| Analysis at 11/22/2021 | YTD | 1 year | 3 years | 5 years |
|---|---|---|---|---|
| Performance | 34.20% | 35.66% | 32.36% | 41.10% |
| Analysis at 11/22/2021 | 1 year | 3 years | 5 years |
|---|---|---|---|
| Volatility | 13.38% | 21.51% | 17.70% |
| Negative volatility | 5.54% | 16.43% | 13.32% |
| Sharpe | 3.13 | 0.58 | 0.53 |
| Sortino | 7.56 | 0.75 | 0.70 |
| 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | ||
| MM Global Real Estate Sec. SH-B Roll-up GBP | -12.50% | 3.29% | -6.67% | 25.26% | -16.40% | 34.20% | |
| Equity GBP Hedged | 19.67% | -21.11% | 16.13% | 17.81% | 14.68% | 2.65% | |