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ALSNX: AMG MANAGERS LAKE PARTNERS LASSO ALTERNATIVES FUND CLASS N SHARES (MUTUAL FUND)
Basic Info
Asset Class: | Multialternative |
MyPlanIQ Rating: |
Not Rated
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Start Date: | 03/05/2010 |
Last Dividend Date: | 12/13/2018 |
12-Mo. Yield | 3.82% |
Expenses | 2.99% |
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Performance Analytics (As of 07/31/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 03/05/2010 |
2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | -1.2 | -0.5 | 2.0 | 0.1 | -5.7 | 4.3 | 2.2 | -4.0 | 1.5 | 8.6 | 6.0 | -0.8 | 6.8 |
Sharpe Ratio | NA | -1.38 | 0.08 | -0.11 | 0.3 | -2.42 | -1.37 | 0.53 | 0.44 | -0.74 | 0.22 | 2.71 | 1.48 | -0.11 | 1.16 |
Draw Down(%) | NA | 5.3 | 9.9 | 11.2 | 11.2 | 0.0 | 8.3 | 4.4 | 3.8 | 6.8 | 4.2 | 2.8 | 3.9 | 10.6 | 6.6 |
Standard Deviation(%) | NA | 4.6 | 5.5 | 5.8 | 5.9 | 0.3 | 5.1 | 7.0 | 4.5 | 5.5 | 6.8 | 3.2 | 4.1 | 8.2 | 7.0 |
Treynor Ratio | NA | -0.33 | 0.02 | -0.02 | 0.06 | 1.2 | -0.31 | 0.11 | 0.06 | -0.12 | 0.05 | 0.37 | 0.22 | -0.03 | 0.25 |
Alpha | NA | -0.03 | -0.01 | -0.01 | -0.01 | 0.0 | -0.02 | -0.01 | -0.01 | -0.02 | -0.01 | 0.01 | 0.01 | -0.01 | 0.01 |
Beta | NA | 0.19 | 0.25 | 0.29 | 0.3 | -0.01 | 0.23 | 0.34 | 0.32 | 0.33 | 0.3 | 0.23 | 0.27 | 0.33 | 0.32 |
RSquared | NA | 0.5 | 0.34 | 0.42 | 0.58 | 0.12 | 0.59 | 0.11 | 0.86 | 0.88 | 0.25 | 0.65 | 0.72 | 0.88 | 0.72 |
Yield(%) | N/A | 3.8 | 3.2 | 3.6 | N/A | 0.0 | 3.8 | 4.8 | 0.4 | 6.1 | 3.8 | 1.1 | 1.3 | 1.5 | 1.2 |
Dividend Growth(%) | N/A | -21.1 | -25.0 | N/A | N/A | -100.0 | -21.1 | 1075.5 | -93.9 | 59.4 | 275.4 | -16.2 | -10.1 | 23.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/05/2010
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