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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: |
Not Rated
|
| Start Date: | 06/28/2012 |
| Last Dividend Date: | 12/05/2023 |
| 12-Mo. Yield | 5.64% |
| Expenses | 3.24% |
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Performance Analytics (As of 04/03/2024)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/28/2012 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | 7.9 | 5.4 | 5.4 | 3.2 | 2.6 | 7.6 | -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 | 0.8 | 0.46 | 0.39 | 0.18 | 0.14 | 5.9 | -0.92 | 0.89 | 0.63 | 0.08 | -0.67 | -0.64 | 0.88 | -0.44 | 0.75 | 1.46 | 0.27 | -0.28 |
| Draw Down(%) | NA | 5.8 | 10.4 | 16.4 | 31.6 | 31.6 | 0.9 | 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 | 7.2 | 9.9 | 12.6 | 12.6 | 5.1 | 5.8 | 8.1 | 8.6 | 13.9 | 15.6 | 18.2 | 13.7 | 15.6 | 11.9 | 10.1 | 13.6 | 10.9 |
| Treynor Ratio | NA | 0.33 | -0.83 | -0.47 | -0.27 | -0.39 | 1.22 | -0.74 | -0.44 | 0.16 | -0.08 | 0.39 | -5.61 | 0.12 | 0.13 | -6.67 | 0.34 | 0.06 | -3.63 |
| Alpha | NA | 0.01 | 0.01 | 0.02 | 0.02 | 0.01 | 0.07 | -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 | 0.13 | -0.04 | -0.08 | -0.08 | -0.04 | 0.25 | 0.07 | -0.16 | 0.33 | -0.15 | -0.27 | 0.02 | 0.98 | -0.52 | -0.01 | 0.43 | 0.66 | 0.01 |
| RSquared | NA | 0.08 | 0.01 | 0.03 | 0.01 | 0.0 | 0.28 | 0.03 | 0.24 | 0.25 | 0.15 | 0.05 | 0.0 | 0.23 | 0.19 | 0.0 | 0.24 | 0.29 | 0.0 |
| Yield(%) | N/A | 5.6 | 4.1 | 3.3 | 3.1 | N/A | 0.0 | 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 | 92.3 | 355.7 | -3.3 | N/A | N/A | -100.0 | 92.3 | -18.7 | 37.1 | N/A | -100.0 | N/A | N/A | -100.0 | 761.4 | 192.6 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/28/2012
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