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EFSAX: SFG Futures Strategy A (MUTUAL FUND)
Basic Info
Asset Class: | Managed Futures |
MyPlanIQ Rating: | Not Rated |
Start Date: | 02/21/2012 |
Last Dividend Date: | 12/23/2016 |
12-Mo. Yield | 0.00% |
Expenses | 1.88% |
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Performance Analytics (As of 08/28/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 02/21/2012 |
2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | -1.3 | -1.1 | -1.0 | 0.0 | -4.9 | -0.2 | 0.7 | -6.5 | 9.1 | 1.0 | -5.1 |
Sharpe Ratio | NA | -1.51 | -0.51 | -0.1 | -0.21 | 0.0 | -0.91 | -0.15 | 0.07 | -0.85 | 1.56 | 0.14 | -1.05 |
Draw Down(%) | NA | 8.9 | 11.3 | 15.7 | 15.7 | 0.0 | 9.8 | 4.6 | 8.1 | 11.7 | 3.9 | 8.4 | 7.4 |
Standard Deviation(%) | NA | 6.5 | 6.2 | 6.5 | 6.4 | NA | 6.9 | 5.6 | 6.6 | 7.7 | 5.8 | 6.5 | 5.7 |
Treynor Ratio | NA | -0.63 | -0.24 | -0.07 | -0.13 | NA | -0.35 | -0.02 | -0.08 | -1.6 | 0.65 | 0.05 | -0.79 |
Alpha | NA | -0.04 | -0.02 | -0.01 | -0.01 | -0.01 | -0.02 | -0.04 | 0.01 | -0.03 | 0.03 | -0.02 | -0.03 |
Beta | NA | 0.16 | 0.13 | 0.1 | 0.11 | 0.0 | 0.18 | 0.43 | -0.06 | 0.04 | 0.14 | 0.2 | 0.08 |
RSquared | NA | 0.18 | 0.08 | 0.04 | 0.05 | 0.0 | 0.2 | 0.26 | 0.02 | 0.01 | 0.07 | 0.12 | 0.03 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/21/2012
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