Growth of $10,000 & Annual Returns (%): Ending Loading…
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S&P 500 TR Index
Denotes Structural Bear Market
| I | S&P 500 TR | |
|---|---|---|
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Performance (%): Ending Loading…
Annualized if greater than a year
| Share Class/Benchmark | YTD | 1 Year | 3 Years | 5 Years | 10 Years | Since Inception* |
|---|---|---|---|---|---|---|
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Portfolio Statistics
| Since Inception vs. S&P 500 TR Index | |
| Alpha | — |
| Beta | — |
| R-Squared | — |
| Standard Deviation | — |
Since inception vs. S&P 500 TR Index
Rolling 36-Month Return Analysis
January 1997 – —
| MBXIX | S&P 500 TR Index | |
|---|---|---|
| Number of 36-Month Periods | 316 | 316 |
| Average 36-Month Annualized Return | 9.61% | 8.87% |
| Best 36-Month Annualized Return | 22.05% | 27.56% |
| Worst 36-Month Annualized Return | -2.96% | -16.09% |
| Standard Deviation of 36 Month Period | 4.44% | 9.44% |
| Profitable Periods (%) | 98% | 81% |
| Average Profitable Period Return (Annualized) | 9.82% | 12.64% |
| Unprofitable Periods (%) | 2% | 19% |
| Average Unprofitable Period Return (Annualized) | -1.05% | -7.53% |
Glossary:
Alpha: A measure of the difference between a fund's actual returns and its expected performance, given its level of risk as measured by beta. R-squared: A measure of the relationship between a portfolio and its benchmark. Beta: A measure of a fund's sensitivity to market movements. Correlation: A statistical measure of how two securities move in relation to each other. ML 3 Month T-Bill Index is used to represent the short-term U.S. Government bond market. Options: A derivative contract that gives the buyer the right, but not the obligation, to buy or sell the underlying asset by a certain date (expiration date) at a specified price (strike price). Standard Deviation is a statistical measurement of the dispersion of a dataset relative to its mean. The S&P 500 Total Return Index ("S&P 500 TR") is used to represent the U.S. large-cap stock market as a whole.
Past performance is not a guarantee of future results.
Risk Considerations: