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AMFQX: 361 MANAGED FUTURES STRATEGY FUND INVESTOR CLASS (MUTUAL FUND)
Basic Info
| Asset Class: | Managed Futures |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 12/21/2011 |
| Last Dividend Date: | 12/09/2019 |
| 12-Mo. Yield | 0.00% |
| Expenses | 2.33% |
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Performance Analytics (As of 04/12/2021)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 12/21/2011 |
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 1.3 | 10.3 | 72.0 | 39.1 | 21.7 | 4.1 | -13.9 | 466.9 | -2.7 | 5.7 | -1.0 | -0.6 | 4.9 | 2.8 | 11.2 | 0.3 |
| Sharpe Ratio | NA | 1.06 | 1.55 | 1.07 | 0.79 | 3.38 | -0.55 | 6.29 | -0.31 | 1.38 | -0.14 | -0.07 | 0.72 | 0.52 | 1.05 | 6.91 |
| Draw Down(%) | NA | 8.7 | 25.1 | 25.1 | 25.1 | 0.9 | 25.1 | 6.3 | 11.2 | 1.7 | 6.5 | 12.2 | 4.4 | 3.3 | 6.1 | 0.0 |
| Standard Deviation(%) | NA | 9.7 | 46.0 | 35.9 | 27.0 | 4.8 | 25.6 | 74.0 | 13.1 | 3.7 | 8.3 | 9.7 | 6.7 | 5.3 | 10.7 | 2.0 |
| Treynor Ratio | NA | -2.6 | 1.66 | 0.91 | 0.58 | 0.97 | -0.27 | -14.18 | -0.08 | 0.25 | -0.06 | -0.02 | 0.29 | 0.34 | 0.52 | 2.78 |
| Alpha | NA | 0.05 | 0.23 | 0.13 | 0.07 | 0.04 | -0.09 | 0.84 | 0.0 | 0.0 | -0.01 | 0.0 | 0.01 | 0.0 | 0.03 | 0.04 |
| Beta | NA | -0.04 | 0.43 | 0.42 | 0.36 | 0.17 | 0.52 | -0.33 | 0.52 | 0.2 | 0.2 | 0.35 | 0.17 | 0.08 | 0.22 | 0.05 |
| RSquared | NA | 0.01 | 0.03 | 0.04 | 0.04 | 0.29 | 0.51 | 0.0 | 0.47 | 0.13 | 0.1 | 0.31 | 0.08 | 0.03 | 0.07 | 0.13 |
| Yield(%) | N/A | 0.0 | 66.3 | 40.8 | N/A | 0.0 | 0.0 | 198.7 | 0.0 | 0.0 | 0.0 | 0.0 | 2.7 | 3.7 | 0.1 | 0.0 |
| Dividend Growth(%) | N/A | -100.0 | N/A | N/A | N/A | N/A | -100.0 | N/A | N/A | N/A | N/A | -100.0 | -27.5 | 3563.6 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/21/2011
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