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ASFYX: ASG MANAGED FUTURES STRATEGY FUND CLASS Y (MUTUAL FUND)
Basic Info 8.89 0(0.0%) October 04
| Asset Class: | Managed Futures |
| MyPlanIQ Rating: | (34%) |
| Start Date: | 08/10/2010 |
| Last Dividend Date: | 12/20/2023 |
| 12-Mo. Yield | 0.91% |
| Expenses | 1.33% |
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Performance Analytics (As of 10/04/2024)
| Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 08/10/2010 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -2.3 | -2.5 | -9.1 | 5.6 | 5.9 | 3.7 | 4.4 | -10.3 | 35.7 | 3.5 | 13.6 | 8.7 | -12.6 | 6.8 | -5.5 | -1.2 | 22.2 | 12.7 | -10.9 | 0.6 | 12.3 |
| Sharpe Ratio | NA | -0.85 | -1.28 | 0.14 | 0.27 | 0.18 | 0.27 | -1.03 | 2.15 | 0.26 | 1.14 | 0.67 | -1.01 | 0.62 | -0.46 | -0.1 | 2.33 | 1.12 | -1.19 | 0.05 | 2.46 |
| Draw Down(%) | NA | 15.3 | 15.3 | 22.9 | 22.9 | 28.0 | 28.0 | 15.1 | 12.5 | 8.6 | 8.9 | 9.4 | 23.2 | 7.4 | 17.1 | 15.3 | 7.2 | 10.0 | 14.6 | 11.1 | 7.2 |
| Standard Deviation(%) | NA | 12.0 | 12.0 | 14.8 | 13.5 | 12.7 | 12.2 | 14.2 | 16.0 | 13.3 | 11.6 | 10.9 | 13.8 | 10.0 | 12.4 | 12.3 | 9.5 | 11.4 | 9.3 | 10.9 | 13.7 |
| Treynor Ratio | NA | -0.22 | -0.52 | -0.47 | 7.44 | 0.55 | 0.48 | -0.73 | -1.2 | 0.05 | -6.61 | -0.66 | -0.58 | 0.06 | 0.67 | -0.1 | 0.7 | 0.26 | -0.97 | 0.28 | 0.84 |
| Alpha | NA | -0.07 | -0.09 | 0.01 | 0.02 | 0.01 | 0.01 | -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 | 0.46 | 0.3 | -0.04 | 0.0 | 0.04 | 0.07 | 0.2 | -0.29 | 0.66 | -0.02 | -0.11 | 0.24 | 1.09 | -0.09 | 0.12 | 0.32 | 0.49 | 0.11 | 0.02 | 0.4 |
| RSquared | NA | 0.24 | 0.1 | 0.0 | 0.0 | 0.0 | 0.01 | 0.04 | 0.19 | 0.44 | 0.0 | 0.02 | 0.09 | 0.53 | 0.01 | 0.02 | 0.14 | 0.23 | 0.02 | 0.0 | 0.17 |
| Yield(%) | N/A | 0.0 | 0.9 | 12.6 | 9.4 | 6.1 | N/A | 0.9 | 32.8 | 5.9 | 3.7 | 5.3 | 1.1 | 0.1 | 0.0 | 4.7 | 14.8 | 0.0 | 1.1 | 3.0 | 7.3 |
| Dividend Growth(%) | N/A | -100.0 | -97.3 | 381.5 | 131.8 | N/A | N/A | -97.3 | 447.4 | 74.1 | -28.3 | 313.6 | 1585.7 | N/A | -100.0 | -65.0 | N/A | -100.0 | -64.2 | -56.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/10/2010
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