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AMFAX: ASG MANAGED FUTURES STRATEGY FUND CLASS A (MUTUAL FUND)
Basic Info 9.89 0.05(0.50%) April 19
Asset Class: | Managed Futures |
MyPlanIQ Rating: | (83%) |
Start Date: | 08/03/2010 |
Last Dividend Date: | 12/20/2023 |
12-Mo. Yield | 36.42% |
Expenses | 1.33% |
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Performance Analytics (As of 04/18/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 08/03/2010 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.3 | 9.5 | 6.1 | 8.8 | 10.4 | 6.1 | 5.3 | -10.6 | 35.4 | 3.3 | 13.3 | 9.7 | -12.9 | 6.5 | -5.7 | -1.4 | 21.8 | 12.5 | -11.1 | 0.3 | 13.6 |
Sharpe Ratio | NA | 4.47 | 0.43 | 0.53 | 0.7 | 0.44 | 0.38 | -1.05 | 2.14 | 0.25 | 1.12 | 0.76 | -1.03 | 0.59 | -0.48 | -0.12 | 2.26 | 1.09 | -1.21 | 0.02 | 2.64 |
Draw Down(%) | NA | 2.1 | 10.2 | 20.9 | 20.9 | 28.6 | 28.6 | 15.2 | 12.5 | 8.7 | 8.9 | 9.4 | 23.3 | 7.5 | 17.2 | 15.4 | 7.3 | 10.0 | 14.8 | 11.2 | 7.2 |
Standard Deviation(%) | NA | 9.2 | 9.5 | 14.4 | 13.2 | 12.4 | 12.1 | 14.2 | 16.0 | 13.2 | 11.5 | 10.8 | 13.8 | 10.1 | 12.4 | 12.2 | 9.6 | 11.4 | 9.3 | 10.8 | 13.5 |
Treynor Ratio | NA | 0.88 | 0.26 | -1.96 | -9.27 | 1.51 | 0.73 | -0.74 | -1.19 | 0.05 | -7.31 | -0.82 | -0.58 | 0.05 | 0.71 | -0.12 | 0.66 | 0.26 | -1.04 | 0.11 | 0.87 |
Alpha | NA | 0.09 | 0.0 | 0.03 | 0.04 | 0.02 | 0.02 | -0.07 | 0.1 | -0.05 | 0.05 | 0.04 | -0.05 | -0.06 | -0.02 | 0.0 | 0.06 | -0.01 | -0.05 | 0.0 | 0.07 |
Beta | NA | 0.47 | 0.15 | -0.04 | -0.01 | 0.04 | 0.06 | 0.2 | -0.29 | 0.66 | -0.02 | -0.1 | 0.24 | 1.11 | -0.08 | 0.12 | 0.33 | 0.48 | 0.11 | 0.02 | 0.41 |
RSquared | NA | 0.34 | 0.04 | 0.0 | 0.0 | 0.0 | 0.01 | 0.04 | 0.19 | 0.44 | 0.0 | 0.01 | 0.09 | 0.54 | 0.01 | 0.02 | 0.15 | 0.22 | 0.02 | 0.0 | 0.18 |
Yield(%) | N/A | 0.0 | 0.3 | 12.1 | 10.1 | 6.8 | N/A | 0.3 | 32.9 | 5.6 | 3.4 | 6.3 | 1.2 | 0.0 | 0.0 | 4.6 | 14.6 | 0.0 | 0.9 | 2.8 | 7.3 |
Dividend Growth(%) | N/A | -100.0 | -99.1 | 339.3 | 122.7 | N/A | N/A | -99.1 | 480.7 | 78.1 | -43.9 | 375.0 | N/A | N/A | -100.0 | -65.5 | N/A | -100.0 | -70.0 | -58.9 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/03/2010
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