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ASFIX: ABSOLUTE STRATEGIES FUND INSTITUTIONAL SHARES (MUTUAL FUND)
Basic Info 6.54 0.02(0.31%) March 27
Asset Class: | Multialternative |
MyPlanIQ Rating: | (91%) |
Start Date: | 09/29/2005 |
Last Dividend Date: | 06/30/2023 |
12-Mo. Yield | 0.72% |
Expenses | 2.28% |
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Performance Analytics (As of 03/22/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 11/07/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.5 | 0.6 | -6.6 | -5.2 | -3.4 | -2.7 | -0.2 | -0.4 | -11.8 | 8.5 | -16.1 | 0.7 | -3.4 | 1.3 | -8.4 | 2.6 | -1.4 | 1.1 | -1.0 | 0.3 | 2.6 | 4.2 | 18.5 | -13.5 | 5.1 | 5.2 | 0.1 |
Sharpe Ratio | NA | -0.44 | -1.54 | -0.94 | -0.65 | -0.54 | NA | -0.24 | -2.16 | 0.75 | -2.21 | 0.06 | -0.84 | 0.0 | -1.98 | 0.42 | -0.28 | 0.26 | -0.42 | 0.1 | 1.08 | 1.95 | 2.28 | -1.46 | 0.65 | 0.57 | -0.93 |
Draw Down(%) | NA | 3.1 | 9.7 | 18.0 | 23.6 | 30.4 | NA | 30.4 | 13.6 | 6.5 | 17.5 | 6.3 | 5.3 | 5.4 | 9.6 | 5.7 | 5.2 | 3.8 | 3.6 | 1.9 | 1.1 | 2.2 | 8.7 | 19.1 | 3.3 | 2.8 | 1.3 |
Standard Deviation(%) | NA | 6.7 | 7.3 | 7.9 | 7.9 | 6.8 | NA | 6.0 | 7.5 | 9.5 | 7.3 | 9.0 | 5.7 | 6.9 | 4.6 | 5.8 | 5.2 | 4.2 | 2.4 | 2.2 | 2.4 | 2.1 | 8.1 | 9.9 | 3.3 | 3.4 | 2.4 |
Treynor Ratio | NA | 0.07 | 0.23 | 0.2 | 0.2 | 0.14 | NA | 0.43 | 0.35 | -0.2 | 0.42 | -0.04 | 0.13 | 0.0 | 0.21 | -0.07 | 0.05 | -0.04 | 0.08 | -0.02 | -0.72 | 0.58 | 0.67 | -0.64 | 0.16 | 0.08 | -0.16 |
Alpha | NA | 0.06 | 0.01 | -0.01 | 0.0 | 0.0 | NA | 0.0 | -0.03 | 0.0 | -0.03 | 0.02 | 0.02 | 0.0 | 0.0 | 0.03 | 0.0 | 0.02 | 0.01 | 0.01 | 0.01 | 0.01 | 0.04 | -0.02 | 0.01 | 0.0 | -0.01 |
Beta | NA | -0.45 | -0.48 | -0.38 | -0.25 | -0.27 | NA | -0.03 | -0.46 | -0.35 | -0.38 | -0.14 | -0.36 | -0.31 | -0.42 | -0.35 | -0.28 | -0.3 | -0.13 | -0.09 | -0.04 | 0.07 | 0.28 | 0.23 | 0.13 | 0.24 | 0.14 |
RSquared | NA | 0.56 | 0.59 | 0.67 | 0.47 | 0.5 | NA | 0.01 | 0.65 | 0.78 | 0.48 | 0.3 | 0.63 | 0.6 | 0.38 | 0.62 | 0.68 | 0.67 | 0.34 | 0.29 | 0.12 | 0.37 | 0.87 | 0.87 | 0.43 | 0.52 | 0.38 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/07/2005
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