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GPFIX: GRANT PARK MANAGED FUTURES STRATEGY FUND GRANT PARK MANAGED FUTURES STRATEGY FUND CLASS I (MUTUAL FUND)
Basic Info
Asset Class: | Managed Futures |
MyPlanIQ Rating: | Not Rated |
Start Date: | 03/04/2011 |
Last Dividend Date: | 12/22/2016 |
12-Mo. Yield | 0.00% |
Expenses | 1.65% |
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Performance Analytics (As of 07/31/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 03/04/2011 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 0.0 | -1.2 | -1.3 | -0.0 | -0.4 | -4.5 | 6.0 | -3.5 | -5.6 | -0.4 |
Sharpe Ratio | NA | -0.05 | -0.06 | -0.03 | -0.09 | -0.02 | -0.05 | -0.35 | 0.87 | -0.47 | -1.25 | -0.07 |
Draw Down(%) | NA | 21.9 | 21.9 | 21.9 | 21.9 | 21.9 | 9.5 | 14.2 | 6.7 | 10.9 | 6.7 | 6.2 |
Standard Deviation(%) | NA | 40.1 | 28.3 | 26.5 | 16.6 | 36.4 | 12.7 | 13.0 | 6.9 | 7.5 | 4.6 | 6.8 |
Treynor Ratio | NA | -0.02 | -0.08 | -0.04 | -0.16 | -0.01 | -0.16 | -0.2 | 0.31 | -0.14 | 1.67 | 0.09 |
Alpha | NA | -0.1 | -0.04 | -0.04 | -0.01 | -0.05 | 0.0 | -0.02 | 0.01 | -0.04 | -0.02 | 0.0 |
Beta | NA | 0.81 | 0.2 | 0.2 | 0.09 | 0.99 | 0.04 | 0.22 | 0.19 | 0.26 | -0.03 | -0.06 |
RSquared | NA | 0.02 | 0.01 | 0.01 | 0.01 | 0.03 | 0.0 | 0.07 | 0.1 | 0.15 | 0.01 | 0.04 |
Yield(%) | N/A | 0.0 | 2.1 | 1.5 | N/A | 0.0 | 5.8 | 0.7 | 1.2 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 436.4 | N/A | N/A | -100.0 | 642.9 | -36.4 | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/04/2011
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