Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MGREX (GLOBAL REAL ESTATE PORTFOLIO CLASS IS) | NA | 28.51% | -1.68% | 0.41% | 2.04% | NA | NA | … | … |
Data as of 11/13/2024, Common starting date is 09/17/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MGREX (GLOBAL REAL ESTATE PORTFOLIO CLASS IS) | 09/17/2013 | 11/13/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 28.51 | -1.68 | 0.41 | 2.04 | NA | NA | … | … | 12.17 | 12.05 | -26.47 | 24.01 | -14.21 | 19.06 | -8.03 | 9.81 | 3.46 | -0.84 | 14.27 | 0.18 |
| Sharpe Ratio | NA | 1.56 | -0.31 | -0.09 | 0.03 | NA | NA | … | … | 0.55 | 0.47 | -1.32 | 1.94 | -0.37 | 1.85 | -0.77 | 1.20 | 0.22 | -0.06 | 1.56 | 0.05 |
| Standard Deviation(%) | NA | 14.05 | 17.38 | 22.69 | 18.15 | NA | NA | … | … | 12.95 | 16.59 | 21.24 | 12.36 | 39.15 | 9.56 | 12.16 | 7.70 | 14.88 | 14.09 | 9.13 | 11.57 |
| Draw Down(%) | NA | 7.69 | 33.75 | 43.18 | 43.18 | NA | NA | … | … | 7.48 | 16.45 | 33.75 | 6.95 | 43.18 | 6.86 | 12.84 | 4.48 | 11.97 | 13.90 | 7.69 | 7.17 |
| Yield(%) | 0.00 | 127.91 | 22.69 | 15.77 | 9.77 | 7.37 | 5.53 | … | … | 112.16 | 4.97 | 1.22 | 19.40 | 5.17 | 11.53 | 9.99 | 6.38 | 3.92 | 1.85 | 2.12 | 2.01 |
Data as of 11/13/2024, Common starting date is 09/17/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGREX (GLOBAL REAL ESTATE PORTFOLIO CLASS IS) |
-8.68%
Sep 2019 – Sep 2022 |
-4.45%
Mar 2015 – Mar 2020 |
0.20%
Oct 2013 – Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGREX (GLOBAL REAL ESTATE PORTFOLIO CLASS IS) |
8.20%
Dec 2018 – Dec 2021 |
6.00%
Jan 2014 – Jan 2019 |
2.85%
Sep 2014 – Sep 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart