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WAVIX: LONGBOARD MANAGED FUTURES STRATEGY FUND LONGBOARD MANAGED FUTURES STRATEGY FUND CLASS I SHARES (MUTUAL FUND)
Basic Info
Asset Class: | Managed Futures |
MyPlanIQ Rating: | (13%) |
Start Date: | 06/28/2012 |
Last Dividend Date: | 12/05/2023 |
12-Mo. Yield | 5.91% |
Expenses | 3.24% |
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Performance Analytics (As of 04/03/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/28/2012 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 7.6 | 7.9 | 5.4 | 5.4 | 3.2 | 2.6 | -1.0 | 8.5 | 5.4 | 1.4 | -9.0 | -10.4 | 12.6 | -6.7 | 8.9 | 14.7 | 3.7 | -1.5 |
Sharpe Ratio | NA | 5.72 | 0.77 | 0.45 | 0.39 | 0.18 | 0.14 | -0.89 | 0.89 | 0.61 | 0.08 | -0.67 | -0.64 | 0.88 | -0.44 | 0.75 | 1.46 | 0.27 | -0.28 |
Draw Down(%) | NA | 0.9 | 5.8 | 10.4 | 16.4 | 31.6 | 31.6 | 5.4 | 8.3 | 6.2 | 16.4 | 16.7 | 24.8 | 6.1 | 18.6 | 10.3 | 6.8 | 14.3 | 5.8 |
Standard Deviation(%) | NA | 5.2 | 5.4 | 7.3 | 10.0 | 12.6 | 12.6 | 6.0 | 8.1 | 8.8 | 13.8 | 15.6 | 18.2 | 13.7 | 15.6 | 11.9 | 10.1 | 13.6 | 10.9 |
Treynor Ratio | NA | 1.02 | 0.28 | -0.96 | -0.46 | -0.27 | -0.38 | -0.68 | -0.44 | 0.16 | -0.07 | 0.39 | -5.59 | 0.12 | 0.13 | -6.67 | 0.34 | 0.06 | -3.63 |
Alpha | NA | 0.06 | 0.0 | 0.01 | 0.02 | 0.02 | 0.01 | -0.03 | 0.02 | -0.01 | 0.02 | -0.01 | -0.04 | -0.03 | 0.0 | 0.04 | 0.03 | -0.06 | -0.01 |
Beta | NA | 0.29 | 0.15 | -0.03 | -0.08 | -0.08 | -0.05 | 0.08 | -0.16 | 0.34 | -0.16 | -0.27 | 0.02 | 0.98 | -0.52 | -0.01 | 0.43 | 0.66 | 0.01 |
RSquared | NA | 0.37 | 0.1 | 0.01 | 0.03 | 0.01 | 0.0 | 0.03 | 0.24 | 0.26 | 0.16 | 0.05 | 0.0 | 0.23 | 0.19 | 0.0 | 0.24 | 0.29 | 0.0 |
Yield(%) | N/A | 0.0 | 5.6 | 4.1 | 3.2 | 3.1 | N/A | 5.6 | 3.0 | 3.8 | 2.7 | 0.0 | 0.0 | 0.0 | 0.0 | 11.8 | 1.6 | 0.5 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 93.1 | 365.4 | -3.3 | N/A | N/A | 93.1 | -19.4 | 38.5 | N/A | N/A | N/A | N/A | -100.0 | 750.0 | 220.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/28/2012
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