Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MGI (Moneygram Int) | NA | 10.90% | 48.74% | 9.92% | -5.52% | -0.31% | NA | … | … |
Data as of 06/07/2023, Common starting date is 08/12/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MGI (Moneygram Int) | 08/12/2004 | 06/07/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.90 | 48.74 | 9.92 | -5.52 | -0.31 | NA | … | … | 0.92 | 38.02 | 44.51 | 160.00 | 5.00 | -84.83 | 11.60 | 88.36 | -31.02 | -56.26 | 56.36 | -25.13 | -18.13 | -5.90 | 182.35 | -93.36 | -50.99 | 20.25 | 23.37 | 24.28 |
| Sharpe Ratio | NA | 0.42 | 0.74 | 0.10 | -0.09 | NA | NA | … | … | -0.10 | 1.29 | 0.55 | 1.58 | -0.14 | -1.30 | -0.24 | 1.04 | -0.94 | -1.34 | 1.17 | -1.35 | -0.58 | -0.44 | 1.99 | -0.81 | -1.53 | -0.06 | 0.09 | 1.74 |
| Standard Deviation(%) | NA | 18.29 | 64.86 | 91.60 | 72.85 | NA | NA | … | … | 25.79 | 28.59 | 81.26 | 100.57 | 134.87 | 82.15 | 32.13 | 51.70 | 52.99 | 55.66 | 32.33 | 32.66 | 63.52 | 55.46 | 82.12 | 139.03 | 47.90 | 32.33 | 25.39 | 28.16 |
| Draw Down(%) | NA | 14.89 | 56.81 | 84.05 | 94.91 | NA | NA | … | … | 14.65 | 13.55 | 56.81 | 60.67 | 65.63 | 87.45 | 27.11 | 24.24 | 41.19 | 60.78 | 20.53 | 39.46 | 48.71 | 47.24 | 35.48 | 94.47 | 56.28 | 23.20 | 16.17 | 7.40 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.14 | … | … | 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 | 0.64 | 0.68 | 0.33 | 0.12 |
Data as of 06/07/2023, Common starting date is 08/12/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGI (Moneygram Int) |
-66.11%
Mar 2006 – Mar 2009 |
-42.99%
May 2007 – May 2012 |
-31.43%
Apr 2006 – Apr 2016 |
-27.05%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGI (Moneygram Int) |
99.62%
Mar 2020 – Mar 2023 |
25.76%
Jun 2008 – Jun 2013 |
-0.73%
Jun 2008 – Jun 2018 |
0.07%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison Chart