Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SIIIX (AlphaCentric Strategic Income Fund Class I) | NA | -85.49% | -41.53% | -28.40% | -14.53% | -10.64% | NA | … | … |
Data as of 01/23/2015, Common starting date is 12/17/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SIIIX (AlphaCentric Strategic Income Fund Class I) | 12/17/1998 | 01/23/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -84.28 | -85.49 | -41.53 | -28.40 | -14.53 | -10.64 | NA | … | … | -0.31 | -7.33 | 22.49 | 18.18 | -14.88 | 2.34 | 31.13 | -47.24 | 11.81 | 26.39 | 12.43 | 20.39 | 39.81 | -16.73 | -23.91 | -17.44 | 29.98 | 3.86 |
| Sharpe Ratio | NA | -0.65 | 0.55 | 0.18 | 0.08 | NA | NA | … | … | -4.00 | -0.60 | 1.62 | 0.98 | -0.51 | 0.09 | 1.01 | -1.10 | 0.51 | 1.61 | 0.96 | 0.63 | 2.72 | -0.91 | -1.49 | -1.35 | 1.84 | 15.27 |
| Standard Deviation(%) | NA | 12.19 | 14.89 | 20.51 | 23.78 | NA | NA | … | … | 1.26 | 12.33 | 13.83 | 18.60 | 29.49 | 23.83 | 30.81 | 43.64 | 17.45 | 14.40 | 10.75 | 30.84 | 14.40 | 19.56 | 17.88 | 15.91 | 14.57 | 12.14 |
| Draw Down(%) | NA | 15.20 | 18.40 | 29.72 | 63.95 | NA | NA | … | … | 0.31 | 15.20 | 9.26 | 18.40 | 28.86 | 22.21 | 30.54 | 54.97 | 12.19 | 15.29 | 7.49 | 18.28 | 15.05 | 28.79 | 32.74 | 20.91 | 9.55 | 0.69 |
| Yield(%) | 0.00 | 32.44 | 32.30 | 18.29 | 10.38 | 6.14 | 6.92 | … | … | 0.00 | 32.98 | 69.20 | 5.62 | 3.14 | 2.69 | 5.98 | 0.00 | 2.46 | 1.99 | 1.21 | 1.12 | 1.27 | 0.07 | 0.09 | 0.62 | 0.94 | 20.84 |
Data as of 01/23/2015, Common starting date is 12/17/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIIIX (AlphaCentric Strategic Income Fund Class I) |
-21.51%
Mar 2000 – Mar 2003 |
-10.44%
May 2007 – May 2012 |
-2.46%
Feb 1999 – Feb 2009 |
0.82%
Dec 1999 – Dec 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIIIX (AlphaCentric Strategic Income Fund Class I) |
31.30%
Mar 2003 – Mar 2006 |
23.45%
Oct 2002 – Oct 2007 |
7.79%
Mar 2003 – Mar 2013 |
3.47%
Feb 1999 – Feb 2014 |
Annualized Rolling Returns Comparison Chart