Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MLSQX (MPROVED SYSTEMATIC LONG-SHORT FUND INSTITUTIONAL CLASS) | NA | -11.55% | NA | NA | NA | NA | NA | … | … |
Data as of 10/15/2019, Common starting date is 01/02/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MLSQX (MPROVED SYSTEMATIC LONG-SHORT FUND INSTITUTIONAL CLASS) | 01/02/2018 | 10/15/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.63 | -11.55 | NA | NA | NA | NA | NA | … | … | -4.88 | -9.80 |
| Sharpe Ratio | NA | -0.98 | NA | NA | NA | NA | NA | … | … | -0.71 | -1.25 |
| Standard Deviation(%) | NA | 11.15 | NA | NA | NA | NA | NA | … | … | 10.75 | 8.96 |
| Draw Down(%) | NA | 11.04 | NA | NA | NA | NA | NA | … | … | 11.00 | 11.70 |
| Yield(%) | 4.36 | 6.30 | 2.04 | 1.22 | 0.61 | 0.41 | 0.31 | … | … | 4.31 | 2.20 |
Data as of 10/15/2019, Common starting date is 01/02/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLSQX (MPROVED SYSTEMATIC LONG-SHORT FUND INSTITUTIONAL CLASS) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLSQX (MPROVED SYSTEMATIC LONG-SHORT FUND INSTITUTIONAL CLASS) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart