Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ROTCX (ALPHACENTRIC ASSET ROTATION FUND ALPHACENTRIC ASSET ROTATION FUND CLASS C) | NA | -6.18% | 1.00% | -2.43% | NA | NA | NA | … | … |
Data as of 12/06/2019, Common starting date is 08/04/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ROTCX (ALPHACENTRIC ASSET ROTATION FUND ALPHACENTRIC ASSET ROTATION FUND CLASS C) | 08/04/2014 | 12/06/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -6.18 | 1.00 | -2.43 | NA | NA | NA | … | … | -5.03 | -8.02 | 15.84 | -5.77 | -10.85 | 4.65 |
| Sharpe Ratio | NA | -1.12 | -0.01 | -0.26 | NA | NA | NA | … | … | -1.00 | -0.65 | 1.58 | -0.44 | -0.96 | 1.26 |
| Standard Deviation(%) | NA | 6.81 | 10.66 | 11.47 | NA | NA | NA | … | … | 6.79 | 14.40 | 9.64 | 13.62 | 11.37 | 9.22 |
| Draw Down(%) | NA | 6.95 | 16.52 | 22.86 | NA | NA | NA | … | … | 6.95 | 14.27 | 3.23 | 11.67 | 14.23 | 4.36 |
| Yield(%) | 0.00 | 1.93 | 1.34 | 1.34 | 0.69 | 0.46 | 0.34 | … | … | 0.00 | 1.82 | 0.80 | 1.08 | 2.92 | 0.39 |
Data as of 12/06/2019, Common starting date is 08/04/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROTCX (ALPHACENTRIC ASSET ROTATION FUND ALPHACENTRIC ASSET ROTATION FUND CLASS C) |
-0.91%
Dec 2014 – Dec 2017 |
-2.39%
Nov 2014 – Nov 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROTCX (ALPHACENTRIC ASSET ROTATION FUND ALPHACENTRIC ASSET ROTATION FUND CLASS C) |
2.86%
Aug 2015 – Aug 2018 |
-1.58%
Sep 2014 – Sep 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart