Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/25/2025.
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
MGEMX (EMERGING MARKETS PORTFOLIO CLASS I) | 2.86% | 6.08% | 3.67% | 5.06% | 1.33% | 1.89% | 5.04% | 5.55% |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
MGEMX (EMERGING MARKETS PORTFOLIO CLASS I) | 12/27/1995 | 04/25/2025 |
The return data shown below all have the same latest date: 04/25/2025.
AR inception is since 12/27/1995.
AR inception is since 12/27/1995.
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 4.04 | 6.08 | 3.67 | 5.06 | 1.33 | 1.89 | 5.04 | 5.55 | 2.86 | 7.78 | 12.16 | -27.73 | -3.63 | 13.89 | 19.48 | -17.32 | 34.97 | 6.78 | -10.32 | -4.53 | -0.80 | 20.19 | -18.41 | 18.49 | 69.54 | -56.44 | 41.76 | 38.07 | 34.54 | 24.10 | 54.93 | -6.15 | -4.42 | -38.17 | 100.94 | -25.36 | -1.37 | 12.49 | 0.15 |
Sharpe Ratio | NA | -0.02 | -0.04 | 0.15 | -0.02 | NA | NA | 0.18 | 0.29 | 0.09 | 0.59 | -1.28 | -0.19 | 0.45 | 1.50 | -1.15 | 3.79 | 0.39 | -0.67 | -0.41 | -0.07 | 1.46 | -0.83 | 0.90 | 2.32 | -1.16 | 1.54 | 1.79 | 2.76 | 1.37 | 3.87 | -0.41 | -0.33 | -1.53 | 5.45 | -1.13 | -0.28 | 1.03 | 2.62 |
Standard Deviation(%) | NA | 17.11 | 17.00 | 18.25 | 18.16 | NA | NA | 20.78 | 22.09 | 13.76 | 13.51 | 22.86 | 19.46 | 30.00 | 12.08 | 16.28 | 9.11 | 16.82 | 15.53 | 11.17 | 12.61 | 13.87 | 22.31 | 20.40 | 29.98 | 49.49 | 25.37 | 19.50 | 11.73 | 16.89 | 14.03 | 17.79 | 20.93 | 27.55 | 17.94 | 25.43 | 17.59 | 8.64 | 6.84 |
Draw Down(%) | NA | 16.80 | 18.30 | 42.87 | 42.87 | NA | NA | 69.08 | 13.09 | 10.08 | 12.78 | 34.11 | 18.08 | 34.53 | 8.94 | 27.07 | 4.33 | 12.61 | 21.69 | 16.50 | 15.34 | 13.86 | 25.47 | 16.96 | 23.71 | 66.24 | 18.45 | 26.50 | 10.89 | 22.44 | 11.75 | 29.30 | 36.62 | 47.62 | 10.18 | 45.30 | 30.79 | 10.55 | 0.23 |
Yield(%) | 0.00 | 1.01 | 1.39 | 1.59 | 2.33 | 2.46 | 6.18 | 6.92 | 0.00 | 1.07 | 2.70 | 0.58 | 1.65 | 0.58 | 14.07 | 1.95 | 0.81 | 0.90 | 0.77 | 5.68 | 4.03 | 0.79 | 1.49 | 0.90 | 1.97 | 4.86 | 24.06 | 20.99 | 1.83 | 0.93 | 1.80 | 0.05 | 0.00 | 2.98 | 0.00 | 0.94 | 10.01 | 0.63 | 0.46 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MGEMX (EMERGING MARKETS PORTFOLIO CLASS I) |
-22.05%
Mar 2000 - Mar 2003 |
-9.39%
Sep 1997 - Sep 2002 |
-0.72%
Oct 2007 - Oct 2017 |
-2.25%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MGEMX (EMERGING MARKETS PORTFOLIO CLASS I) |
48.53%
Oct 2004 - Oct 2007 |
41.32%
Oct 2002 - Oct 2007 |
17.26%
Aug 1998 - Aug 2008 |
12.49%
Mar 2003 - Mar 2018 |
Annualized Rolling Returns Comparison Chart