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FABZX: K2 Alternative Strategies Fund Advisor Class (MUTUAL FUND)
Basic Info 11.57 0(0.0%) March 28
Asset Class: | EQUITY |
MyPlanIQ Rating: | (85%) |
Start Date: | 11/21/2013 |
Last Dividend Date: | 12/28/2023 |
12-Mo. Yield | 3.03% |
Expenses | 2.61% |
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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 | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.5 | 5.2 | 8.7 | 0.8 | 2.6 | 2.7 | 2.3 | 2.9 | -7.9 | 2.9 | 7.4 | 7.4 | -2.2 | 6.8 | 1.9 | 0.2 | 5.5 | 2.3 |
Sharpe Ratio | NA | 6.72 | 1.83 | -0.4 | 0.21 | 0.36 | 0.46 | -0.5 | -1.77 | 0.7 | 1.08 | 2.08 | -0.8 | 2.7 | 0.49 | 0.04 | 1.07 | 6.14 |
Draw Down(%) | NA | 0.5 | 1.8 | 11.0 | 11.0 | 11.0 | 11.0 | 2.0 | 9.6 | 2.7 | 10.6 | 1.3 | 6.0 | 0.9 | 4.9 | 4.1 | 4.6 | 0.7 |
Standard Deviation(%) | NA | 2.8 | 2.5 | 3.9 | 4.5 | 4.3 | 4.3 | 2.6 | 5.3 | 4.2 | 6.6 | 2.9 | 4.4 | 2.3 | 3.5 | 4.6 | 5.1 | 3.9 |
Treynor Ratio | NA | 1.2 | 0.41 | -0.1 | 0.06 | 0.08 | 0.11 | -0.14 | -0.56 | 0.11 | 0.44 | 0.35 | -0.16 | 0.3 | 0.08 | 0.01 | 0.15 | 0.65 |
Alpha | NA | 0.04 | 0.01 | -0.01 | -0.01 | 0.0 | 0.0 | -0.01 | -0.02 | -0.01 | 0.01 | 0.01 | -0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.04 |
Beta | NA | 0.15 | 0.11 | 0.16 | 0.16 | 0.19 | 0.19 | 0.09 | 0.17 | 0.26 | 0.16 | 0.17 | 0.22 | 0.21 | 0.21 | 0.24 | 0.37 | 0.37 |
RSquared | NA | 0.43 | 0.29 | 0.55 | 0.62 | 0.62 | 0.62 | 0.24 | 0.63 | 0.75 | 0.72 | 0.57 | 0.74 | 0.4 | 0.65 | 0.67 | 0.74 | 0.65 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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