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FTEZX: FTEZX (MUTUAL FUND)
Basic Info
| Asset Class: | Managed Futures |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 01/03/2011 |
| Last Dividend Date: | 12/26/2013 |
| 12-Mo. Yield | 0.00% |
| Expenses | 1.49% |
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Performance Analytics (As of 08/13/2020)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 01/03/2011 |
2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | 0.0 | 0.0 | 0.8 | -3.3 | 1.5 | -11.3 | 0.7 | 9.4 | -24.9 | 9.7 |
| Sharpe Ratio | NA | -0.14 | -0.28 | -0.52 | -0.27 | 0.96 | -0.74 | 0.07 | 0.83 | -2.18 | 0.52 |
| Draw Down(%) | NA | 2.3 | 20.9 | 33.0 | 37.2 | 0.5 | 20.9 | 10.1 | 8.7 | 25.2 | 15.0 |
| Standard Deviation(%) | NA | 2.6 | 10.4 | 10.9 | 12.5 | 1.3 | 15.3 | 9.1 | 11.3 | 11.5 | 18.7 |
| Treynor Ratio | NA | 0.17 | 0.19 | 0.39 | 0.26 | -1.36 | 0.36 | -0.17 | -1.54 | 1.31 | -0.92 |
| Alpha | NA | 0.0 | -0.01 | -0.02 | -0.01 | 0.01 | -0.04 | 0.01 | 0.04 | -0.1 | 0.05 |
| Beta | NA | -0.02 | -0.15 | -0.15 | -0.13 | -0.01 | -0.31 | -0.04 | -0.06 | -0.19 | -0.11 |
| RSquared | NA | 0.01 | 0.04 | 0.03 | 0.02 | 0.01 | 0.1 | 0.0 | 0.0 | 0.05 | 0.02 |
| Yield(%) | N/A | 0.0 | 0.0 | 1.1 | N/A | 0.0 | 0.0 | 0.0 | 5.1 | 0.0 | 1.6 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | N/A | -100.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/03/2011
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