6.05 | -0.28 | -1.07 | -0.87 | -0.48 | 1.56 | 3.75 | 2.18 | -1.13 |
| Sharpe Ratio | NA | 1.96 | 0.34 | 0.22 | 0.00 | NA | NA | … | … | 2.42 | 1.62 | -1.33 | 1.04 | -1.64 | -1.40 | -0.63 | -0.40 | 0.11 | 0.37 | -0.53 | -4.99 |
| Standard Deviation(%) | NA | 2.89 | 4.75 | 4.00 | 3.71 | NA | NA | … | … | 2.86 | 4.50 | 6.13 | 2.93 | 2.18 | 2.31 | 2.88 | 2.90 | 4.37 | 3.87 | 3.54 | 5.33 |
| Draw Down(%) | NA | 1.26 | 13.75 | 13.75 | 13.75 | NA | NA | … | … | 1.26 | 2.23 | 13.75 | 1.67 | 2.46 | 2.33 | 3.52 | 2.84 | 3.27 | 3.52 | 3.42 | 1.23 |
| Yield(%) | 0.00 | 2.01 | 2.84 | 2.68 | 1.38 | 0.92 | 0.69 | … | … | 1.55 | 2.87 | 3.85 | 4.42 | 1.10 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/10/2010, Common starting date is 12/15/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDFIX (Matisse Discounted Bond CEF Strategy Institutional Class) |
-2.07%
Oct 2005 – Oct 2008 |
-1.69%
Oct 2003 – Oct 2008 |
1.27%
Mar 2000 – Mar 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDFIX (Matisse Discounted Bond CEF Strategy Institutional Class) |
3.96%
May 2000 – May 2003 |
2.36%
Oct 2005 – Oct 2010 |
1.66%
Oct 2000 – Oct 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart