Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMAJX (MPROVED SYSTEMATIC MERGER ARBITRAGE FUND INVESTOR CLASS) | NA | 7.61% | 4.03% | NA | NA | NA | NA | … | … |
Data as of 11/17/2021, Common starting date is 01/02/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMAJX (MPROVED SYSTEMATIC MERGER ARBITRAGE FUND INVESTOR CLASS) | 01/02/2018 | 11/17/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.61 | 4.03 | NA | NA | NA | NA | … | … | 2.31 | -1.07 | -2.23 | 6.81 |
| Sharpe Ratio | NA | 0.28 | 0.07 | NA | NA | NA | NA | … | … | 0.29 | -0.10 | -0.35 | 0.14 |
| Standard Deviation(%) | NA | 8.49 | 24.71 | NA | NA | NA | NA | … | … | 9.01 | 12.58 | 10.36 | 40.53 |
| Draw Down(%) | NA | 9.10 | 31.82 | NA | NA | NA | NA | … | … | 9.10 | 14.76 | 10.67 | 24.41 |
| Yield(%) | 0.00 | 5.47 | 4.69 | 2.93 | 1.47 | 0.98 | 0.73 | … | … | 5.06 | 0.42 | 5.69 | 3.30 |
Data as of 11/17/2021, 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 |
|---|---|---|---|---|
| MMAJX (MPROVED SYSTEMATIC MERGER ARBITRAGE FUND INVESTOR CLASS) |
3.34%
Jul 2018 – Jul 2021 |
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 |
|---|---|---|---|---|
| MMAJX (MPROVED SYSTEMATIC MERGER ARBITRAGE FUND INVESTOR CLASS) |
6.57%
Apr 2018 – Apr 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart