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PMSAX: GLOBAL MULTI-STRATEGY FUND CLASS A (MUTUAL FUND)
Basic Info 10.67 0(0.0%) April 24
Asset Class: | Multialternative |
MyPlanIQ Rating: | (25%) |
Start Date: | 11/01/2011 |
Last Dividend Date: | 12/27/2023 |
12-Mo. Yield | 11.19% |
Expenses | 1.82% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 11/01/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.1 | 4.3 | 9.4 | 3.5 | 4.3 | 3.1 | 3.4 | 6.2 | -2.5 | 5.3 | 4.7 | 7.6 | -4.6 | 6.2 | 2.9 | -0.9 | 3.5 | 4.9 | 5.6 | -0.5 |
Sharpe Ratio | NA | 2.99 | 1.84 | 0.23 | 0.53 | 0.5 | 0.63 | 0.55 | -0.72 | 1.16 | 0.58 | 2.56 | -1.73 | 2.5 | 0.95 | -0.27 | 0.99 | 1.71 | 2.71 | -0.91 |
Draw Down(%) | NA | 1.4 | 1.8 | 6.6 | 13.9 | 13.9 | 13.9 | 3.5 | 6.6 | 2.2 | 13.9 | 1.3 | 6.9 | 1.0 | 2.5 | 4.3 | 2.9 | 2.9 | 1.5 | 1.8 |
Standard Deviation(%) | NA | 3.4 | 3.0 | 4.5 | 5.1 | 4.2 | 4.0 | 3.6 | 5.4 | 4.6 | 7.7 | 2.4 | 3.4 | 2.2 | 2.8 | 3.7 | 3.5 | 2.8 | 2.0 | 3.4 |
Treynor Ratio | NA | 0.39 | 0.26 | 0.05 | 0.16 | 0.12 | 0.14 | 0.09 | -0.2 | 0.18 | 0.34 | 0.39 | -0.35 | 0.21 | 0.15 | -0.05 | 0.14 | 0.24 | 0.51 | -0.25 |
Alpha | NA | 0.03 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.0 | -0.01 | 0.01 | 0.01 | -0.02 | 0.0 | 0.0 | -0.01 | 0.0 | 0.0 | 0.01 | -0.02 |
Beta | NA | 0.26 | 0.21 | 0.22 | 0.17 | 0.18 | 0.17 | 0.21 | 0.2 | 0.3 | 0.13 | 0.16 | 0.17 | 0.27 | 0.18 | 0.2 | 0.25 | 0.2 | 0.11 | 0.12 |
RSquared | NA | 0.77 | 0.7 | 0.71 | 0.52 | 0.56 | 0.56 | 0.61 | 0.79 | 0.74 | 0.35 | 0.67 | 0.72 | 0.63 | 0.73 | 0.69 | 0.66 | 0.63 | 0.46 | 0.77 |
Yield(%) | N/A | 0.0 | 3.1 | 5.4 | 3.9 | 3.2 | N/A | 3.1 | 10.3 | 3.7 | 1.3 | 0.0 | 5.4 | 2.7 | 0.0 | 2.7 | 2.2 | 0.9 | 1.4 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -73.5 | 152.0 | 42.0 | N/A | N/A | -73.5 | 185.4 | 192.9 | N/A | -100.0 | 110.3 | N/A | -100.0 | 20.8 | 166.7 | -35.7 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/01/2011
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