Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMFAX (Makefield Managed Futures Strategy A) | NA | -3.37% | -5.48% | NA | NA | NA | NA | … | … |
Data as of 10/03/2014, Common starting date is 07/05/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMFAX (Makefield Managed Futures Strategy A) | 07/05/2011 | 10/03/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.37 | -5.48 | NA | NA | NA | NA | … | … | -4.51 | -3.50 | -5.39 | -4.30 |
| Sharpe Ratio | NA | -0.85 | -1.26 | NA | NA | NA | NA | … | … | -1.49 | -0.99 | -1.07 | -1.61 |
| Standard Deviation(%) | NA | 4.00 | 4.36 | NA | NA | NA | NA | … | … | 3.97 | 3.56 | 5.15 | 5.28 |
| Draw Down(%) | NA | 5.03 | 15.93 | NA | NA | NA | NA | … | … | 4.93 | 5.63 | 6.82 | 7.99 |
| Yield(%) | 0.00 | 0.10 | 0.04 | 0.03 | 0.01 | 0.01 | 0.01 | … | … | 0.07 | 0.03 | 0.04 | 0.00 |
Data as of 10/03/2014, Common starting date is 07/05/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMFAX (Makefield Managed Futures Strategy A) |
-6.14%
Aug 2011 – Aug 2014 |
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 |
|---|---|---|---|---|
| MMFAX (Makefield Managed Futures Strategy A) |
-5.45%
Sep 2011 – Sep 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart