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AMFZX: 361 MANAGED FUTURES STRATEGY FUND CLASS I (MUTUAL FUND)
Basic Info
Asset Class: | Managed Futures |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/27/2011 |
Last Dividend Date: | 12/09/2019 |
12-Mo. Yield | 0.00% |
Expenses | 2.08% |
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Performance Analytics (As of 04/12/2021)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 12/27/2011 |
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 9.0 | 36.7 | 21.3 | 13.1 | 2.8 | -13.7 | 187.2 | -2.4 | 6.0 | -0.8 | -0.4 | 5.1 | 3.0 | 11.5 | 0.0 |
Sharpe Ratio | NA | 0.94 | 0.97 | 0.71 | 0.58 | 2.74 | -0.54 | 3.24 | -0.28 | 1.42 | -0.12 | -0.04 | 0.77 | 0.55 | 1.08 | 0.0 |
Draw Down(%) | NA | 8.7 | 25.1 | 25.1 | 25.1 | 0.9 | 25.1 | 7.0 | 11.2 | 1.6 | 6.4 | 12.1 | 4.3 | 3.3 | 6.1 | 0.0 |
Standard Deviation(%) | NA | 9.6 | 37.0 | 29.0 | 22.1 | 3.9 | 25.7 | 57.3 | 13.2 | 3.8 | 8.3 | 9.7 | 6.6 | 5.3 | 10.7 | NA |
Treynor Ratio | NA | -2.04 | 0.83 | 0.49 | 0.35 | 0.7 | -0.27 | -6.12 | -0.07 | 0.25 | -0.05 | -0.01 | 0.31 | 0.36 | 0.54 | NA |
Alpha | NA | 0.04 | 0.12 | 0.06 | 0.04 | 0.02 | -0.09 | 0.52 | 0.0 | 0.0 | -0.01 | 0.0 | 0.01 | 0.0 | 0.03 | 0.0 |
Beta | NA | -0.04 | 0.43 | 0.42 | 0.36 | 0.15 | 0.52 | -0.3 | 0.52 | 0.22 | 0.2 | 0.35 | 0.16 | 0.08 | 0.21 | 0.0 |
RSquared | NA | 0.01 | 0.05 | 0.06 | 0.06 | 0.36 | 0.51 | 0.0 | 0.46 | 0.15 | 0.1 | 0.32 | 0.08 | 0.03 | 0.06 | 0.0 |
Yield(%) | N/A | 0.0 | 39.4 | 24.4 | N/A | 0.0 | 0.0 | 117.9 | 0.0 | 0.0 | 0.0 | 0.0 | 2.7 | 3.6 | 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 | 3900.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/27/2011
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