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PSMIX: GLOBAL MULTI-STRATEGY FUND INSTITUTIONAL CLASS (MUTUAL FUND)
Basic Info 10.84 0.03(0.28%) April 25
Asset Class: | Multialternative |
MyPlanIQ Rating: | (73%) |
Start Date: | 06/21/1996 |
Last Dividend Date: | 12/27/2023 |
12-Mo. Yield | 11.38% |
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 06/21/1996 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.2 | 4.2 | 10.0 | 3.8 | 4.7 | 3.6 | 0.2 | 6.7 | -2.0 | 5.8 | 5.1 | 8.2 | -4.3 | 6.6 | 3.3 | -0.6 | 3.9 | 5.3 | 6.0 | -34.0 |
Sharpe Ratio | NA | 3.27 | 2.06 | 0.34 | 0.62 | 0.59 | -0.11 | 0.7 | -0.62 | 1.28 | 0.62 | 2.76 | -1.66 | 2.64 | 1.13 | -0.18 | 1.08 | 1.84 | 3.06 | -0.05 |
Draw Down(%) | NA | 1.4 | 1.8 | 6.4 | 13.9 | 13.9 | 34.6 | 3.5 | 6.4 | 2.2 | 13.9 | 1.3 | 6.7 | 0.9 | 2.5 | 4.1 | 2.9 | 2.9 | 1.5 | 34.6 |
Standard Deviation(%) | NA | 3.3 | 2.9 | 4.5 | 5.1 | 4.2 | 12.3 | 3.5 | 5.5 | 4.5 | 7.8 | 2.5 | 3.4 | 2.3 | 2.7 | 3.6 | 3.6 | 2.8 | 1.9 | 102.0 |
Treynor Ratio | NA | 0.44 | 0.29 | 0.07 | 0.15 | 0.12 | 0.08 | 0.12 | -0.17 | 0.2 | 0.24 | 0.42 | -0.33 | 0.23 | 0.19 | -0.03 | 0.15 | 0.25 | 0.59 | 0.19 |
Alpha | NA | 0.03 | 0.01 | 0.0 | 0.0 | 0.0 | 0.02 | -0.01 | 0.0 | -0.01 | 0.0 | 0.01 | -0.02 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.02 | -0.01 |
Beta | NA | 0.25 | 0.21 | 0.22 | 0.21 | 0.2 | -0.17 | 0.21 | 0.2 | 0.3 | 0.2 | 0.16 | 0.17 | 0.26 | 0.16 | 0.2 | 0.25 | 0.21 | 0.1 | -0.24 |
RSquared | NA | 0.75 | 0.7 | 0.72 | 0.75 | 0.73 | 0.53 | 0.63 | 0.79 | 0.74 | 0.79 | 0.67 | 0.75 | 0.6 | 0.63 | 0.7 | 0.66 | 0.66 | 0.44 | 0.99 |
Yield(%) | N/A | 0.0 | 3.5 | 5.8 | 4.2 | 3.5 | N/A | 3.6 | 10.6 | 4.1 | 1.7 | 0.0 | 5.8 | 3.0 | 0.2 | 2.9 | 2.6 | 1.1 | 1.4 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -70.5 | 140.0 | 38.5 | 1436.0 | N/A | -70.5 | 165.2 | 142.1 | N/A | -100.0 | 100.0 | 1550.0 | -93.8 | 14.3 | 154.5 | -21.4 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/21/1996
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