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MMFAX: Makefield Managed Futures Strategy A (MUTUAL FUND)
Basic Info
Asset Class: | Managed Futures |
MyPlanIQ Rating: | Not Rated |
Start Date: | 07/05/2011 |
Last Dividend Date: | 07/16/2014 |
12-Mo. Yield | 0.04% |
Expenses | 2.12% |
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Performance Analytics (As of 10/03/2014)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | Since 07/05/2011 |
2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -3.4 | -5.5 | -5.4 | -4.5 | -3.5 | -5.4 | -4.3 |
Sharpe Ratio | NA | -0.85 | -1.26 | -1.22 | -1.49 | -0.99 | -1.07 | -1.61 |
Draw Down(%) | NA | 5.0 | 15.9 | 19.0 | 4.9 | 5.6 | 6.8 | 8.0 |
Standard Deviation(%) | NA | 4.0 | 4.4 | 4.5 | 4.0 | 3.6 | 5.1 | 5.3 |
Treynor Ratio | NA | -0.52 | -146.59 | 2.71 | -1.43 | -0.31 | 7.92 | 1.18 |
Alpha | NA | -0.02 | -0.02 | -0.02 | -0.03 | -0.03 | -0.02 | -0.04 |
Beta | NA | 0.07 | 0.0 | -0.02 | 0.04 | 0.11 | -0.01 | -0.07 |
RSquared | NA | 0.03 | 0.0 | 0.01 | 0.01 | 0.12 | 0.0 | 0.17 |
Yield(%) | N/A | 0.1 | 0.0 | N/A | 0.1 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/05/2011
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