Find A Portfolio/Ticker
Comparison Box
ASFYX: ASG MANAGED FUTURES STRATEGY FUND CLASS Y (MUTUAL FUND)
Basic Info 10.09 0.01(0.10%) April 25
Asset Class: | Managed Futures |
MyPlanIQ Rating: | (37%) |
Start Date: | 08/10/2010 |
Last Dividend Date: | 12/20/2023 |
12-Mo. Yield | 36.08% |
Expenses | 1.33% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/25/2024)
Not up-to-date? TryLast 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(%) | 0.5 | 10.6 | 7.5 | 9.3 | 10.0 | 6.3 | 5.5 | -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 | 3.5 | 0.26 | 0.47 | 0.66 | 0.42 | 0.38 | -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 | 2.1 | 10.1 | 20.7 | 20.7 | 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 | 9.2 | 9.6 | 14.5 | 13.3 | 12.5 | 12.1 | 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 | 0.72 | 0.16 | -1.71 | -7.54 | 1.59 | 0.76 | -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 | 0.09 | 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 | 0.44 | 0.15 | -0.04 | -0.01 | 0.03 | 0.06 | 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 | 0.31 | 0.04 | 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 | 1.0 | 12.2 | 10.1 | 6.9 | N/A | 0.9 | 32.7 | 5.9 | 3.7 | 5.4 | 1.1 | 0.1 | 0.0 | 4.8 | 14.9 | 0.0 | 1.2 | 3.0 | 7.3 |
Dividend Growth(%) | N/A | -100.0 | -97.3 | 379.8 | 130.5 | N/A | N/A | -97.3 | 445.9 | 74.3 | -28.6 | 308.3 | 1100.0 | N/A | -100.0 | -64.9 | N/A | -100.0 | -62.5 | -56.8 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/10/2010
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Managed Futures Asset Class Trend Rankings |
Top Rated Funds in Managed Futures
Best Mutual Funds
- RYMTX (GUGGENHEIM MANAGED FUTURES STRATEGY FUND CLASS A) 0.23% (100%)
- GMSCX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS C) 0.0% (93%)
- AQMIX (AQR MANAGED FUTURES STRATEGY FUND CLASS I) 0.11% (90%)
- AMFAX (ASG MANAGED FUTURES STRATEGY FUND CLASS A) 0.20% (83%)
- EVOAX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS) 0.13% (77%)
- EVOCX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS) 0.13% (73%)
- EVOIX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS I FUNDS) 0.0% (70%)
- LCSAX (LOCORR LONG/SHORT COMMODITIES STRATEGY FUND CLASS A) 0.10% (63%)
- LFMAX (LOCORR MACRO STRATEGIES FUND CLASS A) 0.25% (53%)
- MFTTX (ARROW MANAGED FUTURES STRATEGY FUND ARROW MANAGED FUTURES STRATEGY FUND CLASS C SHARES) 0.82% (43%)