Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UGOFX (GLOBAL MANAGED VOLATILITY FUND GLOBAL MANAGED VOLATILITY FUND INSTITUTIONAL SHARES) | 10.93% | 20.72% | 16.67% | 3.78% | 6.89% | 5.53% | NA | … | … |
Data as of 06/08/2026, Common starting date is 08/21/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UGOFX (GLOBAL MANAGED VOLATILITY FUND GLOBAL MANAGED VOLATILITY FUND INSTITUTIONAL SHARES) | 08/21/2008 | 06/08/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.14 | 20.72 | 16.67 | 3.78 | 6.89 | 5.53 | NA | … | … | 10.93 | 16.72 | 11.49 | 19.81 | -20.30 | -2.03 | 3.75 | 21.96 | -8.64 | 21.26 | 6.45 | -3.29 | -1.51 | 12.17 | 9.92 | -3.40 | 2.37 | 15.58 | -14.51 |
| Sharpe Ratio | NA | 1.54 | 1.06 | 0.07 | 0.31 | NA | NA | … | … | 1.64 | 0.95 | 0.74 | 1.44 | -1.03 | -0.08 | 0.12 | 2.11 | -0.78 | 3.46 | 0.44 | -0.23 | -0.09 | 1.64 | 0.98 | -0.24 | 0.23 | 0.95 | -1.25 |
| Standard Deviation(%) | NA | 11.81 | 12.67 | 17.58 | 17.07 | NA | NA | … | … | 14.59 | 14.68 | 10.69 | 11.28 | 21.23 | 24.83 | 30.04 | 9.73 | 12.97 | 5.98 | 14.31 | 14.50 | 17.87 | 7.41 | 10.18 | 14.03 | 9.94 | 16.38 | 28.57 |
| Draw Down(%) | NA | 7.95 | 15.09 | 38.00 | 38.00 | NA | NA | … | … | 7.95 | 14.10 | 6.25 | 8.77 | 24.36 | 21.04 | 32.57 | 5.82 | 17.72 | 1.67 | 10.36 | 14.45 | 14.80 | 4.20 | 8.29 | 13.79 | 9.68 | 18.61 | 21.85 |
| Yield(%) | 0.00 | 18.32 | 9.08 | 4.52 | 4.77 | 4.59 | 3.56 | … | … | 0.00 | 19.67 | 1.90 | 2.09 | 1.91 | 1.21 | 1.56 | 4.87 | 3.90 | 2.35 | 1.53 | 1.01 | 17.72 | 0.12 | 5.79 | 1.73 | 0.85 | 0.00 | 0.00 |
Data as of 06/08/2026, Common starting date is 08/21/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UGOFX (GLOBAL MANAGED VOLATILITY FUND GLOBAL MANAGED VOLATILITY FUND INSTITUTIONAL SHARES) |
-6.78%
Dec 2019 – Dec 2022 |
-2.03%
Dec 2017 – Dec 2022 |
1.90%
Oct 2013 – Oct 2023 |
3.05%
Sep 2008 – Sep 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UGOFX (GLOBAL MANAGED VOLATILITY FUND GLOBAL MANAGED VOLATILITY FUND INSTITUTIONAL SHARES) |
18.39%
May 2023 – May 2026 |
11.00%
Oct 2016 – Oct 2021 |
7.49%
Sep 2011 – Sep 2021 |
5.54%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart