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CZMVX: MULTI-MANAGER VALUE STRATEGIES FUND MULTI-MANAGER VALUE STRATEGIES FUND CLASS Z (MUTUAL FUND)
Basic Info 16.4 0.22(1.36%) March 27
Asset Class: | EQUITY |
MyPlanIQ Rating: | (88%) |
Start Date: | 01/04/2017 |
Last Dividend Date: | 03/18/2024 |
12-Mo. Yield | 6.61% |
Expenses | 0.63% |
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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 | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.4 | 9.7 | 26.4 | 8.8 | 11.6 | 10.3 | 11.9 | -7.9 | 25.6 | 5.8 | 28.6 | -9.0 | 17.9 |
Sharpe Ratio | NA | 4.21 | 1.98 | 0.39 | 0.47 | 0.48 | 0.59 | -0.45 | 1.92 | 0.16 | 2.19 | -0.64 | 2.44 |
Draw Down(%) | NA | 2.2 | 10.6 | 19.8 | 37.4 | 37.4 | 10.6 | 19.8 | 5.4 | 37.4 | 7.2 | 19.7 | 3.8 |
Standard Deviation(%) | NA | 8.7 | 11.1 | 15.6 | 21.0 | 18.8 | 13.0 | 20.7 | 13.3 | 36.0 | 12.4 | 16.0 | 7.2 |
Treynor Ratio | NA | 0.63 | 0.27 | 0.08 | 0.11 | 0.1 | 0.09 | -0.12 | 0.32 | 0.06 | 0.29 | -0.11 | 0.18 |
Alpha | NA | 0.04 | -0.01 | 0.0 | -0.01 | -0.01 | -0.04 | 0.03 | 0.02 | -0.05 | 0.0 | -0.02 | 0.0 |
Beta | NA | 0.58 | 0.8 | 0.8 | 0.91 | 0.91 | 0.87 | 0.79 | 0.8 | 1.0 | 0.95 | 0.92 | 0.97 |
RSquared | NA | 0.6 | 0.75 | 0.84 | 0.9 | 0.9 | 0.82 | 0.91 | 0.69 | 0.95 | 0.94 | 0.96 | 0.9 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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