Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSGMX (GLOBAL MULTI-ASSET INCOME PORTFOLIO CLASS I) | NA | -4.87% | 0.93% | NA | NA | NA | NA | … | … |
Data as of 02/03/2020, Common starting date is 05/01/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSGMX (GLOBAL MULTI-ASSET INCOME PORTFOLIO CLASS I) | 05/01/2015 | 02/03/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -8.82 | -4.87 | 0.93 | NA | NA | NA | NA | … | … | 0.00 | 6.15 | -2.83 | 11.46 | 4.04 | -6.22 |
| Sharpe Ratio | NA | 0.13 | 0.57 | NA | NA | NA | NA | … | … | 0.00 | 1.19 | -0.53 | 2.94 | 0.61 | -1.49 |
| Standard Deviation(%) | NA | 3.68 | 5.43 | NA | NA | NA | NA | … | … | NA | 3.98 | 7.78 | 3.71 | 6.25 | 6.16 |
| Draw Down(%) | NA | 3.97 | 7.33 | NA | NA | NA | NA | … | … | 0.00 | 3.97 | 7.33 | 1.20 | 4.86 | 7.87 |
| Yield(%) | 0.00 | 1.19 | 2.02 | 1.81 | 0.90 | 0.60 | 0.45 | … | … | 0.00 | 1.24 | 3.50 | 1.04 | 1.68 | 1.68 |
Data as of 02/03/2020, Common starting date is 05/01/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSGMX (GLOBAL MULTI-ASSET INCOME PORTFOLIO CLASS I) |
2.57%
Oct 2015 – Oct 2018 |
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 |
|---|---|---|---|---|
| MSGMX (GLOBAL MULTI-ASSET INCOME PORTFOLIO CLASS I) |
5.03%
Jan 2016 – Jan 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart