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MASFX: LITMAN GREGORY MASTERS ALTERNATIVE STRATEGIES FUND INSTITUTIONAL CLASS (MUTUAL FUND)
Basic Info 10.49 0.02(0.19%) April 17
Asset Class: | Multialternative |
MyPlanIQ Rating: | (63%) |
Start Date: | 10/28/2011 |
Last Dividend Date: | 03/28/2024 |
12-Mo. Yield | 4.52% |
Expenses | 1.64% |
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Performance Analytics (As of 04/12/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 10/28/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.9 | 1.7 | 6.8 | -0.7 | 2.2 | 2.6 | 3.4 | 5.9 | -9.4 | 3.7 | 6.3 | 8.5 | -2.1 | 4.5 | 6.4 | -0.8 | 3.6 | 6.3 | 9.4 | 0.1 |
Sharpe Ratio | NA | 1.46 | 1.36 | -0.74 | 0.15 | 0.42 | 0.72 | 0.58 | -2.27 | 1.26 | 0.73 | 2.78 | -1.28 | 2.14 | 1.87 | -0.27 | 1.71 | 2.95 | 3.32 | 0.17 |
Draw Down(%) | NA | 0.8 | 1.8 | 11.2 | 14.3 | 14.3 | 14.3 | 3.2 | 10.4 | 2.1 | 14.3 | 1.1 | 3.8 | 1.0 | 3.4 | 4.6 | 1.7 | 2.5 | 1.9 | 1.2 |
Standard Deviation(%) | NA | 3.0 | 2.7 | 3.6 | 4.8 | 3.9 | 3.7 | 2.9 | 4.8 | 2.9 | 8.2 | 2.6 | 2.7 | 1.8 | 3.3 | 2.9 | 2.1 | 2.1 | 2.8 | 3.4 |
Treynor Ratio | NA | 0.21 | 0.23 | -0.18 | 0.04 | 0.1 | 0.16 | 0.11 | -0.74 | 0.25 | 0.31 | 0.51 | -0.28 | 0.2 | 0.29 | -0.05 | 0.34 | 0.52 | 0.9 | 0.13 |
Alpha | NA | 0.0 | 0.0 | -0.02 | -0.01 | 0.0 | 0.0 | -0.01 | -0.03 | 0.0 | 0.01 | 0.01 | -0.01 | 0.0 | 0.01 | 0.0 | 0.01 | 0.01 | 0.03 | 0.0 |
Beta | NA | 0.21 | 0.16 | 0.15 | 0.17 | 0.17 | 0.16 | 0.15 | 0.15 | 0.15 | 0.2 | 0.14 | 0.12 | 0.2 | 0.22 | 0.15 | 0.11 | 0.12 | 0.11 | 0.04 |
RSquared | NA | 0.6 | 0.46 | 0.5 | 0.61 | 0.6 | 0.55 | 0.47 | 0.55 | 0.43 | 0.69 | 0.47 | 0.62 | 0.53 | 0.72 | 0.66 | 0.34 | 0.4 | 0.22 | 0.12 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/28/2011
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