Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MGACX (Managers AMG FQ Global Alternatives C) | NA | 1.74% | -3.03% | -1.53% | NA | NA | NA | … | … |
Data as of 12/03/2012, Common starting date is 04/03/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MGACX (Managers AMG FQ Global Alternatives C) | 04/03/2006 | 12/03/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.11 | 1.74 | -3.03 | -1.53 | NA | NA | NA | … | … | 0.57 | -6.43 | -4.41 | 0.21 | 4.12 | 1.12 | 0.92 |
| Sharpe Ratio | NA | 0.14 | -0.33 | -0.15 | NA | NA | NA | … | … | 0.08 | -0.58 | -0.47 | 0.01 | 0.17 | -0.16 | -0.35 |
| Standard Deviation(%) | NA | 6.92 | 9.39 | 11.75 | NA | NA | NA | … | … | 6.92 | 11.21 | 9.53 | 7.62 | 18.94 | 11.70 | 6.22 |
| Draw Down(%) | NA | 6.86 | 22.00 | 22.00 | NA | NA | NA | … | … | 6.86 | 19.41 | 11.90 | 6.37 | 10.03 | 13.77 | 5.05 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 1.41 | 0.90 | 0.60 | 0.45 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 6.10 | 1.00 | 1.89 |
Data as of 12/03/2012, Common starting date is 04/03/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGACX (Managers AMG FQ Global Alternatives C) |
-4.92%
Nov 2008 – Nov 2011 |
-2.49%
Jul 2007 – Jul 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGACX (Managers AMG FQ Global Alternatives C) |
4.10%
May 2007 – May 2010 |
1.38%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart