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FXFIX: THE FX STRATEGY FUND THE FX STRATEGY FUND CLASS I SHARES (MUTUAL FUND)
Basic Info
Asset Class: | Currency |
MyPlanIQ Rating: | Not Rated |
Start Date: | 02/28/2011 |
Last Dividend Date: | 12/22/2017 |
12-Mo. Yield | 7.97% |
Expenses | 1.85% |
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Performance Analytics (As of 09/11/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 02/28/2011 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -21.3 | 0.2 | -1.6 | 0.7 | 0.0 | -14.6 | 16.5 | -19.6 | 9.9 | 10.2 | 30.3 | -10.1 | -7.6 | 1.2 |
Sharpe Ratio | NA | -0.61 | -0.31 | -0.06 | 0.01 | 0.0 | -0.57 | 0.77 | -1.13 | 0.45 | 0.4 | 2.0 | -0.73 | -0.71 | 0.09 |
Draw Down(%) | NA | 23.8 | 25.7 | 29.4 | 29.4 | 0.0 | 23.8 | 11.7 | 23.1 | 17.3 | 18.1 | 11.4 | 16.2 | 16.2 | 10.9 |
Standard Deviation(%) | NA | 27.6 | 22.0 | 22.6 | 19.3 | NA | 27.9 | 19.6 | 17.9 | 21.5 | 25.1 | 15.2 | 13.9 | 10.8 | 15.0 |
Treynor Ratio | NA | -0.59 | -0.08 | 0.12 | 0.0 | 0.0 | -0.4 | 0.44 | -0.12 | -0.17 | -0.06 | -0.25 | 0.06 | 0.05 | -0.01 |
Alpha | NA | -0.05 | -0.02 | 0.0 | 0.0 | NA | -0.05 | 0.06 | -0.08 | 0.05 | -0.01 | 0.07 | -0.06 | 0.0 | -0.01 |
Beta | NA | 0.29 | 0.82 | -0.11 | -0.63 | NA | 0.4 | 0.35 | 1.7 | -0.57 | -1.57 | -1.21 | -1.82 | -1.5 | -0.97 |
RSquared | NA | 0.0 | 0.04 | 0.0 | 0.04 | 0.0 | 0.01 | 0.01 | 0.28 | 0.02 | 0.18 | 0.11 | 0.42 | 0.51 | 0.28 |
Yield(%) | N/A | 0.0 | 2.0 | 5.1 | N/A | 0.0 | 0.0 | 0.0 | 5.5 | 0.0 | 19.7 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | -72.0 | N/A | N/A | N/A | N/A | -100.0 | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/28/2011
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